NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 01-Aug-2016
Day Change Summary
Previous Current
29-Jul-2016 01-Aug-2016 Change Change % Previous Week
Open 42.60 42.77 0.17 0.4% 45.59
High 43.14 43.37 0.23 0.5% 45.77
Low 42.03 41.39 -0.64 -1.5% 42.03
Close 43.09 41.62 -1.47 -3.4% 43.09
Range 1.11 1.98 0.87 78.4% 3.74
ATR 1.48 1.52 0.04 2.4% 0.00
Volume 37,543 53,939 16,396 43.7% 194,865
Daily Pivots for day following 01-Aug-2016
Classic Woodie Camarilla DeMark
R4 48.07 46.82 42.71
R3 46.09 44.84 42.16
R2 44.11 44.11 41.98
R1 42.86 42.86 41.80 42.50
PP 42.13 42.13 42.13 41.94
S1 40.88 40.88 41.44 40.52
S2 40.15 40.15 41.26
S3 38.17 38.90 41.08
S4 36.19 36.92 40.53
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 54.85 52.71 45.15
R3 51.11 48.97 44.12
R2 47.37 47.37 43.78
R1 45.23 45.23 43.43 44.43
PP 43.63 43.63 43.63 43.23
S1 41.49 41.49 42.75 40.69
S2 39.89 39.89 42.40
S3 36.15 37.75 42.06
S4 32.41 34.01 41.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.84 41.39 3.45 8.3% 1.33 3.2% 7% False True 42,689
10 47.66 41.39 6.27 15.1% 1.32 3.2% 4% False True 37,530
20 51.20 41.39 9.81 23.6% 1.58 3.8% 2% False True 37,462
40 53.39 41.39 12.00 28.8% 1.56 3.7% 2% False True 29,471
60 53.39 41.39 12.00 28.8% 1.45 3.5% 2% False True 24,821
80 53.39 41.29 12.10 29.1% 1.44 3.5% 3% False False 22,003
100 53.39 39.40 13.99 33.6% 1.36 3.3% 16% False False 19,445
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 51.79
2.618 48.55
1.618 46.57
1.000 45.35
0.618 44.59
HIGH 43.37
0.618 42.61
0.500 42.38
0.382 42.15
LOW 41.39
0.618 40.17
1.000 39.41
1.618 38.19
2.618 36.21
4.250 32.98
Fisher Pivots for day following 01-Aug-2016
Pivot 1 day 3 day
R1 42.38 42.49
PP 42.13 42.20
S1 41.87 41.91

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

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