NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 05-Aug-2016
Day Change Summary
Previous Current
04-Aug-2016 05-Aug-2016 Change Change % Previous Week
Open 41.16 41.84 0.68 1.7% 41.35
High 42.08 42.10 0.02 0.0% 42.10
Low 40.43 41.06 0.63 1.6% 39.19
Close 41.93 41.80 -0.13 -0.3% 41.80
Range 1.65 1.04 -0.61 -37.0% 2.91
ATR 1.61 1.57 -0.04 -2.5% 0.00
Volume 598,836 550,189 -48,647 -8.1% 2,871,743
Daily Pivots for day following 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 44.77 44.33 42.37
R3 43.73 43.29 42.09
R2 42.69 42.69 41.99
R1 42.25 42.25 41.90 41.95
PP 41.65 41.65 41.65 41.51
S1 41.21 41.21 41.70 40.91
S2 40.61 40.61 41.61
S3 39.57 40.17 41.51
S4 38.53 39.13 41.23
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 49.76 48.69 43.40
R3 46.85 45.78 42.60
R2 43.94 43.94 42.33
R1 42.87 42.87 42.07 43.41
PP 41.03 41.03 41.03 41.30
S1 39.96 39.96 41.53 40.50
S2 38.12 38.12 41.27
S3 35.21 37.05 41.00
S4 32.30 34.14 40.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.10 39.19 2.91 7.0% 1.68 4.0% 90% True False 574,348
10 44.37 39.19 5.18 12.4% 1.46 3.5% 50% False False 518,697
20 47.69 39.19 8.50 20.3% 1.47 3.5% 31% False False 445,693
40 51.84 39.19 12.65 30.3% 1.67 4.0% 21% False False 286,100
60 52.73 39.19 13.54 32.4% 1.52 3.6% 19% False False 208,295
80 52.73 39.19 13.54 32.4% 1.58 3.8% 19% False False 166,136
100 52.73 38.67 14.06 33.6% 1.54 3.7% 22% False False 139,443
120 52.73 36.21 16.52 39.5% 1.54 3.7% 34% False False 120,481
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 46.52
2.618 44.82
1.618 43.78
1.000 43.14
0.618 42.74
HIGH 42.10
0.618 41.70
0.500 41.58
0.382 41.46
LOW 41.06
0.618 40.42
1.000 40.02
1.618 39.38
2.618 38.34
4.250 36.64
Fisher Pivots for day following 05-Aug-2016
Pivot 1 day 3 day
R1 41.73 41.42
PP 41.65 41.03
S1 41.58 40.65

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

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