NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 26-Aug-2016
Day Change Summary
Previous Current
25-Aug-2016 26-Aug-2016 Change Change % Previous Week
Open 46.80 47.37 0.57 1.2% 49.02
High 47.46 48.46 1.00 2.1% 49.08
Low 46.42 46.94 0.52 1.1% 46.42
Close 47.33 47.64 0.31 0.7% 47.64
Range 1.04 1.52 0.48 46.2% 2.66
ATR 1.52 1.52 0.00 0.0% 0.00
Volume 458,816 558,344 99,528 21.7% 2,759,815
Daily Pivots for day following 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 52.24 51.46 48.48
R3 50.72 49.94 48.06
R2 49.20 49.20 47.92
R1 48.42 48.42 47.78 48.81
PP 47.68 47.68 47.68 47.88
S1 46.90 46.90 47.50 47.29
S2 46.16 46.16 47.36
S3 44.64 45.38 47.22
S4 43.12 43.86 46.80
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 55.69 54.33 49.10
R3 53.03 51.67 48.37
R2 50.37 50.37 48.13
R1 49.01 49.01 47.88 48.36
PP 47.71 47.71 47.71 47.39
S1 46.35 46.35 47.40 45.70
S2 45.05 45.05 47.15
S3 42.39 43.69 46.91
S4 39.73 41.03 46.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.08 46.42 2.66 5.6% 1.47 3.1% 46% False False 551,963
10 49.36 45.06 4.30 9.0% 1.40 2.9% 60% False False 470,328
20 49.36 39.96 9.40 19.7% 1.55 3.3% 82% False False 339,825
40 50.62 39.96 10.66 22.4% 1.56 3.3% 72% False False 207,855
60 53.02 39.96 13.06 27.4% 1.56 3.3% 59% False False 149,904
80 53.02 39.96 13.06 27.4% 1.51 3.2% 59% False False 117,658
100 53.02 39.96 13.06 27.4% 1.51 3.2% 59% False False 97,634
120 53.02 39.08 13.94 29.3% 1.45 3.0% 61% False False 83,469
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.36
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 54.92
2.618 52.44
1.618 50.92
1.000 49.98
0.618 49.40
HIGH 48.46
0.618 47.88
0.500 47.70
0.382 47.52
LOW 46.94
0.618 46.00
1.000 45.42
1.618 44.48
2.618 42.96
4.250 40.48
Fisher Pivots for day following 26-Aug-2016
Pivot 1 day 3 day
R1 47.70 47.57
PP 47.68 47.51
S1 47.66 47.44

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

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