NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 04-Aug-2016
Day Change Summary
Previous Current
03-Aug-2016 04-Aug-2016 Change Change % Previous Week
Open 41.33 42.64 1.31 3.2% 45.59
High 42.71 43.58 0.87 2.0% 45.77
Low 40.77 41.91 1.14 2.8% 42.03
Close 42.35 43.47 1.12 2.6% 43.09
Range 1.94 1.67 -0.27 -13.9% 3.74
ATR 1.55 1.56 0.01 0.6% 0.00
Volume 63,711 75,261 11,550 18.1% 194,865
Daily Pivots for day following 04-Aug-2016
Classic Woodie Camarilla DeMark
R4 48.00 47.40 44.39
R3 46.33 45.73 43.93
R2 44.66 44.66 43.78
R1 44.06 44.06 43.62 44.36
PP 42.99 42.99 42.99 43.14
S1 42.39 42.39 43.32 42.69
S2 41.32 41.32 43.16
S3 39.65 40.72 43.01
S4 37.98 39.05 42.55
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 43.58 40.77 2.81 6.5% 1.66 3.8% 96% True False 54,739
10 46.34 40.77 5.57 12.8% 1.44 3.3% 48% False False 45,555
20 49.06 40.77 8.29 19.1% 1.43 3.3% 33% False False 41,714
40 53.39 40.77 12.62 29.0% 1.60 3.7% 21% False False 32,827
60 53.39 40.77 12.62 29.0% 1.45 3.3% 21% False False 26,831
80 53.39 40.77 12.62 29.0% 1.45 3.3% 21% False False 23,617
100 53.39 39.40 13.99 32.2% 1.39 3.2% 29% False False 20,980
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 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.68
2.618 47.95
1.618 46.28
1.000 45.25
0.618 44.61
HIGH 43.58
0.618 42.94
0.500 42.75
0.382 42.55
LOW 41.91
0.618 40.88
1.000 40.24
1.618 39.21
2.618 37.54
4.250 34.81
Fisher Pivots for day following 04-Aug-2016
Pivot 1 day 3 day
R1 43.23 43.04
PP 42.99 42.61
S1 42.75 42.18

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

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