NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 03-Aug-2016
Day Change Summary
Previous Current
02-Aug-2016 03-Aug-2016 Change Change % Previous Week
Open 40.08 39.70 -0.38 -0.9% 44.20
High 40.91 41.20 0.29 0.7% 44.37
Low 39.26 39.19 -0.07 -0.2% 40.57
Close 39.51 40.83 1.32 3.3% 41.60
Range 1.65 2.01 0.36 21.8% 3.80
ATR 1.58 1.61 0.03 2.0% 0.00
Volume 534,512 655,186 120,674 22.6% 2,315,227
Daily Pivots for day following 03-Aug-2016
Classic Woodie Camarilla DeMark
R4 46.44 45.64 41.94
R3 44.43 43.63 41.38
R2 42.42 42.42 41.20
R1 41.62 41.62 41.01 42.02
PP 40.41 40.41 40.41 40.61
S1 39.61 39.61 40.65 40.01
S2 38.40 38.40 40.46
S3 36.39 37.60 40.28
S4 34.38 35.59 39.72
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 42.22 39.19 3.03 7.4% 1.60 3.9% 54% False True 529,878
10 46.09 39.19 6.90 16.9% 1.48 3.6% 24% False True 489,932
20 48.94 39.19 9.75 23.9% 1.56 3.8% 17% False True 410,396
40 52.73 39.19 13.54 33.2% 1.67 4.1% 12% False True 262,486
60 52.73 39.19 13.54 33.2% 1.54 3.8% 12% False True 190,839
80 52.73 39.19 13.54 33.2% 1.58 3.9% 12% False True 152,987
100 52.73 38.67 14.06 34.4% 1.54 3.8% 15% False False 128,385
120 52.73 35.73 17.00 41.6% 1.56 3.8% 30% False False 111,316
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.74
2.618 46.46
1.618 44.45
1.000 43.21
0.618 42.44
HIGH 41.20
0.618 40.43
0.500 40.20
0.382 39.96
LOW 39.19
0.618 37.95
1.000 37.18
1.618 35.94
2.618 33.93
4.250 30.65
Fisher Pivots for day following 03-Aug-2016
Pivot 1 day 3 day
R1 40.62 40.73
PP 40.41 40.63
S1 40.20 40.54

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

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