NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 02-Sep-2016
Day Change Summary
Previous Current
01-Sep-2016 02-Sep-2016 Change Change % Previous Week
Open 45.50 44.11 -1.39 -3.1% 47.89
High 45.67 45.26 -0.41 -0.9% 48.11
Low 43.59 43.75 0.16 0.4% 43.59
Close 43.75 45.04 1.29 2.9% 45.04
Range 2.08 1.51 -0.57 -27.4% 4.52
ATR 1.53 1.52 0.00 -0.1% 0.00
Volume 170,369 129,611 -40,758 -23.9% 618,584
Daily Pivots for day following 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 49.21 48.64 45.87
R3 47.70 47.13 45.46
R2 46.19 46.19 45.32
R1 45.62 45.62 45.18 45.91
PP 44.68 44.68 44.68 44.83
S1 44.11 44.11 44.90 44.40
S2 43.17 43.17 44.76
S3 41.66 42.60 44.62
S4 40.15 41.09 44.21
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 59.14 56.61 47.53
R3 54.62 52.09 46.28
R2 50.10 50.10 45.87
R1 47.57 47.57 45.45 46.58
PP 45.58 45.58 45.58 45.08
S1 43.05 43.05 44.63 42.06
S2 41.06 41.06 44.21
S3 36.54 38.53 43.80
S4 32.02 34.01 42.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.11 43.59 4.52 10.0% 1.49 3.3% 32% False False 123,716
10 49.62 43.59 6.03 13.4% 1.46 3.2% 24% False False 115,063
20 50.00 42.64 7.36 16.3% 1.48 3.3% 33% False False 101,120
40 50.00 40.77 9.23 20.5% 1.45 3.2% 46% False False 73,176
60 52.49 40.77 11.72 26.0% 1.56 3.5% 36% False False 56,820
80 53.39 40.77 12.62 28.0% 1.44 3.2% 34% False False 46,216
100 53.39 40.77 12.62 28.0% 1.46 3.2% 34% False False 39,831
120 53.39 39.40 13.99 31.1% 1.40 3.1% 40% False False 35,076
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 51.68
2.618 49.21
1.618 47.70
1.000 46.77
0.618 46.19
HIGH 45.26
0.618 44.68
0.500 44.51
0.382 44.33
LOW 43.75
0.618 42.82
1.000 42.24
1.618 41.31
2.618 39.80
4.250 37.33
Fisher Pivots for day following 02-Sep-2016
Pivot 1 day 3 day
R1 44.86 45.32
PP 44.68 45.23
S1 44.51 45.13

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

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