NYMEX Light Sweet Crude Oil Future November 2016


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 42.77 41.73 -1.04 -2.4% 45.59
High 43.37 42.48 -0.89 -2.1% 45.77
Low 41.39 40.89 -0.50 -1.2% 42.03
Close 41.62 41.12 -0.50 -1.2% 43.09
Range 1.98 1.59 -0.39 -19.7% 3.74
ATR 1.52 1.52 0.01 0.4% 0.00
Volume 53,939 43,242 -10,697 -19.8% 194,865
Daily Pivots for day following 02-Aug-2016
Classic Woodie Camarilla DeMark
R4 46.27 45.28 41.99
R3 44.68 43.69 41.56
R2 43.09 43.09 41.41
R1 42.10 42.10 41.27 41.80
PP 41.50 41.50 41.50 41.35
S1 40.51 40.51 40.97 40.21
S2 39.91 39.91 40.83
S3 38.32 38.92 40.68
S4 36.73 37.33 40.25
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 54.85 52.71 45.15
R3 51.11 48.97 44.12
R2 47.37 47.37 43.78
R1 45.23 45.23 43.43 44.43
PP 43.63 43.63 43.63 43.23
S1 41.49 41.49 42.75 40.69
S2 39.89 39.89 42.40
S3 36.15 37.75 42.06
S4 32.41 34.01 41.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.65 40.89 3.76 9.1% 1.46 3.6% 6% False True 41,941
10 47.54 40.89 6.65 16.2% 1.39 3.4% 3% False True 38,929
20 50.10 40.89 9.21 22.4% 1.51 3.7% 2% False True 38,096
40 53.39 40.89 12.50 30.4% 1.57 3.8% 2% False True 30,192
60 53.39 40.89 12.50 30.4% 1.45 3.5% 2% False True 25,277
80 53.39 40.89 12.50 30.4% 1.44 3.5% 2% False True 22,323
100 53.39 39.40 13.99 34.0% 1.36 3.3% 12% False False 19,768
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 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.24
2.618 46.64
1.618 45.05
1.000 44.07
0.618 43.46
HIGH 42.48
0.618 41.87
0.500 41.69
0.382 41.50
LOW 40.89
0.618 39.91
1.000 39.30
1.618 38.32
2.618 36.73
4.250 34.13
Fisher Pivots for day following 02-Aug-2016
Pivot 1 day 3 day
R1 41.69 42.13
PP 41.50 41.79
S1 41.31 41.46

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

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