NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 09-Aug-2016
Day Change Summary
Previous Current
08-Aug-2016 09-Aug-2016 Change Change % Previous Week
Open 43.54 44.30 0.76 1.7% 42.77
High 44.88 44.95 0.07 0.2% 43.63
Low 43.38 43.96 0.58 1.3% 40.77
Close 44.51 44.25 -0.26 -0.6% 43.38
Range 1.50 0.99 -0.51 -34.0% 2.86
ATR 1.52 1.48 -0.04 -2.5% 0.00
Volume 126,105 100,756 -25,349 -20.1% 330,189
Daily Pivots for day following 09-Aug-2016
Classic Woodie Camarilla DeMark
R4 47.36 46.79 44.79
R3 46.37 45.80 44.52
R2 45.38 45.38 44.43
R1 44.81 44.81 44.34 44.60
PP 44.39 44.39 44.39 44.28
S1 43.82 43.82 44.16 43.61
S2 43.40 43.40 44.07
S3 42.41 42.83 43.98
S4 41.42 41.84 43.71
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 51.17 50.14 44.95
R3 48.31 47.28 44.17
R2 45.45 45.45 43.90
R1 44.42 44.42 43.64 44.94
PP 42.59 42.59 42.59 42.85
S1 41.56 41.56 43.12 42.08
S2 39.73 39.73 42.86
S3 36.87 38.70 42.59
S4 34.01 35.84 41.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.95 40.77 4.18 9.4% 1.42 3.2% 83% True False 91,973
10 44.95 40.77 4.18 9.4% 1.44 3.3% 83% True False 66,957
20 48.71 40.77 7.94 17.9% 1.38 3.1% 44% False False 51,069
40 52.00 40.77 11.23 25.4% 1.59 3.6% 31% False False 39,373
60 53.39 40.77 12.62 28.5% 1.44 3.3% 28% False False 31,219
80 53.39 40.77 12.62 28.5% 1.46 3.3% 28% False False 27,084
100 53.39 39.40 13.99 31.6% 1.39 3.1% 35% False False 23,905
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.48
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 49.16
2.618 47.54
1.618 46.55
1.000 45.94
0.618 45.56
HIGH 44.95
0.618 44.57
0.500 44.46
0.382 44.34
LOW 43.96
0.618 43.35
1.000 42.97
1.618 42.36
2.618 41.37
4.250 39.75
Fisher Pivots for day following 09-Aug-2016
Pivot 1 day 3 day
R1 44.46 44.10
PP 44.39 43.94
S1 44.32 43.79

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

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