NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 19-Aug-2016
Day Change Summary
Previous Current
18-Aug-2016 19-Aug-2016 Change Change % Previous Week
Open 46.90 48.33 1.43 3.0% 44.74
High 48.38 48.75 0.37 0.8% 48.75
Low 46.63 47.93 1.30 2.8% 44.38
Close 48.22 48.52 0.30 0.6% 48.52
Range 1.75 0.82 -0.93 -53.1% 4.37
ATR 1.59 1.54 -0.06 -3.5% 0.00
Volume 229,277 162,438 -66,839 -29.2% 2,028,035
Daily Pivots for day following 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 50.86 50.51 48.97
R3 50.04 49.69 48.75
R2 49.22 49.22 48.67
R1 48.87 48.87 48.60 49.05
PP 48.40 48.40 48.40 48.49
S1 48.05 48.05 48.44 48.23
S2 47.58 47.58 48.37
S3 46.76 47.23 48.29
S4 45.94 46.41 48.07
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 60.33 58.79 50.92
R3 55.96 54.42 49.72
R2 51.59 51.59 49.32
R1 50.05 50.05 48.92 50.82
PP 47.22 47.22 47.22 47.60
S1 45.68 45.68 48.12 46.45
S2 42.85 42.85 47.72
S3 38.48 41.31 47.32
S4 34.11 36.94 46.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.75 44.38 4.37 9.0% 1.32 2.7% 95% True False 405,607
10 48.75 41.10 7.65 15.8% 1.55 3.2% 97% True False 510,973
20 48.75 39.19 9.56 19.7% 1.50 3.1% 98% True False 514,835
40 51.08 39.19 11.89 24.5% 1.67 3.4% 78% False False 390,950
60 52.73 39.19 13.54 27.9% 1.57 3.2% 69% False False 286,365
80 52.73 39.19 13.54 27.9% 1.55 3.2% 69% False False 225,442
100 52.73 38.67 14.06 29.0% 1.57 3.2% 70% False False 187,718
120 52.73 38.62 14.11 29.1% 1.53 3.2% 70% False False 161,234
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 0.35
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 52.24
2.618 50.90
1.618 50.08
1.000 49.57
0.618 49.26
HIGH 48.75
0.618 48.44
0.500 48.34
0.382 48.24
LOW 47.93
0.618 47.42
1.000 47.11
1.618 46.60
2.618 45.78
4.250 44.45
Fisher Pivots for day following 19-Aug-2016
Pivot 1 day 3 day
R1 48.46 48.11
PP 48.40 47.70
S1 48.34 47.30

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

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