NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 05-Aug-2016
Day Change Summary
Previous Current
04-Aug-2016 05-Aug-2016 Change Change % Previous Week
Open 42.64 43.31 0.67 1.6% 42.77
High 43.58 43.63 0.05 0.1% 43.63
Low 41.91 42.63 0.72 1.7% 40.77
Close 43.47 43.38 -0.09 -0.2% 43.38
Range 1.67 1.00 -0.67 -40.1% 2.86
ATR 1.56 1.52 -0.04 -2.6% 0.00
Volume 75,261 94,036 18,775 24.9% 330,189
Daily Pivots for day following 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 46.21 45.80 43.93
R3 45.21 44.80 43.66
R2 44.21 44.21 43.56
R1 43.80 43.80 43.47 44.01
PP 43.21 43.21 43.21 43.32
S1 42.80 42.80 43.29 43.01
S2 42.21 42.21 43.20
S3 41.21 41.80 43.11
S4 40.21 40.80 42.83
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 51.17 50.14 44.95
R3 48.31 47.28 44.17
R2 45.45 45.45 43.90
R1 44.42 44.42 43.64 44.94
PP 42.59 42.59 42.59 42.85
S1 41.56 41.56 43.12 42.08
S2 39.73 39.73 42.86
S3 36.87 38.70 42.59
S4 34.01 35.84 41.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.63 40.77 2.86 6.6% 1.64 3.8% 91% True False 66,037
10 45.77 40.77 5.00 11.5% 1.42 3.3% 52% False False 52,505
20 49.06 40.77 8.29 19.1% 1.42 3.3% 31% False False 45,233
40 52.49 40.77 11.72 27.0% 1.59 3.7% 22% False False 34,670
60 53.39 40.77 12.62 29.1% 1.43 3.3% 21% False False 27,914
80 53.39 40.77 12.62 29.1% 1.46 3.4% 21% False False 24,508
100 53.39 39.40 13.99 32.2% 1.39 3.2% 28% False False 21,868
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 47.88
2.618 46.25
1.618 45.25
1.000 44.63
0.618 44.25
HIGH 43.63
0.618 43.25
0.500 43.13
0.382 43.01
LOW 42.63
0.618 42.01
1.000 41.63
1.618 41.01
2.618 40.01
4.250 38.38
Fisher Pivots for day following 05-Aug-2016
Pivot 1 day 3 day
R1 43.30 42.99
PP 43.21 42.59
S1 43.13 42.20

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

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