NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 18-Aug-2016
Day Change Summary
Previous Current
17-Aug-2016 18-Aug-2016 Change Change % Previous Week
Open 46.37 46.90 0.53 1.1% 41.99
High 46.95 48.38 1.43 3.0% 44.78
Low 45.84 46.63 0.79 1.7% 41.10
Close 46.79 48.22 1.43 3.1% 44.49
Range 1.11 1.75 0.64 57.7% 3.68
ATR 1.58 1.59 0.01 0.8% 0.00
Volume 563,354 229,277 -334,077 -59.3% 3,081,697
Daily Pivots for day following 18-Aug-2016
Classic Woodie Camarilla DeMark
R4 52.99 52.36 49.18
R3 51.24 50.61 48.70
R2 49.49 49.49 48.54
R1 48.86 48.86 48.38 49.18
PP 47.74 47.74 47.74 47.90
S1 47.11 47.11 48.06 47.43
S2 45.99 45.99 47.90
S3 44.24 45.36 47.74
S4 42.49 43.61 47.26
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 48.38 43.31 5.07 10.5% 1.45 3.0% 97% True False 480,335
10 48.38 41.06 7.32 15.2% 1.57 3.2% 98% True False 549,748
20 48.38 39.19 9.19 19.1% 1.53 3.2% 98% True False 528,133
40 51.08 39.19 11.89 24.7% 1.68 3.5% 76% False False 389,278
60 52.73 39.19 13.54 28.1% 1.58 3.3% 67% False False 284,454
80 52.73 39.19 13.54 28.1% 1.56 3.2% 67% False False 223,868
100 52.73 38.67 14.06 29.2% 1.58 3.3% 68% False False 186,311
120 52.73 38.62 14.11 29.3% 1.53 3.2% 68% False False 160,135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 55.82
2.618 52.96
1.618 51.21
1.000 50.13
0.618 49.46
HIGH 48.38
0.618 47.71
0.500 47.51
0.382 47.30
LOW 46.63
0.618 45.55
1.000 44.88
1.618 43.80
2.618 42.05
4.250 39.19
Fisher Pivots for day following 18-Aug-2016
Pivot 1 day 3 day
R1 47.98 47.77
PP 47.74 47.31
S1 47.51 46.86

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

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