NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 17-Aug-2016
Day Change Summary
Previous Current
16-Aug-2016 17-Aug-2016 Change Change % Previous Week
Open 45.59 46.37 0.78 1.7% 41.99
High 46.73 46.95 0.22 0.5% 44.78
Low 45.34 45.84 0.50 1.1% 41.10
Close 46.58 46.79 0.21 0.5% 44.49
Range 1.39 1.11 -0.28 -20.1% 3.68
ATR 1.61 1.58 -0.04 -2.2% 0.00
Volume 550,440 563,354 12,914 2.3% 3,081,697
Daily Pivots for day following 17-Aug-2016
Classic Woodie Camarilla DeMark
R4 49.86 49.43 47.40
R3 48.75 48.32 47.10
R2 47.64 47.64 46.99
R1 47.21 47.21 46.89 47.43
PP 46.53 46.53 46.53 46.63
S1 46.10 46.10 46.69 46.32
S2 45.42 45.42 46.59
S3 44.31 44.99 46.48
S4 43.20 43.88 46.18
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 46.95 41.10 5.85 12.5% 1.66 3.5% 97% True False 570,927
10 46.95 40.43 6.52 13.9% 1.56 3.3% 98% True False 586,704
20 46.95 39.19 7.76 16.6% 1.52 3.2% 98% True False 538,318
40 51.11 39.19 11.92 25.5% 1.68 3.6% 64% False False 387,238
60 52.73 39.19 13.54 28.9% 1.57 3.4% 56% False False 281,557
80 52.73 39.19 13.54 28.9% 1.57 3.3% 56% False False 221,336
100 52.73 38.67 14.06 30.0% 1.57 3.4% 58% False False 184,203
120 52.73 37.78 14.95 32.0% 1.53 3.3% 60% False False 158,408
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 51.67
2.618 49.86
1.618 48.75
1.000 48.06
0.618 47.64
HIGH 46.95
0.618 46.53
0.500 46.40
0.382 46.26
LOW 45.84
0.618 45.15
1.000 44.73
1.618 44.04
2.618 42.93
4.250 41.12
Fisher Pivots for day following 17-Aug-2016
Pivot 1 day 3 day
R1 46.66 46.42
PP 46.53 46.04
S1 46.40 45.67

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

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