NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 30-Aug-2016
Day Change Summary
Previous Current
29-Aug-2016 30-Aug-2016 Change Change % Previous Week
Open 47.22 46.98 -0.24 -0.5% 49.02
High 47.28 47.49 0.21 0.4% 49.08
Low 46.62 46.21 -0.41 -0.9% 46.42
Close 46.98 46.35 -0.63 -1.3% 47.64
Range 0.66 1.28 0.62 93.9% 2.66
ATR 1.49 1.47 -0.01 -1.0% 0.00
Volume 309,254 464,449 155,195 50.2% 2,759,815
Daily Pivots for day following 30-Aug-2016
Classic Woodie Camarilla DeMark
R4 50.52 49.72 47.05
R3 49.24 48.44 46.70
R2 47.96 47.96 46.58
R1 47.16 47.16 46.47 46.92
PP 46.68 46.68 46.68 46.57
S1 45.88 45.88 46.23 45.64
S2 45.40 45.40 46.12
S3 44.12 44.60 46.00
S4 42.84 43.32 45.65
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 48.46 46.21 2.25 4.9% 1.16 2.5% 6% False True 478,871
10 49.36 46.21 3.15 6.8% 1.30 2.8% 4% False True 496,153
20 49.36 39.96 9.40 20.3% 1.46 3.2% 68% False False 363,276
40 49.53 39.96 9.57 20.6% 1.50 3.2% 67% False False 224,687
60 53.02 39.96 13.06 28.2% 1.56 3.4% 49% False False 162,267
80 53.02 39.96 13.06 28.2% 1.49 3.2% 49% False False 126,712
100 53.02 39.96 13.06 28.2% 1.50 3.2% 49% False False 105,033
120 53.02 39.08 13.94 30.1% 1.45 3.1% 52% False False 89,722
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.93
2.618 50.84
1.618 49.56
1.000 48.77
0.618 48.28
HIGH 47.49
0.618 47.00
0.500 46.85
0.382 46.70
LOW 46.21
0.618 45.42
1.000 44.93
1.618 44.14
2.618 42.86
4.250 40.77
Fisher Pivots for day following 30-Aug-2016
Pivot 1 day 3 day
R1 46.85 47.34
PP 46.68 47.01
S1 46.52 46.68

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

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