NYMEX Light Sweet Crude Oil Future November 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 41.73 41.33 -0.40 -1.0% 45.59
High 42.48 42.71 0.23 0.5% 45.77
Low 40.89 40.77 -0.12 -0.3% 42.03
Close 41.12 42.35 1.23 3.0% 43.09
Range 1.59 1.94 0.35 22.0% 3.74
ATR 1.52 1.55 0.03 2.0% 0.00
Volume 43,242 63,711 20,469 47.3% 194,865
Daily Pivots for day following 03-Aug-2016
Classic Woodie Camarilla DeMark
R4 47.76 47.00 43.42
R3 45.82 45.06 42.88
R2 43.88 43.88 42.71
R1 43.12 43.12 42.53 43.50
PP 41.94 41.94 41.94 42.14
S1 41.18 41.18 42.17 41.56
S2 40.00 40.00 41.99
S3 38.06 39.24 41.82
S4 36.12 37.30 41.28
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 43.59 40.77 2.82 6.7% 1.54 3.6% 56% False True 45,673
10 47.53 40.77 6.76 16.0% 1.43 3.4% 23% False True 40,966
20 50.10 40.77 9.33 22.0% 1.51 3.6% 17% False True 39,253
40 53.39 40.77 12.62 29.8% 1.59 3.8% 13% False True 31,472
60 53.39 40.77 12.62 29.8% 1.45 3.4% 13% False True 25,937
80 53.39 40.77 12.62 29.8% 1.45 3.4% 13% False True 22,922
100 53.39 39.40 13.99 33.0% 1.38 3.3% 21% False False 20,289
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 50.96
2.618 47.79
1.618 45.85
1.000 44.65
0.618 43.91
HIGH 42.71
0.618 41.97
0.500 41.74
0.382 41.51
LOW 40.77
0.618 39.57
1.000 38.83
1.618 37.63
2.618 35.69
4.250 32.53
Fisher Pivots for day following 03-Aug-2016
Pivot 1 day 3 day
R1 42.15 42.26
PP 41.94 42.16
S1 41.74 42.07

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

View Archives - Comment on this page... - Back to Index of Symbols