NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 12-Aug-2016
Day Change Summary
Previous Current
11-Aug-2016 12-Aug-2016 Change Change % Previous Week
Open 41.48 43.46 1.98 4.8% 41.99
High 43.86 44.78 0.92 2.1% 44.78
Low 41.10 43.31 2.21 5.4% 41.10
Close 43.49 44.49 1.00 2.3% 44.49
Range 2.76 1.47 -1.29 -46.7% 3.68
ATR 1.65 1.64 -0.01 -0.8% 0.00
Volume 682,235 536,081 -146,154 -21.4% 3,081,697
Daily Pivots for day following 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 48.60 48.02 45.30
R3 47.13 46.55 44.89
R2 45.66 45.66 44.76
R1 45.08 45.08 44.62 45.37
PP 44.19 44.19 44.19 44.34
S1 43.61 43.61 44.36 43.90
S2 42.72 42.72 44.22
S3 41.25 42.14 44.09
S4 39.78 40.67 43.68
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 54.50 53.17 46.51
R3 50.82 49.49 45.50
R2 47.14 47.14 45.16
R1 45.81 45.81 44.83 46.48
PP 43.46 43.46 43.46 43.79
S1 42.13 42.13 44.15 42.80
S2 39.78 39.78 43.82
S3 36.10 38.45 43.48
S4 32.42 34.77 42.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.78 41.10 3.68 8.3% 1.77 4.0% 92% True False 616,339
10 44.78 39.19 5.59 12.6% 1.72 3.9% 95% True False 595,344
20 46.84 39.19 7.65 17.2% 1.51 3.4% 69% False False 524,366
40 51.11 39.19 11.92 26.8% 1.72 3.9% 44% False False 352,215
60 52.73 39.19 13.54 30.4% 1.57 3.5% 39% False False 255,938
80 52.73 39.19 13.54 30.4% 1.56 3.5% 39% False False 202,198
100 52.73 38.67 14.06 31.6% 1.57 3.5% 41% False False 168,424
120 52.73 36.21 16.52 37.1% 1.54 3.5% 50% False False 145,336
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 0.46
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 51.03
2.618 48.63
1.618 47.16
1.000 46.25
0.618 45.69
HIGH 44.78
0.618 44.22
0.500 44.05
0.382 43.87
LOW 43.31
0.618 42.40
1.000 41.84
1.618 40.93
2.618 39.46
4.250 37.06
Fisher Pivots for day following 12-Aug-2016
Pivot 1 day 3 day
R1 44.34 43.97
PP 44.19 43.46
S1 44.05 42.94

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

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