NYMEX Light Sweet Crude Oil Future October 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 40.93 40.49 -0.44 -1.1% 44.88
High 41.70 41.94 0.24 0.6% 45.05
Low 40.05 39.96 -0.09 -0.2% 41.30
Close 40.30 41.58 1.28 3.2% 42.33
Range 1.65 1.98 0.33 20.0% 3.75
ATR 1.55 1.58 0.03 2.0% 0.00
Volume 136,591 176,231 39,640 29.0% 518,386
Daily Pivots for day following 03-Aug-2016
Classic Woodie Camarilla DeMark
R4 47.10 46.32 42.67
R3 45.12 44.34 42.12
R2 43.14 43.14 41.94
R1 42.36 42.36 41.76 42.75
PP 41.16 41.16 41.16 41.36
S1 40.38 40.38 41.40 40.77
S2 39.18 39.18 41.22
S3 37.20 38.40 41.04
S4 35.22 36.42 40.49
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 42.90 39.96 2.94 7.1% 1.57 3.8% 55% False True 138,148
10 46.80 39.96 6.84 16.5% 1.45 3.5% 24% False True 114,511
20 49.53 39.96 9.57 23.0% 1.54 3.7% 17% False True 91,608
40 53.02 39.96 13.06 31.4% 1.62 3.9% 12% False True 65,629
60 53.02 39.96 13.06 31.4% 1.49 3.6% 12% False True 50,278
80 53.02 39.96 13.06 31.4% 1.52 3.7% 12% False True 42,453
100 53.02 39.08 13.94 33.5% 1.46 3.5% 18% False False 36,669
120 53.02 36.48 16.54 39.8% 1.46 3.5% 31% False False 32,083
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.36
2.618 47.12
1.618 45.14
1.000 43.92
0.618 43.16
HIGH 41.94
0.618 41.18
0.500 40.95
0.382 40.72
LOW 39.96
0.618 38.74
1.000 37.98
1.618 36.76
2.618 34.78
4.250 31.55
Fisher Pivots for day following 03-Aug-2016
Pivot 1 day 3 day
R1 41.37 41.48
PP 41.16 41.38
S1 40.95 41.29

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

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