NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 27-Jul-2016

Day Change Summary
	Previous	Current
	26-Jul-2016	27-Jul-2016	Change	Change %	Previous Week
Open	46.17	45.71	-0.46	-1.0%	49.22
High	46.17	45.97	-0.20	-0.4%	49.28
Low	45.31	44.43	-0.88	-1.9%	46.43
Close	45.81	44.65	-1.16	-2.5%	46.88
Range	0.86	1.54	0.68	79.1%	2.85
ATR	1.47	1.47	0.01	0.4%	0.00
Volume	19,625	15,229	-4,396	-22.4%	70,405

Daily Pivots for day following 27-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	49.64	48.68	45.50
R3	48.10	47.14	45.07
R2	46.56	46.56	44.93
R1	45.60	45.60	44.79	45.31
PP	45.02	45.02	45.02	44.87
S1	44.06	44.06	44.51	43.77
S2	43.48	43.48	44.37
S3	41.94	42.52	44.23
S4	40.40	40.98	43.80

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	56.08	54.33	48.45
R3	53.23	51.48	47.66
R2	50.38	50.38	47.40
R1	48.63	48.63	47.14	48.08
PP	47.53	47.53	47.53	47.26
S1	45.78	45.78	46.62	45.23
S2	44.68	44.68	46.36
S3	41.83	42.93	46.10
S4	38.98	40.08	45.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.81	44.43	4.38	9.8%	1.29	2.9%	5%	False	True	14,903
10	49.52	44.43	5.09	11.4%	1.20	2.7%	4%	False	True	15,766
20	52.66	44.43	8.23	18.4%	1.54	3.5%	3%	False	True	16,982
40	53.72	44.43	9.29	20.8%	1.43	3.2%	2%	False	True	13,116

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.23
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	52.52
2.618	50.00
1.618	48.46
1.000	47.51
0.618	46.92
HIGH	45.97
0.618	45.38
0.500	45.20
0.382	45.02
LOW	44.43
0.618	43.48
1.000	42.89
1.618	41.94
2.618	40.40
4.250	37.89

Fisher Pivots for day following 27-Jul-2016
Pivot	1 day	3 day
R1	45.20	45.75
PP	45.02	45.38
S1	44.83	45.02

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