NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 02-Aug-2016
Day Change Summary
Previous Current
01-Aug-2016 02-Aug-2016 Change Change % Previous Week
Open 43.67 42.56 -1.11 -2.5% 46.28
High 44.15 43.26 -0.89 -2.0% 46.46
Low 42.17 41.67 -0.50 -1.2% 42.72
Close 42.39 41.92 -0.47 -1.1% 43.84
Range 1.98 1.59 -0.39 -19.7% 3.74
ATR 1.53 1.53 0.00 0.3% 0.00
Volume 66,979 58,487 -8,492 -12.7% 321,486
Daily Pivots for day following 02-Aug-2016
Classic Woodie Camarilla DeMark
R4 47.05 46.08 42.79
R3 45.46 44.49 42.36
R2 43.87 43.87 42.21
R1 42.90 42.90 42.07 42.59
PP 42.28 42.28 42.28 42.13
S1 41.31 41.31 41.77 41.00
S2 40.69 40.69 41.63
S3 39.10 39.72 41.48
S4 37.51 38.13 41.05
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 45.36 41.67 3.69 8.8% 1.47 3.5% 7% False True 63,185
10 48.28 41.67 6.61 15.8% 1.39 3.3% 4% False True 61,663
20 50.63 41.67 8.96 21.4% 1.51 3.6% 3% False True 69,547
40 53.62 41.67 11.95 28.5% 1.60 3.8% 2% False True 69,429
60 53.62 41.67 11.95 28.5% 1.50 3.6% 2% False True 64,872
80 53.62 41.43 12.19 29.1% 1.52 3.6% 4% False False 63,714
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.02
2.618 47.42
1.618 45.83
1.000 44.85
0.618 44.24
HIGH 43.26
0.618 42.65
0.500 42.47
0.382 42.28
LOW 41.67
0.618 40.69
1.000 40.08
1.618 39.10
2.618 37.51
4.250 34.91
Fisher Pivots for day following 02-Aug-2016
Pivot 1 day 3 day
R1 42.47 42.91
PP 42.28 42.58
S1 42.10 42.25

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

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