NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 20-Jul-2016
Day Change Summary
Previous Current
19-Jul-2016 20-Jul-2016 Change Change % Previous Week
Open 47.20 46.98 -0.22 -0.5% 47.05
High 47.66 47.54 -0.12 -0.3% 49.06
Low 46.75 46.02 -0.73 -1.6% 46.54
Close 46.88 47.19 0.31 0.7% 47.89
Range 0.91 1.52 0.61 67.0% 2.52
ATR 1.65 1.64 -0.01 -0.6% 0.00
Volume 29,254 43,341 14,087 48.2% 232,903
Daily Pivots for day following 20-Jul-2016
Classic Woodie Camarilla DeMark
R4 51.48 50.85 48.03
R3 49.96 49.33 47.61
R2 48.44 48.44 47.47
R1 47.81 47.81 47.33 48.13
PP 46.92 46.92 46.92 47.07
S1 46.29 46.29 47.05 46.61
S2 45.40 45.40 46.91
S3 43.88 44.77 46.77
S4 42.36 43.25 46.35
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 55.39 54.16 49.28
R3 52.87 51.64 48.58
R2 50.35 50.35 48.35
R1 49.12 49.12 48.12 49.74
PP 47.83 47.83 47.83 48.14
S1 46.60 46.60 47.66 47.22
S2 45.31 45.31 47.43
S3 42.79 44.08 47.20
S4 40.27 41.56 46.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.35 46.02 2.33 4.9% 1.17 2.5% 50% False True 31,614
10 50.10 46.02 4.08 8.6% 1.59 3.4% 29% False True 37,540
20 52.00 46.02 5.98 12.7% 1.77 3.8% 20% False True 32,799
40 53.39 46.02 7.37 15.6% 1.51 3.2% 16% False True 24,586
60 53.39 45.26 8.13 17.2% 1.46 3.1% 24% False False 21,387
80 53.39 39.40 13.99 29.6% 1.42 3.0% 56% False False 19,114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 54.00
2.618 51.52
1.618 50.00
1.000 49.06
0.618 48.48
HIGH 47.54
0.618 46.96
0.500 46.78
0.382 46.60
LOW 46.02
0.618 45.08
1.000 44.50
1.618 43.56
2.618 42.04
4.250 39.56
Fisher Pivots for day following 20-Jul-2016
Pivot 1 day 3 day
R1 47.05 47.14
PP 46.92 47.10
S1 46.78 47.05

These figures are updated between 7pm and 10pm EST after a trading day.

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