NYMEX Light Sweet Crude Oil Future December 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 46.01 44.73 -1.28 -2.8% 48.60
High 46.26 45.85 -0.41 -0.9% 48.73
Low 44.19 44.35 0.16 0.4% 44.19
Close 44.34 45.64 1.30 2.9% 45.64
Range 2.07 1.50 -0.57 -27.5% 4.54
ATR 1.52 1.52 0.00 -0.1% 0.00
Volume 112,351 84,411 -27,940 -24.9% 441,926
Daily Pivots for day following 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 49.78 49.21 46.47
R3 48.28 47.71 46.05
R2 46.78 46.78 45.92
R1 46.21 46.21 45.78 46.50
PP 45.28 45.28 45.28 45.42
S1 44.71 44.71 45.50 45.00
S2 43.78 43.78 45.37
S3 42.28 43.21 45.23
S4 40.78 41.71 44.82
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 59.81 57.26 48.14
R3 55.27 52.72 46.89
R2 50.73 50.73 46.47
R1 48.18 48.18 46.06 47.19
PP 46.19 46.19 46.19 45.69
S1 43.64 43.64 45.22 42.65
S2 41.65 41.65 44.81
S3 37.11 39.10 44.39
S4 32.57 34.56 43.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.73 44.19 4.54 9.9% 1.49 3.3% 32% False False 88,385
10 50.20 44.19 6.01 13.2% 1.45 3.2% 24% False False 84,528
20 50.59 43.38 7.21 15.8% 1.48 3.2% 31% False False 83,220
40 50.59 41.58 9.01 19.7% 1.45 3.2% 45% False False 75,973
60 52.82 41.58 11.24 24.6% 1.57 3.4% 36% False False 75,006
80 53.62 41.58 12.04 26.4% 1.47 3.2% 34% False False 69,567
100 53.62 41.43 12.19 26.7% 1.52 3.3% 35% False False 67,524
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 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.23
2.618 49.78
1.618 48.28
1.000 47.35
0.618 46.78
HIGH 45.85
0.618 45.28
0.500 45.10
0.382 44.92
LOW 44.35
0.618 43.42
1.000 42.85
1.618 41.92
2.618 40.42
4.250 37.98
Fisher Pivots for day following 02-Sep-2016
Pivot 1 day 3 day
R1 45.46 45.93
PP 45.28 45.83
S1 45.10 45.74

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

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