NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 17-Aug-2016
Day Change Summary
Previous Current
16-Aug-2016 17-Aug-2016 Change Change % Previous Week
Open 46.25 47.02 0.77 1.7% 42.70
High 47.37 47.68 0.31 0.7% 45.47
Low 46.00 46.50 0.50 1.1% 41.85
Close 47.22 47.52 0.30 0.6% 45.18
Range 1.37 1.18 -0.19 -13.9% 3.62
ATR 1.59 1.56 -0.03 -1.8% 0.00
Volume 272,462 397,540 125,078 45.9% 1,201,039
Daily Pivots for day following 17-Aug-2016
Classic Woodie Camarilla DeMark
R4 50.77 50.33 48.17
R3 49.59 49.15 47.84
R2 48.41 48.41 47.74
R1 47.97 47.97 47.63 48.19
PP 47.23 47.23 47.23 47.35
S1 46.79 46.79 47.41 47.01
S2 46.05 46.05 47.30
S3 44.87 45.61 47.20
S4 43.69 44.43 46.87
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 47.68 41.85 5.83 12.3% 1.65 3.5% 97% True False 272,865
10 47.68 41.16 6.52 13.7% 1.54 3.2% 98% True False 252,531
20 47.68 39.96 7.72 16.2% 1.50 3.2% 98% True False 183,521
40 51.53 39.96 11.57 24.3% 1.66 3.5% 65% False False 121,922
60 53.02 39.96 13.06 27.5% 1.53 3.2% 58% False False 88,962
80 53.02 39.96 13.06 27.5% 1.51 3.2% 58% False False 71,680
100 53.02 39.08 13.94 29.3% 1.50 3.2% 61% False False 60,579
120 53.02 38.70 14.32 30.1% 1.45 3.0% 62% False False 52,491
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 6 trading days
Fibonacci Retracements and Extensions
4.250 52.70
2.618 50.77
1.618 49.59
1.000 48.86
0.618 48.41
HIGH 47.68
0.618 47.23
0.500 47.09
0.382 46.95
LOW 46.50
0.618 45.77
1.000 45.32
1.618 44.59
2.618 43.41
4.250 41.49
Fisher Pivots for day following 17-Aug-2016
Pivot 1 day 3 day
R1 47.38 47.14
PP 47.23 46.75
S1 47.09 46.37

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

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