NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 01-Aug-2016
Day Change Summary
Previous Current
29-Jul-2016 01-Aug-2016 Change Change % Previous Week
Open 43.31 43.67 0.36 0.8% 46.28
High 43.89 44.15 0.26 0.6% 46.46
Low 42.72 42.17 -0.55 -1.3% 42.72
Close 43.84 42.39 -1.45 -3.3% 43.84
Range 1.17 1.98 0.81 69.2% 3.74
ATR 1.49 1.53 0.03 2.3% 0.00
Volume 60,114 66,979 6,865 11.4% 321,486
Daily Pivots for day following 01-Aug-2016
Classic Woodie Camarilla DeMark
R4 48.84 47.60 43.48
R3 46.86 45.62 42.93
R2 44.88 44.88 42.75
R1 43.64 43.64 42.57 43.27
PP 42.90 42.90 42.90 42.72
S1 41.66 41.66 42.21 41.29
S2 40.92 40.92 42.03
S3 38.94 39.68 41.85
S4 36.96 37.70 41.30
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 55.56 53.44 45.90
R3 51.82 49.70 44.87
R2 48.08 48.08 44.53
R1 45.96 45.96 44.18 45.15
PP 44.34 44.34 44.34 43.94
S1 42.22 42.22 43.50 41.41
S2 40.60 40.60 43.15
S3 36.86 38.48 42.81
S4 33.12 34.74 41.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.52 42.17 3.35 7.9% 1.33 3.1% 7% False True 66,404
10 48.33 42.17 6.16 14.5% 1.32 3.1% 4% False True 61,312
20 51.75 42.17 9.58 22.6% 1.58 3.7% 2% False True 70,521
40 53.62 42.17 11.45 27.0% 1.59 3.7% 2% False True 69,027
60 53.62 42.17 11.45 27.0% 1.50 3.5% 2% False True 64,748
80 53.62 41.35 12.27 28.9% 1.53 3.6% 8% False False 63,925
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 52.57
2.618 49.33
1.618 47.35
1.000 46.13
0.618 45.37
HIGH 44.15
0.618 43.39
0.500 43.16
0.382 42.93
LOW 42.17
0.618 40.95
1.000 40.19
1.618 38.97
2.618 36.99
4.250 33.76
Fisher Pivots for day following 01-Aug-2016
Pivot 1 day 3 day
R1 43.16 43.23
PP 42.90 42.95
S1 42.65 42.67

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

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