NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 03-Aug-2016
Day Change Summary
Previous Current
02-Aug-2016 03-Aug-2016 Change Change % Previous Week
Open 42.56 42.15 -0.41 -1.0% 46.28
High 43.26 43.45 0.19 0.4% 46.46
Low 41.67 41.58 -0.09 -0.2% 42.72
Close 41.92 43.11 1.19 2.8% 43.84
Range 1.59 1.87 0.28 17.6% 3.74
ATR 1.53 1.55 0.02 1.6% 0.00
Volume 58,487 70,168 11,681 20.0% 321,486
Daily Pivots for day following 03-Aug-2016
Classic Woodie Camarilla DeMark
R4 48.32 47.59 44.14
R3 46.45 45.72 43.62
R2 44.58 44.58 43.45
R1 43.85 43.85 43.28 44.22
PP 42.71 42.71 42.71 42.90
S1 41.98 41.98 42.94 42.35
S2 40.84 40.84 42.77
S3 38.97 40.11 42.60
S4 37.10 38.24 42.08
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 55.56 53.44 45.90
R3 51.82 49.70 44.87
R2 48.08 48.08 44.53
R1 45.96 45.96 44.18 45.15
PP 44.34 44.34 44.34 43.94
S1 42.22 42.22 43.50 41.41
S2 40.60 40.60 43.15
S3 36.86 38.48 42.81
S4 33.12 34.74 41.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.29 41.58 2.71 6.3% 1.54 3.6% 56% False True 63,813
10 48.28 41.58 6.70 15.5% 1.43 3.3% 23% False True 60,914
20 50.63 41.58 9.05 21.0% 1.51 3.5% 17% False True 67,908
40 53.62 41.58 12.04 27.9% 1.62 3.8% 13% False True 70,083
60 53.62 41.58 12.04 27.9% 1.49 3.5% 13% False True 64,728
80 53.62 41.43 12.19 28.3% 1.53 3.5% 14% False False 63,717
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.40
2.618 48.35
1.618 46.48
1.000 45.32
0.618 44.61
HIGH 43.45
0.618 42.74
0.500 42.52
0.382 42.29
LOW 41.58
0.618 40.42
1.000 39.71
1.618 38.55
2.618 36.68
4.250 33.63
Fisher Pivots for day following 03-Aug-2016
Pivot 1 day 3 day
R1 42.91 43.03
PP 42.71 42.95
S1 42.52 42.87

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

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