NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 25-Aug-2016
Day Change Summary
Previous Current
24-Aug-2016 25-Aug-2016 Change Change % Previous Week
Open 47.59 46.80 -0.79 -1.7% 45.37
High 47.74 47.46 -0.28 -0.6% 49.36
Low 46.45 46.42 -0.03 -0.1% 45.06
Close 46.77 47.33 0.56 1.2% 49.11
Range 1.29 1.04 -0.25 -19.4% 4.30
ATR 1.56 1.52 -0.04 -2.4% 0.00
Volume 603,495 458,816 -144,679 -24.0% 1,943,473
Daily Pivots for day following 25-Aug-2016
Classic Woodie Camarilla DeMark
R4 50.19 49.80 47.90
R3 49.15 48.76 47.62
R2 48.11 48.11 47.52
R1 47.72 47.72 47.43 47.92
PP 47.07 47.07 47.07 47.17
S1 46.68 46.68 47.23 46.88
S2 46.03 46.03 47.14
S3 44.99 45.64 47.04
S4 43.95 44.60 46.76
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 46.42 2.94 6.2% 1.32 2.8% 31% False True 551,409
10 49.36 44.03 5.33 11.3% 1.39 2.9% 62% False False 433,191
20 49.36 39.96 9.40 19.9% 1.53 3.2% 78% False False 317,659
40 50.85 39.96 10.89 23.0% 1.56 3.3% 68% False False 195,636
60 53.02 39.96 13.06 27.6% 1.56 3.3% 56% False False 140,932
80 53.02 39.96 13.06 27.6% 1.51 3.2% 56% False False 110,902
100 53.02 39.96 13.06 27.6% 1.51 3.2% 56% False False 92,193
120 53.02 39.08 13.94 29.5% 1.46 3.1% 59% False False 78,899
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 51.88
2.618 50.18
1.618 49.14
1.000 48.50
0.618 48.10
HIGH 47.46
0.618 47.06
0.500 46.94
0.382 46.82
LOW 46.42
0.618 45.78
1.000 45.38
1.618 44.74
2.618 43.70
4.250 42.00
Fisher Pivots for day following 25-Aug-2016
Pivot 1 day 3 day
R1 47.20 47.37
PP 47.07 47.36
S1 46.94 47.34

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

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