NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 15-Aug-2016
Day Change Summary
Previous Current
12-Aug-2016 15-Aug-2016 Change Change % Previous Week
Open 44.19 45.37 1.18 2.7% 42.70
High 45.47 46.59 1.12 2.5% 45.47
Low 44.03 45.06 1.03 2.3% 41.85
Close 45.18 46.40 1.22 2.7% 45.18
Range 1.44 1.53 0.09 6.3% 3.62
ATR 1.61 1.60 -0.01 -0.4% 0.00
Volume 186,973 242,999 56,026 30.0% 1,201,039
Daily Pivots for day following 15-Aug-2016
Classic Woodie Camarilla DeMark
R4 50.61 50.03 47.24
R3 49.08 48.50 46.82
R2 47.55 47.55 46.68
R1 46.97 46.97 46.54 47.26
PP 46.02 46.02 46.02 46.16
S1 45.44 45.44 46.26 45.73
S2 44.49 44.49 46.12
S3 42.96 43.91 45.98
S4 41.43 42.38 45.56
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 46.59 41.85 4.74 10.2% 1.73 3.7% 96% True False 238,717
10 46.59 39.96 6.63 14.3% 1.65 3.6% 97% True False 216,813
20 46.99 39.96 7.03 15.2% 1.50 3.2% 92% False False 158,814
40 51.53 39.96 11.57 24.9% 1.66 3.6% 56% False False 106,535
60 53.02 39.96 13.06 28.1% 1.52 3.3% 49% False False 78,249
80 53.02 39.96 13.06 28.1% 1.51 3.3% 49% False False 63,702
100 53.02 39.08 13.94 30.0% 1.50 3.2% 53% False False 54,027
120 53.02 37.52 15.50 33.4% 1.45 3.1% 57% False False 47,031
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 0.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.09
2.618 50.60
1.618 49.07
1.000 48.12
0.618 47.54
HIGH 46.59
0.618 46.01
0.500 45.83
0.382 45.64
LOW 45.06
0.618 44.11
1.000 43.53
1.618 42.58
2.618 41.05
4.250 38.56
Fisher Pivots for day following 15-Aug-2016
Pivot 1 day 3 day
R1 46.21 45.67
PP 46.02 44.95
S1 45.83 44.22

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

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