NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 10-Aug-2016
Day Change Summary
Previous Current
09-Aug-2016 10-Aug-2016 Change Change % Previous Week
Open 45.63 45.53 -0.10 -0.2% 44.30
High 46.24 46.19 -0.05 -0.1% 44.90
Low 45.29 44.40 -0.89 -2.0% 42.34
Close 45.56 44.69 -0.87 -1.9% 44.75
Range 0.95 1.79 0.84 88.4% 2.56
ATR 1.42 1.44 0.03 1.9% 0.00
Volume 20,701 30,644 9,943 48.0% 89,727
Daily Pivots for day following 10-Aug-2016
Classic Woodie Camarilla DeMark
R4 50.46 49.37 45.67
R3 48.67 47.58 45.18
R2 46.88 46.88 45.02
R1 45.79 45.79 44.85 45.44
PP 45.09 45.09 45.09 44.92
S1 44.00 44.00 44.53 43.65
S2 43.30 43.30 44.36
S3 41.51 42.21 44.20
S4 39.72 40.42 43.71
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 43.27 2.97 6.6% 1.33 3.0% 48% False False 25,199
10 46.24 42.34 3.90 8.7% 1.42 3.2% 60% False False 19,971
20 49.52 42.34 7.18 16.1% 1.31 2.9% 33% False False 17,869
40 52.66 42.34 10.32 23.1% 1.53 3.4% 23% False False 16,073
60 53.72 42.34 11.38 25.5% 1.35 3.0% 21% False False 12,957
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 53.80
2.618 50.88
1.618 49.09
1.000 47.98
0.618 47.30
HIGH 46.19
0.618 45.51
0.500 45.30
0.382 45.08
LOW 44.40
0.618 43.29
1.000 42.61
1.618 41.50
2.618 39.71
4.250 36.79
Fisher Pivots for day following 10-Aug-2016
Pivot 1 day 3 day
R1 45.30 45.32
PP 45.09 45.11
S1 44.89 44.90

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

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