NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 05-Jul-2016
Day Change Summary
Previous Current
01-Jul-2016 05-Jul-2016 Change Change % Previous Week
Open 48.38 49.11 0.73 1.5% 47.81
High 49.30 49.35 0.05 0.1% 50.00
Low 47.90 46.33 -1.57 -3.3% 45.83
Close 48.99 46.60 -2.39 -4.9% 48.99
Range 1.40 3.02 1.62 115.7% 4.17
ATR 1.73 1.82 0.09 5.3% 0.00
Volume 405,187 609,194 204,007 50.3% 2,428,863
Daily Pivots for day following 05-Jul-2016
Classic Woodie Camarilla DeMark
R4 56.49 54.56 48.26
R3 53.47 51.54 47.43
R2 50.45 50.45 47.15
R1 48.52 48.52 46.88 47.98
PP 47.43 47.43 47.43 47.15
S1 45.50 45.50 46.32 44.96
S2 44.41 44.41 46.05
S3 41.39 42.48 45.77
S4 38.37 39.46 44.94
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 60.78 59.06 51.28
R3 56.61 54.89 50.14
R2 52.44 52.44 49.75
R1 50.72 50.72 49.37 51.58
PP 48.27 48.27 48.27 48.71
S1 46.55 46.55 48.61 47.41
S2 44.10 44.10 48.23
S3 39.93 42.38 47.84
S4 35.76 38.21 46.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.00 46.33 3.67 7.9% 1.91 4.1% 7% False True 506,688
10 50.54 45.83 4.71 10.1% 2.03 4.3% 16% False False 513,473
20 52.28 45.83 6.45 13.8% 1.76 3.8% 12% False False 402,308
40 52.28 44.12 8.16 17.5% 1.58 3.4% 30% False False 243,660
60 52.28 40.29 11.99 25.7% 1.62 3.5% 53% False False 177,305
80 52.28 38.14 14.14 30.3% 1.55 3.3% 60% False False 139,385
100 52.28 33.98 18.30 39.3% 1.59 3.4% 69% False False 115,793
120 52.28 32.22 20.06 43.0% 1.63 3.5% 72% False False 99,273
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 62.19
2.618 57.26
1.618 54.24
1.000 52.37
0.618 51.22
HIGH 49.35
0.618 48.20
0.500 47.84
0.382 47.48
LOW 46.33
0.618 44.46
1.000 43.31
1.618 41.44
2.618 38.42
4.250 33.50
Fisher Pivots for day following 05-Jul-2016
Pivot 1 day 3 day
R1 47.84 47.98
PP 47.43 47.52
S1 47.01 47.06

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

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