NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 04-Aug-2016
Day Change Summary
Previous Current
03-Aug-2016 04-Aug-2016 Change Change % Previous Week
Open 42.15 43.38 1.23 2.9% 46.28
High 43.45 44.28 0.83 1.9% 46.46
Low 41.58 42.61 1.03 2.5% 42.72
Close 43.11 44.20 1.09 2.5% 43.84
Range 1.87 1.67 -0.20 -10.7% 3.74
ATR 1.55 1.56 0.01 0.5% 0.00
Volume 70,168 100,300 30,132 42.9% 321,486
Daily Pivots for day following 04-Aug-2016
Classic Woodie Camarilla DeMark
R4 48.71 48.12 45.12
R3 47.04 46.45 44.66
R2 45.37 45.37 44.51
R1 44.78 44.78 44.35 45.08
PP 43.70 43.70 43.70 43.84
S1 43.11 43.11 44.05 43.41
S2 42.03 42.03 43.89
S3 40.36 41.44 43.74
S4 38.69 39.77 43.28
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 44.28 41.58 2.70 6.1% 1.66 3.7% 97% True False 71,209
10 47.03 41.58 5.45 12.3% 1.43 3.2% 48% False False 65,627
20 49.72 41.58 8.14 18.4% 1.43 3.2% 32% False False 67,965
40 53.62 41.58 12.04 27.2% 1.63 3.7% 22% False False 70,591
60 53.62 41.58 12.04 27.2% 1.49 3.4% 22% False False 65,282
80 53.62 41.43 12.19 27.6% 1.53 3.5% 23% False False 63,752
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 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.38
2.618 48.65
1.618 46.98
1.000 45.95
0.618 45.31
HIGH 44.28
0.618 43.64
0.500 43.45
0.382 43.25
LOW 42.61
0.618 41.58
1.000 40.94
1.618 39.91
2.618 38.24
4.250 35.51
Fisher Pivots for day following 04-Aug-2016
Pivot 1 day 3 day
R1 43.95 43.78
PP 43.70 43.35
S1 43.45 42.93

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

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