NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 01-Aug-2016
Day Change Summary
Previous Current
29-Jul-2016 01-Aug-2016 Change Change % Previous Week
Open 41.12 41.35 0.23 0.6% 44.20
High 41.67 41.88 0.21 0.5% 44.37
Low 40.57 39.82 -0.75 -1.8% 40.57
Close 41.60 40.06 -1.54 -3.7% 41.60
Range 1.10 2.06 0.96 87.3% 3.80
ATR 1.53 1.57 0.04 2.5% 0.00
Volume 478,763 533,020 54,257 11.3% 2,315,227
Daily Pivots for day following 01-Aug-2016
Classic Woodie Camarilla DeMark
R4 46.77 45.47 41.19
R3 44.71 43.41 40.63
R2 42.65 42.65 40.44
R1 41.35 41.35 40.25 40.97
PP 40.59 40.59 40.59 40.40
S1 39.29 39.29 39.87 38.91
S2 38.53 38.53 39.68
S3 36.47 37.23 39.49
S4 34.41 35.17 38.93
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 53.58 51.39 43.69
R3 49.78 47.59 42.65
R2 45.98 45.98 42.30
R1 43.79 43.79 41.95 42.99
PP 42.18 42.18 42.18 41.78
S1 39.99 39.99 41.25 39.19
S2 38.38 38.38 40.90
S3 34.58 36.19 40.56
S4 30.78 32.39 39.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.39 39.82 3.57 8.9% 1.38 3.4% 7% False True 491,682
10 46.38 39.82 6.56 16.4% 1.38 3.4% 4% False True 473,234
20 50.03 39.82 10.21 25.5% 1.63 4.1% 2% False True 370,046
40 52.73 39.82 12.91 32.2% 1.64 4.1% 2% False True 236,349
60 52.73 39.82 12.91 32.2% 1.55 3.9% 2% False True 172,612
80 52.73 39.82 12.91 32.2% 1.58 4.0% 2% False True 139,231
100 52.73 38.67 14.06 35.1% 1.52 3.8% 10% False False 117,211
120 52.73 34.69 18.04 45.0% 1.55 3.9% 30% False False 101,959
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 50.64
2.618 47.27
1.618 45.21
1.000 43.94
0.618 43.15
HIGH 41.88
0.618 41.09
0.500 40.85
0.382 40.61
LOW 39.82
0.618 38.55
1.000 37.76
1.618 36.49
2.618 34.43
4.250 31.07
Fisher Pivots for day following 01-Aug-2016
Pivot 1 day 3 day
R1 40.85 41.02
PP 40.59 40.70
S1 40.32 40.38

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

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