NYMEX Light Sweet Crude Oil Future January 2017


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 44.01 44.59 0.58 1.3% 44.30
High 44.86 44.90 0.04 0.1% 44.90
Low 43.27 44.02 0.75 1.7% 42.34
Close 44.82 44.75 -0.07 -0.2% 44.75
Range 1.59 0.88 -0.71 -44.7% 2.56
ATR 1.50 1.45 -0.04 -2.9% 0.00
Volume 18,654 25,383 6,729 36.1% 89,727
Daily Pivots for day following 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 47.20 46.85 45.23
R3 46.32 45.97 44.99
R2 45.44 45.44 44.91
R1 45.09 45.09 44.83 45.27
PP 44.56 44.56 44.56 44.64
S1 44.21 44.21 44.67 44.39
S2 43.68 43.68 44.59
S3 42.80 43.33 44.51
S4 41.92 42.45 44.27
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 51.68 50.77 46.16
R3 49.12 48.21 45.45
R2 46.56 46.56 45.22
R1 45.65 45.65 44.98 46.11
PP 44.00 44.00 44.00 44.22
S1 43.09 43.09 44.52 43.55
S2 41.44 41.44 44.28
S3 38.88 40.53 44.05
S4 36.32 37.97 43.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.90 42.34 2.56 5.7% 1.55 3.5% 94% True False 17,945
10 47.07 42.34 4.73 10.6% 1.37 3.1% 51% False False 16,832
20 50.24 42.34 7.90 17.7% 1.37 3.1% 31% False False 17,464
40 52.66 42.34 10.32 23.1% 1.50 3.3% 23% False False 14,721
60 53.72 42.34 11.38 25.4% 1.32 2.9% 21% False False 11,975
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 0.40
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 48.64
2.618 47.20
1.618 46.32
1.000 45.78
0.618 45.44
HIGH 44.90
0.618 44.56
0.500 44.46
0.382 44.36
LOW 44.02
0.618 43.48
1.000 43.14
1.618 42.60
2.618 41.72
4.250 40.28
Fisher Pivots for day following 05-Aug-2016
Pivot 1 day 3 day
R1 44.65 44.37
PP 44.56 44.00
S1 44.46 43.62

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

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