NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 24-Aug-2016
Day Change Summary
Previous Current
23-Aug-2016 24-Aug-2016 Change Change % Previous Week
Open 47.39 47.59 0.20 0.4% 45.37
High 48.32 47.74 -0.58 -1.2% 49.36
Low 46.59 46.45 -0.14 -0.3% 45.06
Close 48.10 46.77 -1.33 -2.8% 49.11
Range 1.73 1.29 -0.44 -25.4% 4.30
ATR 1.55 1.56 0.01 0.5% 0.00
Volume 623,904 603,495 -20,409 -3.3% 1,943,473
Daily Pivots for day following 24-Aug-2016
Classic Woodie Camarilla DeMark
R4 50.86 50.10 47.48
R3 49.57 48.81 47.12
R2 48.28 48.28 47.01
R1 47.52 47.52 46.89 47.26
PP 46.99 46.99 46.99 46.85
S1 46.23 46.23 46.65 45.97
S2 45.70 45.70 46.53
S3 44.41 44.94 46.42
S4 43.12 43.65 46.06
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 46.45 2.91 6.2% 1.47 3.1% 11% False True 554,625
10 49.36 41.85 7.51 16.1% 1.56 3.3% 66% False False 413,745
20 49.36 39.96 9.40 20.1% 1.53 3.3% 72% False False 299,458
40 51.27 39.96 11.31 24.2% 1.58 3.4% 60% False False 185,507
60 53.02 39.96 13.06 27.9% 1.56 3.3% 52% False False 133,678
80 53.02 39.96 13.06 27.9% 1.52 3.2% 52% False False 105,386
100 53.02 39.08 13.94 29.8% 1.51 3.2% 55% False False 87,705
120 53.02 39.08 13.94 29.8% 1.46 3.1% 55% False False 75,186
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 0.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 53.22
2.618 51.12
1.618 49.83
1.000 49.03
0.618 48.54
HIGH 47.74
0.618 47.25
0.500 47.10
0.382 46.94
LOW 46.45
0.618 45.65
1.000 45.16
1.618 44.36
2.618 43.07
4.250 40.97
Fisher Pivots for day following 24-Aug-2016
Pivot 1 day 3 day
R1 47.10 47.77
PP 46.99 47.43
S1 46.88 47.10

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

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