NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 08-Aug-2016
Day Change Summary
Previous Current
05-Aug-2016 08-Aug-2016 Change Change % Previous Week
Open 44.07 44.23 0.16 0.4% 43.67
High 44.35 45.59 1.24 2.8% 44.35
Low 43.37 44.10 0.73 1.7% 41.58
Close 44.12 45.22 1.10 2.5% 44.12
Range 0.98 1.49 0.51 52.0% 2.77
ATR 1.52 1.52 0.00 -0.1% 0.00
Volume 70,332 99,747 29,415 41.8% 366,266
Daily Pivots for day following 08-Aug-2016
Classic Woodie Camarilla DeMark
R4 49.44 48.82 46.04
R3 47.95 47.33 45.63
R2 46.46 46.46 45.49
R1 45.84 45.84 45.36 46.15
PP 44.97 44.97 44.97 45.13
S1 44.35 44.35 45.08 44.66
S2 43.48 43.48 44.95
S3 41.99 42.86 44.81
S4 40.50 41.37 44.40
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 51.66 50.66 45.64
R3 48.89 47.89 44.88
R2 46.12 46.12 44.63
R1 45.12 45.12 44.37 45.62
PP 43.35 43.35 43.35 43.60
S1 42.35 42.35 43.87 42.85
S2 40.58 40.58 43.61
S3 37.81 39.58 43.36
S4 35.04 36.81 42.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.59 41.58 4.01 8.9% 1.52 3.4% 91% True False 79,806
10 45.59 41.58 4.01 8.9% 1.42 3.1% 91% True False 73,105
20 49.72 41.58 8.14 18.0% 1.44 3.2% 45% False False 69,484
40 52.40 41.58 10.82 23.9% 1.61 3.6% 34% False False 71,989
60 53.62 41.58 12.04 26.6% 1.47 3.3% 30% False False 65,581
80 53.62 41.43 12.19 27.0% 1.53 3.4% 31% False False 64,204
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.92
2.618 49.49
1.618 48.00
1.000 47.08
0.618 46.51
HIGH 45.59
0.618 45.02
0.500 44.85
0.382 44.67
LOW 44.10
0.618 43.18
1.000 42.61
1.618 41.69
2.618 40.20
4.250 37.77
Fisher Pivots for day following 08-Aug-2016
Pivot 1 day 3 day
R1 45.10 44.85
PP 44.97 44.47
S1 44.85 44.10

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

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