NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 13-Jul-2016
Day Change Summary
Previous Current
12-Jul-2016 13-Jul-2016 Change Change % Previous Week
Open 47.49 49.19 1.70 3.6% 51.59
High 49.72 49.35 -0.37 -0.7% 51.75
Low 47.45 47.24 -0.21 -0.4% 47.31
Close 49.57 47.42 -2.15 -4.3% 47.95
Range 2.27 2.11 -0.16 -7.0% 4.44
ATR 1.82 1.85 0.04 2.0% 0.00
Volume 101,790 95,054 -6,736 -6.6% 335,179
Daily Pivots for day following 13-Jul-2016
Classic Woodie Camarilla DeMark
R4 54.33 52.99 48.58
R3 52.22 50.88 48.00
R2 50.11 50.11 47.81
R1 48.77 48.77 47.61 48.39
PP 48.00 48.00 48.00 47.81
S1 46.66 46.66 47.23 46.28
S2 45.89 45.89 47.03
S3 43.78 44.55 46.84
S4 41.67 42.44 46.26
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 7.4% 2.00 4.2% 9% False False 87,142
10 52.30 47.12 5.18 10.9% 1.99 4.2% 6% False False 83,204
20 52.40 47.12 5.28 11.1% 1.92 4.0% 6% False False 78,900
40 53.62 47.12 6.50 13.7% 1.54 3.3% 5% False False 65,182
60 53.62 43.53 10.09 21.3% 1.56 3.3% 39% False False 63,742
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.32
2.618 54.87
1.618 52.76
1.000 51.46
0.618 50.65
HIGH 49.35
0.618 48.54
0.500 48.30
0.382 48.05
LOW 47.24
0.618 45.94
1.000 45.13
1.618 43.83
2.618 41.72
4.250 38.27
Fisher Pivots for day following 13-Jul-2016
Pivot 1 day 3 day
R1 48.30 48.42
PP 48.00 48.09
S1 47.71 47.75

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

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