NYMEX Light Sweet Crude Oil Future January 2017


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 44.80 45.63 0.83 1.9% 44.30
High 46.20 46.24 0.04 0.1% 44.90
Low 44.74 45.29 0.55 1.2% 42.34
Close 45.84 45.56 -0.28 -0.6% 44.75
Range 1.46 0.95 -0.51 -34.9% 2.56
ATR 1.45 1.42 -0.04 -2.5% 0.00
Volume 30,614 20,701 -9,913 -32.4% 89,727
Daily Pivots for day following 09-Aug-2016
Classic Woodie Camarilla DeMark
R4 48.55 48.00 46.08
R3 47.60 47.05 45.82
R2 46.65 46.65 45.73
R1 46.10 46.10 45.65 45.90
PP 45.70 45.70 45.70 45.60
S1 45.15 45.15 45.47 44.95
S2 44.75 44.75 45.39
S3 43.80 44.20 45.30
S4 42.85 43.25 45.04
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 51.68 50.77 46.16
R3 49.12 48.21 45.45
R2 46.56 46.56 45.22
R1 45.65 45.65 44.98 46.11
PP 44.00 44.00 44.00 44.22
S1 43.09 43.09 44.52 43.55
S2 41.44 41.44 44.28
S3 38.88 40.53 44.05
S4 36.32 37.97 43.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.24 42.34 3.90 8.6% 1.33 2.9% 83% True False 21,993
10 46.24 42.34 3.90 8.6% 1.40 3.1% 83% True False 18,430
20 49.84 42.34 7.50 16.5% 1.32 2.9% 43% False False 17,306
40 52.66 42.34 10.32 22.7% 1.50 3.3% 31% False False 15,513
60 53.72 42.34 11.38 25.0% 1.33 2.9% 28% False False 12,572
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.28
2.618 48.73
1.618 47.78
1.000 47.19
0.618 46.83
HIGH 46.24
0.618 45.88
0.500 45.77
0.382 45.65
LOW 45.29
0.618 44.70
1.000 44.34
1.618 43.75
2.618 42.80
4.250 41.25
Fisher Pivots for day following 09-Aug-2016
Pivot 1 day 3 day
R1 45.77 45.42
PP 45.70 45.27
S1 45.63 45.13

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

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