NYMEX Light Sweet Crude Oil Future January 2017


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 43.97 44.30 0.33 0.8% 46.83
High 44.56 44.85 0.29 0.7% 47.07
Low 43.35 42.84 -0.51 -1.2% 43.35
Close 44.51 43.08 -1.43 -3.2% 44.51
Range 1.21 2.01 0.80 66.1% 3.72
ATR 1.42 1.46 0.04 2.9% 0.00
Volume 14,857 18,997 4,140 27.9% 78,602
Daily Pivots for day following 01-Aug-2016
Classic Woodie Camarilla DeMark
R4 49.62 48.36 44.19
R3 47.61 46.35 43.63
R2 45.60 45.60 43.45
R1 44.34 44.34 43.26 43.97
PP 43.59 43.59 43.59 43.40
S1 42.33 42.33 42.90 41.96
S2 41.58 41.58 42.71
S3 39.57 40.32 42.53
S4 37.56 38.31 41.97
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 56.14 54.04 46.56
R3 52.42 50.32 45.53
R2 48.70 48.70 45.19
R1 46.60 46.60 44.85 45.79
PP 44.98 44.98 44.98 44.57
S1 42.88 42.88 44.17 42.07
S2 41.26 41.26 43.83
S3 37.54 39.16 43.49
S4 33.82 35.44 42.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.17 42.84 3.33 7.7% 1.33 3.1% 7% False True 16,376
10 48.88 42.84 6.04 14.0% 1.29 3.0% 4% False True 15,521
20 52.11 42.84 9.27 21.5% 1.51 3.5% 3% False True 17,007
40 53.72 42.84 10.88 25.3% 1.45 3.4% 2% False True 13,874
60 53.72 42.84 10.88 25.3% 1.35 3.1% 2% False True 11,560
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 0.32
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 53.39
2.618 50.11
1.618 48.10
1.000 46.86
0.618 46.09
HIGH 44.85
0.618 44.08
0.500 43.85
0.382 43.61
LOW 42.84
0.618 41.60
1.000 40.83
1.618 39.59
2.618 37.58
4.250 34.30
Fisher Pivots for day following 01-Aug-2016
Pivot 1 day 3 day
R1 43.85 43.87
PP 43.59 43.61
S1 43.34 43.34

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

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