NYMEX Light Sweet Crude Oil Future December 2016

Trading Metrics calculated at close of trading on 12-Jul-2016

Day Change Summary
	Previous	Current
	11-Jul-2016	12-Jul-2016	Change	Change %	Previous Week
Open	47.62	47.49	-0.13	-0.3%	51.59
High	48.34	49.72	1.38	2.9%	51.75
Low	47.12	47.45	0.33	0.7%	47.31
Close	47.60	49.57	1.97	4.1%	47.95
Range	1.22	2.27	1.05	86.1%	4.44
ATR	1.78	1.82	0.03	2.0%	0.00
Volume	84,607	101,790	17,183	20.3%	335,179

Daily Pivots for day following 12-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.72	54.92	50.82
R3	53.45	52.65	50.19
R2	51.18	51.18	49.99
R1	50.38	50.38	49.78	50.78
PP	48.91	48.91	48.91	49.12
S1	48.11	48.11	49.36	48.51
S2	46.64	46.64	49.15
S3	44.37	45.84	48.95
S4	42.10	43.57	48.32

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	62.32	59.58	50.39
R3	57.88	55.14	49.17
R2	53.44	53.44	48.76
R1	50.70	50.70	48.36	49.85
PP	49.00	49.00	49.00	48.58
S1	46.26	46.26	47.54	45.41
S2	44.56	44.56	47.14
S3	40.12	41.82	46.73
S4	35.68	37.38	45.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.63	47.12	3.51	7.1%	1.97	4.0%	70%	False	False	88,719
10	52.30	47.12	5.18	10.4%	1.95	3.9%	47%	False	False	82,279
20	52.40	47.12	5.28	10.7%	1.85	3.7%	46%	False	False	77,219
40	53.62	47.12	6.50	13.1%	1.53	3.1%	38%	False	False	64,848
60	53.62	41.43	12.19	24.6%	1.57	3.2%	67%	False	False	63,267

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	0.29
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	59.37
2.618	55.66
1.618	53.39
1.000	51.99
0.618	51.12
HIGH	49.72
0.618	48.85
0.500	48.59
0.382	48.32
LOW	47.45
0.618	46.05
1.000	45.18
1.618	43.78
2.618	41.51
4.250	37.80

Fisher Pivots for day following 12-Jul-2016
Pivot	1 day	3 day
R1	49.24	49.19
PP	48.91	48.80
S1	48.59	48.42

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols