NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 11-Aug-2016
Day Change Summary
Previous Current
10-Aug-2016 11-Aug-2016 Change Change % Previous Week
Open 43.37 42.21 -1.16 -2.7% 42.07
High 44.12 44.59 0.47 1.1% 42.85
Low 42.17 41.85 -0.32 -0.8% 39.96
Close 42.46 44.23 1.77 4.2% 42.57
Range 1.95 2.74 0.79 40.5% 2.89
ATR 1.54 1.62 0.09 5.6% 0.00
Volume 255,727 264,353 8,626 3.4% 892,181
Daily Pivots for day following 11-Aug-2016
Classic Woodie Camarilla DeMark
R4 51.78 50.74 45.74
R3 49.04 48.00 44.98
R2 46.30 46.30 44.73
R1 45.26 45.26 44.48 45.78
PP 43.56 43.56 43.56 43.82
S1 42.52 42.52 43.98 43.04
S2 40.82 40.82 43.73
S3 38.08 39.78 43.48
S4 35.34 37.04 42.72
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 50.46 49.41 44.16
R3 47.57 46.52 43.36
R2 44.68 44.68 43.10
R1 43.63 43.63 42.83 44.16
PP 41.79 41.79 41.79 42.06
S1 40.74 40.74 42.31 41.27
S2 38.90 38.90 42.04
S3 36.01 37.85 41.78
S4 33.12 34.96 40.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.59 41.81 2.78 6.3% 1.65 3.7% 87% True False 245,984
10 44.59 39.96 4.63 10.5% 1.67 3.8% 92% True False 202,126
20 47.67 39.96 7.71 17.4% 1.48 3.3% 55% False False 141,581
40 51.53 39.96 11.57 26.2% 1.69 3.8% 37% False False 97,205
60 53.02 39.96 13.06 29.5% 1.51 3.4% 33% False False 71,628
80 53.02 39.96 13.06 29.5% 1.52 3.4% 33% False False 58,906
100 53.02 39.08 13.94 31.5% 1.49 3.4% 37% False False 50,052
120 53.02 36.98 16.04 36.3% 1.45 3.3% 45% False False 43,560
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 56.24
2.618 51.76
1.618 49.02
1.000 47.33
0.618 46.28
HIGH 44.59
0.618 43.54
0.500 43.22
0.382 42.90
LOW 41.85
0.618 40.16
1.000 39.11
1.618 37.42
2.618 34.68
4.250 30.21
Fisher Pivots for day following 11-Aug-2016
Pivot 1 day 3 day
R1 43.89 43.89
PP 43.56 43.56
S1 43.22 43.22

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

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