NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 16-Aug-2016
Day Change Summary
Previous Current
15-Aug-2016 16-Aug-2016 Change Change % Previous Week
Open 45.37 46.25 0.88 1.9% 42.70
High 46.59 47.37 0.78 1.7% 45.47
Low 45.06 46.00 0.94 2.1% 41.85
Close 46.40 47.22 0.82 1.8% 45.18
Range 1.53 1.37 -0.16 -10.5% 3.62
ATR 1.60 1.59 -0.02 -1.0% 0.00
Volume 242,999 272,462 29,463 12.1% 1,201,039
Daily Pivots for day following 16-Aug-2016
Classic Woodie Camarilla DeMark
R4 50.97 50.47 47.97
R3 49.60 49.10 47.60
R2 48.23 48.23 47.47
R1 47.73 47.73 47.35 47.98
PP 46.86 46.86 46.86 46.99
S1 46.36 46.36 47.09 46.61
S2 45.49 45.49 46.97
S3 44.12 44.99 46.84
S4 42.75 43.62 46.47
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 47.37 41.85 5.52 11.7% 1.81 3.8% 97% True False 244,502
10 47.37 39.96 7.41 15.7% 1.62 3.4% 98% True False 230,400
20 47.37 39.96 7.41 15.7% 1.52 3.2% 98% True False 168,576
40 51.53 39.96 11.57 24.5% 1.67 3.5% 63% False False 112,849
60 53.02 39.96 13.06 27.7% 1.52 3.2% 56% False False 82,573
80 53.02 39.96 13.06 27.7% 1.51 3.2% 56% False False 66,927
100 53.02 39.08 13.94 29.5% 1.50 3.2% 58% False False 56,652
120 53.02 38.56 14.46 30.6% 1.45 3.1% 60% False False 49,263
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.38
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 53.19
2.618 50.96
1.618 49.59
1.000 48.74
0.618 48.22
HIGH 47.37
0.618 46.85
0.500 46.69
0.382 46.52
LOW 46.00
0.618 45.15
1.000 44.63
1.618 43.78
2.618 42.41
4.250 40.18
Fisher Pivots for day following 16-Aug-2016
Pivot 1 day 3 day
R1 47.04 46.71
PP 46.86 46.21
S1 46.69 45.70

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

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