NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 05-Aug-2016
Day Change Summary
Previous Current
04-Aug-2016 05-Aug-2016 Change Change % Previous Week
Open 43.38 44.07 0.69 1.6% 43.67
High 44.28 44.35 0.07 0.2% 44.35
Low 42.61 43.37 0.76 1.8% 41.58
Close 44.20 44.12 -0.08 -0.2% 44.12
Range 1.67 0.98 -0.69 -41.3% 2.77
ATR 1.56 1.52 -0.04 -2.7% 0.00
Volume 100,300 70,332 -29,968 -29.9% 366,266
Daily Pivots for day following 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 46.89 46.48 44.66
R3 45.91 45.50 44.39
R2 44.93 44.93 44.30
R1 44.52 44.52 44.21 44.73
PP 43.95 43.95 43.95 44.05
S1 43.54 43.54 44.03 43.75
S2 42.97 42.97 43.94
S3 41.99 42.56 43.85
S4 41.01 41.58 43.58
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 51.66 50.66 45.64
R3 48.89 47.89 44.88
R2 46.12 46.12 44.63
R1 45.12 45.12 44.37 45.62
PP 43.35 43.35 43.35 43.60
S1 42.35 42.35 43.87 42.85
S2 40.58 40.58 43.61
S3 37.81 39.58 43.36
S4 35.04 36.81 42.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.35 41.58 2.77 6.3% 1.62 3.7% 92% True False 73,253
10 46.46 41.58 4.88 11.1% 1.41 3.2% 52% False False 68,775
20 49.72 41.58 8.14 18.4% 1.42 3.2% 31% False False 68,727
40 52.82 41.58 11.24 25.5% 1.62 3.7% 23% False False 70,900
60 53.62 41.58 12.04 27.3% 1.46 3.3% 21% False False 65,017
80 53.62 41.43 12.19 27.6% 1.53 3.5% 22% False False 63,600
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.46
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 48.52
2.618 46.92
1.618 45.94
1.000 45.33
0.618 44.96
HIGH 44.35
0.618 43.98
0.500 43.86
0.382 43.74
LOW 43.37
0.618 42.76
1.000 42.39
1.618 41.78
2.618 40.80
4.250 39.21
Fisher Pivots for day following 05-Aug-2016
Pivot 1 day 3 day
R1 44.03 43.74
PP 43.95 43.35
S1 43.86 42.97

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

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