NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 07-Jul-2016
Day Change Summary
Previous Current
06-Jul-2016 07-Jul-2016 Change Change % Previous Week
Open 49.36 50.37 1.01 2.0% 49.81
High 50.38 50.63 0.25 0.5% 52.30
Low 48.45 47.31 -1.14 -2.4% 48.07
Close 49.89 47.64 -2.25 -4.5% 51.34
Range 1.93 3.32 1.39 72.0% 4.23
ATR 1.77 1.88 0.11 6.3% 0.00
Volume 102,937 99,158 -3,779 -3.7% 376,495
Daily Pivots for day following 07-Jul-2016
Classic Woodie Camarilla DeMark
R4 58.49 56.38 49.47
R3 55.17 53.06 48.55
R2 51.85 51.85 48.25
R1 49.74 49.74 47.94 49.14
PP 48.53 48.53 48.53 48.22
S1 46.42 46.42 47.34 45.82
S2 45.21 45.21 47.03
S3 41.89 43.10 46.73
S4 38.57 39.78 45.81
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 63.26 61.53 53.67
R3 59.03 57.30 52.50
R2 54.80 54.80 52.12
R1 53.07 53.07 51.73 53.94
PP 50.57 50.57 50.57 51.00
S1 48.84 48.84 50.95 49.71
S2 46.34 46.34 50.56
S3 42.11 44.61 50.18
S4 37.88 40.38 49.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.88 47.31 4.57 9.6% 2.24 4.7% 7% False True 82,099
10 52.40 47.31 5.09 10.7% 2.15 4.5% 6% False True 83,256
20 53.62 47.31 6.31 13.2% 1.82 3.8% 5% False True 73,217
40 53.62 46.56 7.06 14.8% 1.52 3.2% 15% False False 63,940
60 53.62 41.43 12.19 25.6% 1.56 3.3% 51% False False 62,348
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 64.74
2.618 59.32
1.618 56.00
1.000 53.95
0.618 52.68
HIGH 50.63
0.618 49.36
0.500 48.97
0.382 48.58
LOW 47.31
0.618 45.26
1.000 43.99
1.618 41.94
2.618 38.62
4.250 33.20
Fisher Pivots for day following 07-Jul-2016
Pivot 1 day 3 day
R1 48.97 49.53
PP 48.53 48.90
S1 48.08 48.27

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

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