NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 02-Aug-2016
Day Change Summary
Previous Current
01-Aug-2016 02-Aug-2016 Change Change % Previous Week
Open 41.35 40.08 -1.27 -3.1% 44.20
High 41.88 40.91 -0.97 -2.3% 44.37
Low 39.82 39.26 -0.56 -1.4% 40.57
Close 40.06 39.51 -0.55 -1.4% 41.60
Range 2.06 1.65 -0.41 -19.9% 3.80
ATR 1.57 1.58 0.01 0.4% 0.00
Volume 533,020 534,512 1,492 0.3% 2,315,227
Daily Pivots for day following 02-Aug-2016
Classic Woodie Camarilla DeMark
R4 44.84 43.83 40.42
R3 43.19 42.18 39.96
R2 41.54 41.54 39.81
R1 40.53 40.53 39.66 40.21
PP 39.89 39.89 39.89 39.74
S1 38.88 38.88 39.36 38.56
S2 38.24 38.24 39.21
S3 36.59 37.23 39.06
S4 34.94 35.58 38.60
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 43.20 39.26 3.94 10.0% 1.50 3.8% 6% False True 506,319
10 46.13 39.26 6.87 17.4% 1.43 3.6% 4% False True 478,515
20 48.94 39.26 9.68 24.5% 1.56 4.0% 3% False True 388,509
40 52.73 39.26 13.47 34.1% 1.65 4.2% 2% False True 248,373
60 52.73 39.26 13.47 34.1% 1.55 3.9% 2% False True 180,774
80 52.73 39.26 13.47 34.1% 1.58 4.0% 2% False True 145,299
100 52.73 38.67 14.06 35.6% 1.53 3.9% 6% False False 122,168
120 52.73 34.69 18.04 45.7% 1.55 3.9% 27% False False 106,139
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 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.92
2.618 45.23
1.618 43.58
1.000 42.56
0.618 41.93
HIGH 40.91
0.618 40.28
0.500 40.09
0.382 39.89
LOW 39.26
0.618 38.24
1.000 37.61
1.618 36.59
2.618 34.94
4.250 32.25
Fisher Pivots for day following 02-Aug-2016
Pivot 1 day 3 day
R1 40.09 40.57
PP 39.89 40.22
S1 39.70 39.86

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

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