NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 25-Jul-2016
Day Change Summary
Previous Current
22-Jul-2016 25-Jul-2016 Change Change % Previous Week
Open 46.00 45.59 -0.41 -0.9% 47.97
High 46.34 45.77 -0.57 -1.2% 48.08
Low 45.13 44.43 -0.70 -1.6% 45.13
Close 45.59 44.61 -0.98 -2.1% 45.59
Range 1.21 1.34 0.13 10.7% 2.95
ATR 1.61 1.59 -0.02 -1.2% 0.00
Volume 24,538 35,356 10,818 44.1% 146,707
Daily Pivots for day following 25-Jul-2016
Classic Woodie Camarilla DeMark
R4 48.96 48.12 45.35
R3 47.62 46.78 44.98
R2 46.28 46.28 44.86
R1 45.44 45.44 44.73 45.19
PP 44.94 44.94 44.94 44.81
S1 44.10 44.10 44.49 43.85
S2 43.60 43.60 44.36
S3 42.26 42.76 44.24
S4 40.92 41.42 43.87
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 55.12 53.30 47.21
R3 52.17 50.35 46.40
R2 49.22 49.22 46.13
R1 47.40 47.40 45.86 46.84
PP 46.27 46.27 46.27 45.98
S1 44.45 44.45 45.32 43.89
S2 43.32 43.32 45.05
S3 40.37 41.50 44.78
S4 37.42 38.55 43.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.66 44.43 3.23 7.2% 1.32 3.0% 6% False True 32,372
10 49.06 44.43 4.63 10.4% 1.44 3.2% 4% False True 36,627
20 51.81 44.43 7.38 16.5% 1.66 3.7% 2% False True 33,256
40 53.39 44.43 8.96 20.1% 1.53 3.4% 2% False True 25,579
60 53.39 44.43 8.96 20.1% 1.47 3.3% 2% False True 22,452
80 53.39 39.40 13.99 31.4% 1.44 3.2% 37% False False 19,969
100 53.39 39.40 13.99 31.4% 1.36 3.1% 37% False False 17,813
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.47
2.618 49.28
1.618 47.94
1.000 47.11
0.618 46.60
HIGH 45.77
0.618 45.26
0.500 45.10
0.382 44.94
LOW 44.43
0.618 43.60
1.000 43.09
1.618 42.26
2.618 40.92
4.250 38.74
Fisher Pivots for day following 25-Jul-2016
Pivot 1 day 3 day
R1 45.10 45.98
PP 44.94 45.52
S1 44.77 45.07

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

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