NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 28-Jul-2016
Day Change Summary
Previous Current
27-Jul-2016 28-Jul-2016 Change Change % Previous Week
Open 44.83 44.00 -0.83 -1.9% 48.72
High 45.36 44.29 -1.07 -2.4% 48.76
Low 43.82 43.21 -0.61 -1.4% 45.80
Close 44.02 43.31 -0.71 -1.6% 46.27
Range 1.54 1.08 -0.46 -29.9% 2.96
ATR 1.55 1.52 -0.03 -2.2% 0.00
Volume 67,032 63,317 -3,715 -5.5% 272,805
Daily Pivots for day following 28-Jul-2016
Classic Woodie Camarilla DeMark
R4 46.84 46.16 43.90
R3 45.76 45.08 43.61
R2 44.68 44.68 43.51
R1 44.00 44.00 43.41 43.80
PP 43.60 43.60 43.60 43.51
S1 42.92 42.92 43.21 42.72
S2 42.52 42.52 43.11
S3 41.44 41.84 43.01
S4 40.36 40.76 42.72
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 55.82 54.01 47.90
R3 52.86 51.05 47.08
R2 49.90 49.90 46.81
R1 48.09 48.09 46.54 47.52
PP 46.94 46.94 46.94 46.66
S1 45.13 45.13 46.00 44.56
S2 43.98 43.98 45.73
S3 41.02 42.17 45.46
S4 38.06 39.21 44.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.03 43.21 3.82 8.8% 1.21 2.8% 3% False True 60,045
10 49.00 43.21 5.79 13.4% 1.26 2.9% 2% False True 58,742
20 51.88 43.21 8.67 20.0% 1.58 3.6% 1% False True 70,688
40 53.62 43.21 10.41 24.0% 1.57 3.6% 1% False True 68,195
60 53.62 43.21 10.41 24.0% 1.50 3.5% 1% False True 65,057
80 53.62 40.38 13.24 30.6% 1.53 3.5% 22% False False 63,747
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.88
2.618 47.12
1.618 46.04
1.000 45.37
0.618 44.96
HIGH 44.29
0.618 43.88
0.500 43.75
0.382 43.62
LOW 43.21
0.618 42.54
1.000 42.13
1.618 41.46
2.618 40.38
4.250 38.62
Fisher Pivots for day following 28-Jul-2016
Pivot 1 day 3 day
R1 43.75 44.37
PP 43.60 44.01
S1 43.46 43.66

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

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