NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 27-Jul-2016
Day Change Summary
Previous Current
26-Jul-2016 27-Jul-2016 Change Change % Previous Week
Open 44.55 44.17 -0.38 -0.9% 47.97
High 44.84 44.65 -0.19 -0.4% 48.08
Low 43.90 43.12 -0.78 -1.8% 45.13
Close 44.42 43.32 -1.10 -2.5% 45.59
Range 0.94 1.53 0.59 62.8% 2.95
ATR 1.54 1.54 0.00 0.0% 0.00
Volume 46,984 45,048 -1,936 -4.1% 146,707
Daily Pivots for day following 27-Jul-2016
Classic Woodie Camarilla DeMark
R4 48.29 47.33 44.16
R3 46.76 45.80 43.74
R2 45.23 45.23 43.60
R1 44.27 44.27 43.46 43.99
PP 43.70 43.70 43.70 43.55
S1 42.74 42.74 43.18 42.46
S2 42.17 42.17 43.04
S3 40.64 41.21 42.90
S4 39.11 39.68 42.48
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 47.53 43.12 4.41 10.2% 1.32 3.1% 5% False True 36,259
10 48.35 43.12 5.23 12.1% 1.25 2.9% 4% False True 33,937
20 51.81 43.12 8.69 20.1% 1.61 3.7% 2% False True 35,358
40 53.39 43.12 10.27 23.7% 1.54 3.6% 2% False True 27,487
60 53.39 43.12 10.27 23.7% 1.47 3.4% 2% False True 23,547
80 53.39 39.40 13.99 32.3% 1.43 3.3% 28% False False 20,854
100 53.39 39.40 13.99 32.3% 1.37 3.2% 28% False False 18,577
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 51.15
2.618 48.66
1.618 47.13
1.000 46.18
0.618 45.60
HIGH 44.65
0.618 44.07
0.500 43.89
0.382 43.70
LOW 43.12
0.618 42.17
1.000 41.59
1.618 40.64
2.618 39.11
4.250 36.62
Fisher Pivots for day following 27-Jul-2016
Pivot 1 day 3 day
R1 43.89 44.45
PP 43.70 44.07
S1 43.51 43.70

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

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