NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 02-Aug-2016
Day Change Summary
Previous Current
01-Aug-2016 02-Aug-2016 Change Change % Previous Week
Open 44.30 43.25 -1.05 -2.4% 46.83
High 44.85 43.92 -0.93 -2.1% 47.07
Low 42.84 42.39 -0.45 -1.1% 43.35
Close 43.08 42.62 -0.46 -1.1% 44.51
Range 2.01 1.53 -0.48 -23.9% 3.72
ATR 1.46 1.47 0.00 0.3% 0.00
Volume 18,997 12,077 -6,920 -36.4% 78,602
Daily Pivots for day following 02-Aug-2016
Classic Woodie Camarilla DeMark
R4 47.57 46.62 43.46
R3 46.04 45.09 43.04
R2 44.51 44.51 42.90
R1 43.56 43.56 42.76 43.27
PP 42.98 42.98 42.98 42.83
S1 42.03 42.03 42.48 41.74
S2 41.45 41.45 42.34
S3 39.92 40.50 42.20
S4 38.39 38.97 41.78
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 56.14 54.04 46.56
R3 52.42 50.32 45.53
R2 48.70 48.70 45.19
R1 46.60 46.60 44.85 45.79
PP 44.98 44.98 44.98 44.57
S1 42.88 42.88 44.17 42.07
S2 41.26 41.26 43.83
S3 37.54 39.16 43.49
S4 33.82 35.44 42.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.97 42.39 3.58 8.4% 1.46 3.4% 6% False True 14,867
10 48.82 42.39 6.43 15.1% 1.37 3.2% 4% False True 15,273
20 51.07 42.39 8.68 20.4% 1.45 3.4% 3% False True 16,921
40 53.72 42.39 11.33 26.6% 1.47 3.5% 2% False True 14,036
60 53.72 42.39 11.33 26.6% 1.35 3.2% 2% False True 11,580
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.42
2.618 47.93
1.618 46.40
1.000 45.45
0.618 44.87
HIGH 43.92
0.618 43.34
0.500 43.16
0.382 42.97
LOW 42.39
0.618 41.44
1.000 40.86
1.618 39.91
2.618 38.38
4.250 35.89
Fisher Pivots for day following 02-Aug-2016
Pivot 1 day 3 day
R1 43.16 43.62
PP 42.98 43.29
S1 42.80 42.95

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

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