NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 23-Aug-2016
Day Change Summary
Previous Current
22-Aug-2016 23-Aug-2016 Change Change % Previous Week
Open 49.02 47.39 -1.63 -3.3% 45.37
High 49.08 48.32 -0.76 -1.5% 49.36
Low 47.33 46.59 -0.74 -1.6% 45.06
Close 47.41 48.10 0.69 1.5% 49.11
Range 1.75 1.73 -0.02 -1.1% 4.30
ATR 1.54 1.55 0.01 0.9% 0.00
Volume 515,256 623,904 108,648 21.1% 1,943,473
Daily Pivots for day following 23-Aug-2016
Classic Woodie Camarilla DeMark
R4 52.86 52.21 49.05
R3 51.13 50.48 48.58
R2 49.40 49.40 48.42
R1 48.75 48.75 48.26 49.08
PP 47.67 47.67 47.67 47.83
S1 47.02 47.02 47.94 47.35
S2 45.94 45.94 47.78
S3 44.21 45.29 47.62
S4 42.48 43.56 47.15
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 60.74 59.23 51.48
R3 56.44 54.93 50.29
R2 52.14 52.14 49.90
R1 50.63 50.63 49.50 51.39
PP 47.84 47.84 47.84 48.22
S1 46.33 46.33 48.72 47.09
S2 43.54 43.54 48.32
S3 39.24 42.03 47.93
S4 34.94 37.73 46.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.36 46.50 2.86 5.9% 1.45 3.0% 56% False False 513,434
10 49.36 41.85 7.51 15.6% 1.63 3.4% 83% False False 378,968
20 49.36 39.96 9.40 19.5% 1.55 3.2% 87% False False 275,925
40 51.27 39.96 11.31 23.5% 1.59 3.3% 72% False False 171,435
60 53.02 39.96 13.06 27.2% 1.56 3.2% 62% False False 123,834
80 53.02 39.96 13.06 27.2% 1.52 3.2% 62% False False 98,057
100 53.02 39.08 13.94 29.0% 1.51 3.1% 65% False False 81,810
120 53.02 39.08 13.94 29.0% 1.47 3.0% 65% False False 70,212
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.67
2.618 52.85
1.618 51.12
1.000 50.05
0.618 49.39
HIGH 48.32
0.618 47.66
0.500 47.46
0.382 47.25
LOW 46.59
0.618 45.52
1.000 44.86
1.618 43.79
2.618 42.06
4.250 39.24
Fisher Pivots for day following 23-Aug-2016
Pivot 1 day 3 day
R1 47.89 48.06
PP 47.67 48.02
S1 47.46 47.98

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

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