NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 08-Aug-2016
Day Change Summary
Previous Current
05-Aug-2016 08-Aug-2016 Change Change % Previous Week
Open 43.31 43.54 0.23 0.5% 42.77
High 43.63 44.88 1.25 2.9% 43.63
Low 42.63 43.38 0.75 1.8% 40.77
Close 43.38 44.51 1.13 2.6% 43.38
Range 1.00 1.50 0.50 50.0% 2.86
ATR 1.52 1.52 0.00 -0.1% 0.00
Volume 94,036 126,105 32,069 34.1% 330,189
Daily Pivots for day following 08-Aug-2016
Classic Woodie Camarilla DeMark
R4 48.76 48.13 45.34
R3 47.26 46.63 44.92
R2 45.76 45.76 44.79
R1 45.13 45.13 44.65 45.45
PP 44.26 44.26 44.26 44.41
S1 43.63 43.63 44.37 43.95
S2 42.76 42.76 44.24
S3 41.26 42.13 44.10
S4 39.76 40.63 43.69
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 44.88 40.77 4.11 9.2% 1.54 3.5% 91% True False 80,471
10 44.88 40.77 4.11 9.2% 1.44 3.2% 91% True False 61,580
20 49.06 40.77 8.29 18.6% 1.44 3.2% 45% False False 49,103
40 52.00 40.77 11.23 25.2% 1.59 3.6% 33% False False 37,327
60 53.39 40.77 12.62 28.4% 1.44 3.2% 30% False False 29,743
80 53.39 40.77 12.62 28.4% 1.47 3.3% 30% False False 25,963
100 53.39 39.40 13.99 31.4% 1.39 3.1% 37% False False 23,020
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.26
2.618 48.81
1.618 47.31
1.000 46.38
0.618 45.81
HIGH 44.88
0.618 44.31
0.500 44.13
0.382 43.95
LOW 43.38
0.618 42.45
1.000 41.88
1.618 40.95
2.618 39.45
4.250 37.01
Fisher Pivots for day following 08-Aug-2016
Pivot 1 day 3 day
R1 44.38 44.14
PP 44.26 43.77
S1 44.13 43.40

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

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