NYMEX Light Sweet Crude Oil Future October 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 42.07 40.93 -1.14 -2.7% 44.88
High 42.61 41.70 -0.91 -2.1% 45.05
Low 40.60 40.05 -0.55 -1.4% 41.30
Close 40.84 40.30 -0.54 -1.3% 42.33
Range 2.01 1.65 -0.36 -17.9% 3.75
ATR 1.54 1.55 0.01 0.5% 0.00
Volume 168,088 136,591 -31,497 -18.7% 518,386
Daily Pivots for day following 02-Aug-2016
Classic Woodie Camarilla DeMark
R4 45.63 44.62 41.21
R3 43.98 42.97 40.75
R2 42.33 42.33 40.60
R1 41.32 41.32 40.45 41.00
PP 40.68 40.68 40.68 40.53
S1 39.67 39.67 40.15 39.35
S2 39.03 39.03 40.00
S3 37.38 38.02 39.85
S4 35.73 36.37 39.39
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 54.14 51.99 44.39
R3 50.39 48.24 43.36
R2 46.64 46.64 43.02
R1 44.49 44.49 42.67 43.69
PP 42.89 42.89 42.89 42.50
S1 40.74 40.74 41.99 39.94
S2 39.14 39.14 41.64
S3 35.39 36.99 41.30
S4 31.64 33.24 40.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.92 40.05 3.87 9.6% 1.48 3.7% 6% False True 129,466
10 46.82 40.05 6.77 16.8% 1.41 3.5% 4% False True 106,751
20 49.53 40.05 9.48 23.5% 1.54 3.8% 3% False True 86,097
40 53.02 40.05 12.97 32.2% 1.60 4.0% 2% False True 61,763
60 53.02 40.05 12.97 32.2% 1.49 3.7% 2% False True 47,857
80 53.02 40.05 12.97 32.2% 1.51 3.7% 2% False True 40,473
100 53.02 39.08 13.94 34.6% 1.44 3.6% 9% False False 35,012
120 53.02 35.44 17.58 43.6% 1.46 3.6% 28% False False 30,773
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 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.71
2.618 46.02
1.618 44.37
1.000 43.35
0.618 42.72
HIGH 41.70
0.618 41.07
0.500 40.88
0.382 40.68
LOW 40.05
0.618 39.03
1.000 38.40
1.618 37.38
2.618 35.73
4.250 33.04
Fisher Pivots for day following 02-Aug-2016
Pivot 1 day 3 day
R1 40.88 41.33
PP 40.68 40.99
S1 40.49 40.64

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

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