NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 15-Aug-2016
Day Change Summary
Previous Current
12-Aug-2016 15-Aug-2016 Change Change % Previous Week
Open 43.46 44.74 1.28 2.9% 41.99
High 44.78 45.93 1.15 2.6% 44.78
Low 43.31 44.38 1.07 2.5% 41.10
Close 44.49 45.74 1.25 2.8% 44.49
Range 1.47 1.55 0.08 5.4% 3.68
ATR 1.64 1.63 -0.01 -0.4% 0.00
Volume 536,081 522,526 -13,555 -2.5% 3,081,697
Daily Pivots for day following 15-Aug-2016
Classic Woodie Camarilla DeMark
R4 50.00 49.42 46.59
R3 48.45 47.87 46.17
R2 46.90 46.90 46.02
R1 46.32 46.32 45.88 46.61
PP 45.35 45.35 45.35 45.50
S1 44.77 44.77 45.60 45.06
S2 43.80 43.80 45.46
S3 42.25 43.22 45.31
S4 40.70 41.67 44.89
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 45.93 41.10 4.83 10.6% 1.76 3.8% 96% True False 608,338
10 45.93 39.19 6.74 14.7% 1.67 3.7% 97% True False 594,294
20 46.38 39.19 7.19 15.7% 1.53 3.3% 91% False False 533,764
40 51.11 39.19 11.92 26.1% 1.69 3.7% 55% False False 363,371
60 52.73 39.19 13.54 29.6% 1.57 3.4% 48% False False 264,114
80 52.73 39.19 13.54 29.6% 1.56 3.4% 48% False False 208,233
100 52.73 38.67 14.06 30.7% 1.57 3.4% 50% False False 173,396
120 52.73 36.93 15.80 34.5% 1.54 3.4% 56% False False 149,520
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.52
2.618 49.99
1.618 48.44
1.000 47.48
0.618 46.89
HIGH 45.93
0.618 45.34
0.500 45.16
0.382 44.97
LOW 44.38
0.618 43.42
1.000 42.83
1.618 41.87
2.618 40.32
4.250 37.79
Fisher Pivots for day following 15-Aug-2016
Pivot 1 day 3 day
R1 45.55 45.00
PP 45.35 44.26
S1 45.16 43.52

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

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