NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 04-Aug-2016
Day Change Summary
Previous Current
03-Aug-2016 04-Aug-2016 Change Change % Previous Week
Open 42.79 44.01 1.22 2.9% 46.83
High 44.09 44.86 0.77 1.7% 47.07
Low 42.34 43.27 0.93 2.2% 43.35
Close 43.77 44.82 1.05 2.4% 44.51
Range 1.75 1.59 -0.16 -9.1% 3.72
ATR 1.49 1.50 0.01 0.5% 0.00
Volume 14,616 18,654 4,038 27.6% 78,602
Daily Pivots for day following 04-Aug-2016
Classic Woodie Camarilla DeMark
R4 49.09 48.54 45.69
R3 47.50 46.95 45.26
R2 45.91 45.91 45.11
R1 45.36 45.36 44.97 45.64
PP 44.32 44.32 44.32 44.45
S1 43.77 43.77 44.67 44.05
S2 42.73 42.73 44.53
S3 41.14 42.18 44.38
S4 39.55 40.59 43.95
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 44.86 42.34 2.52 5.6% 1.62 3.6% 98% True False 15,840
10 47.61 42.34 5.27 11.8% 1.40 3.1% 47% False False 15,285
20 50.24 42.34 7.90 17.6% 1.38 3.1% 31% False False 17,166
40 53.72 42.34 11.38 25.4% 1.50 3.4% 22% False False 14,380
60 53.72 42.34 11.38 25.4% 1.34 3.0% 22% False False 11,728
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.62
2.618 49.02
1.618 47.43
1.000 46.45
0.618 45.84
HIGH 44.86
0.618 44.25
0.500 44.07
0.382 43.88
LOW 43.27
0.618 42.29
1.000 41.68
1.618 40.70
2.618 39.11
4.250 36.51
Fisher Pivots for day following 04-Aug-2016
Pivot 1 day 3 day
R1 44.57 44.41
PP 44.32 44.01
S1 44.07 43.60

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

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