NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 15-Jul-2016

Day Change Summary
	Previous	Current
	14-Jul-2016	15-Jul-2016	Change	Change %	Previous Week
Open	48.36	48.61	0.25	0.5%	48.03
High	49.12	49.52	0.40	0.8%	50.24
Low	48.16	48.37	0.21	0.4%	47.63
Close	49.05	49.09	0.04	0.1%	49.09
Range	0.96	1.15	0.19	19.8%	2.61
ATR	1.69	1.65	-0.04	-2.3%	0.00
Volume	22,830	13,864	-8,966	-39.3%	110,553

Daily Pivots for day following 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	52.44	51.92	49.72
R3	51.29	50.77	49.41
R2	50.14	50.14	49.30
R1	49.62	49.62	49.20	49.88
PP	48.99	48.99	48.99	49.13
S1	48.47	48.47	48.98	48.73
S2	47.84	47.84	48.88
S3	46.69	47.32	48.77
S4	45.54	46.17	48.46

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	56.82	55.56	50.53
R3	54.21	52.95	49.81
R2	51.60	51.60	49.57
R1	50.34	50.34	49.33	50.97
PP	48.99	48.99	48.99	49.30
S1	47.73	47.73	48.85	48.36
S2	46.38	46.38	48.61
S3	43.77	45.12	48.37
S4	41.16	42.51	47.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.24	47.63	2.61	5.3%	1.49	3.0%	56%	False	False	22,110
10	52.11	47.63	4.48	9.1%	1.76	3.6%	33%	False	False	18,786
20	52.66	47.63	5.03	10.2%	1.73	3.5%	29%	False	False	15,218
40	53.72	47.63	6.09	12.4%	1.37	2.8%	24%	False	False	11,130

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	0.34
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	54.41
2.618	52.53
1.618	51.38
1.000	50.67
0.618	50.23
HIGH	49.52
0.618	49.08
0.500	48.95
0.382	48.81
LOW	48.37
0.618	47.66
1.000	47.22
1.618	46.51
2.618	45.36
4.250	43.48

Fisher Pivots for day following 15-Jul-2016
Pivot	1 day	3 day
R1	49.04	49.00
PP	48.99	48.91
S1	48.95	48.82

Download as Excel Spreadsheet

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

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