NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 22-Aug-2016
Day Change Summary
Previous Current
19-Aug-2016 22-Aug-2016 Change Change % Previous Week
Open 48.33 48.40 0.07 0.1% 44.74
High 48.75 48.40 -0.35 -0.7% 48.75
Low 47.93 46.75 -1.18 -2.5% 44.38
Close 48.52 47.05 -1.47 -3.0% 48.52
Range 0.82 1.65 0.83 101.2% 4.37
ATR 1.54 1.55 0.02 1.1% 0.00
Volume 162,438 27,456 -134,982 -83.1% 2,028,035
Daily Pivots for day following 22-Aug-2016
Classic Woodie Camarilla DeMark
R4 52.35 51.35 47.96
R3 50.70 49.70 47.50
R2 49.05 49.05 47.35
R1 48.05 48.05 47.20 47.73
PP 47.40 47.40 47.40 47.24
S1 46.40 46.40 46.90 46.08
S2 45.75 45.75 46.75
S3 44.10 44.75 46.60
S4 42.45 43.10 46.14
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 45.34 3.41 7.2% 1.34 2.9% 50% False False 306,593
10 48.75 41.10 7.65 16.3% 1.55 3.3% 78% False False 457,465
20 48.75 39.19 9.56 20.3% 1.52 3.2% 82% False False 496,716
40 50.70 39.19 11.51 24.5% 1.62 3.4% 68% False False 388,068
60 52.73 39.19 13.54 28.8% 1.58 3.4% 58% False False 286,018
80 52.73 39.19 13.54 28.8% 1.56 3.3% 58% False False 225,455
100 52.73 38.67 14.06 29.9% 1.57 3.3% 60% False False 187,720
120 52.73 38.67 14.06 29.9% 1.54 3.3% 60% False False 161,189
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.41
2.618 52.72
1.618 51.07
1.000 50.05
0.618 49.42
HIGH 48.40
0.618 47.77
0.500 47.58
0.382 47.38
LOW 46.75
0.618 45.73
1.000 45.10
1.618 44.08
2.618 42.43
4.250 39.74
Fisher Pivots for day following 22-Aug-2016
Pivot 1 day 3 day
R1 47.58 47.69
PP 47.40 47.48
S1 47.23 47.26

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

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