NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 08-Jul-2016

Day Change Summary
	Previous	Current
	07-Jul-2016	08-Jul-2016	Change	Change %	Previous Week
Open	50.71	48.23	-2.48	-4.9%	51.81
High	51.07	48.88	-2.19	-4.3%	52.11
Low	47.91	47.82	-0.09	-0.2%	47.82
Close	48.12	48.44	0.32	0.7%	48.44
Range	3.16	1.06	-2.10	-66.5%	4.29
ATR	1.74	1.69	-0.05	-2.8%	0.00
Volume	14,676	19,434	4,758	32.4%	61,589

Daily Pivots for day following 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	51.56	51.06	49.02
R3	50.50	50.00	48.73
R2	49.44	49.44	48.63
R1	48.94	48.94	48.54	49.19
PP	48.38	48.38	48.38	48.51
S1	47.88	47.88	48.34	48.13
S2	47.32	47.32	48.25
S3	46.26	46.82	48.15
S4	45.20	45.76	47.86

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	62.33	59.67	50.80
R3	58.04	55.38	49.62
R2	53.75	53.75	49.23
R1	51.09	51.09	48.83	50.28
PP	49.46	49.46	49.46	49.05
S1	46.80	46.80	48.05	45.99
S2	45.17	45.17	47.65
S3	40.88	42.51	47.26
S4	36.59	38.22	46.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.11	47.82	4.29	8.9%	2.02	4.2%	14%	False	True	15,462
10	52.66	47.82	4.84	10.0%	2.00	4.1%	13%	False	True	15,019
20	52.66	47.82	4.84	10.0%	1.62	3.3%	13%	False	True	11,977
40	53.72	47.82	5.90	12.2%	1.29	2.7%	11%	False	True	9,230

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.30
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	53.39
2.618	51.66
1.618	50.60
1.000	49.94
0.618	49.54
HIGH	48.88
0.618	48.48
0.500	48.35
0.382	48.22
LOW	47.82
0.618	47.16
1.000	46.76
1.618	46.10
2.618	45.04
4.250	43.32

Fisher Pivots for day following 08-Jul-2016
Pivot	1 day	3 day
R1	48.41	49.45
PP	48.38	49.11
S1	48.35	48.78

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