NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 12-Aug-2016
Day Change Summary
Previous Current
11-Aug-2016 12-Aug-2016 Change Change % Previous Week
Open 42.21 44.19 1.98 4.7% 42.70
High 44.59 45.47 0.88 2.0% 45.47
Low 41.85 44.03 2.18 5.2% 41.85
Close 44.23 45.18 0.95 2.1% 45.18
Range 2.74 1.44 -1.30 -47.4% 3.62
ATR 1.62 1.61 -0.01 -0.8% 0.00
Volume 264,353 186,973 -77,380 -29.3% 1,201,039
Daily Pivots for day following 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 49.21 48.64 45.97
R3 47.77 47.20 45.58
R2 46.33 46.33 45.44
R1 45.76 45.76 45.31 46.05
PP 44.89 44.89 44.89 45.04
S1 44.32 44.32 45.05 44.61
S2 43.45 43.45 44.92
S3 42.01 42.88 44.78
S4 40.57 41.44 44.39
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 55.03 53.72 47.17
R3 51.41 50.10 46.18
R2 47.79 47.79 45.84
R1 46.48 46.48 45.51 47.14
PP 44.17 44.17 44.17 44.49
S1 42.86 42.86 44.85 43.52
S2 40.55 40.55 44.52
S3 36.93 39.24 44.18
S4 33.31 35.62 43.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.47 41.85 3.62 8.0% 1.73 3.8% 92% True False 240,207
10 45.47 39.96 5.51 12.2% 1.70 3.8% 95% True False 209,322
20 47.41 39.96 7.45 16.5% 1.49 3.3% 70% False False 148,661
40 51.53 39.96 11.57 25.6% 1.68 3.7% 45% False False 101,136
60 53.02 39.96 13.06 28.9% 1.52 3.4% 40% False False 74,387
80 53.02 39.96 13.06 28.9% 1.51 3.3% 40% False False 60,943
100 53.02 39.08 13.94 30.9% 1.49 3.3% 44% False False 51,726
120 53.02 36.98 16.04 35.5% 1.45 3.2% 51% False False 45,074
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.45
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 51.59
2.618 49.24
1.618 47.80
1.000 46.91
0.618 46.36
HIGH 45.47
0.618 44.92
0.500 44.75
0.382 44.58
LOW 44.03
0.618 43.14
1.000 42.59
1.618 41.70
2.618 40.26
4.250 37.91
Fisher Pivots for day following 12-Aug-2016
Pivot 1 day 3 day
R1 45.04 44.67
PP 44.89 44.17
S1 44.75 43.66

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

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