NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 31-Aug-2016
Day Change Summary
Previous Current
30-Aug-2016 31-Aug-2016 Change Change % Previous Week
Open 46.98 46.24 -0.74 -1.6% 49.02
High 47.49 46.41 -1.08 -2.3% 49.08
Low 46.21 44.51 -1.70 -3.7% 46.42
Close 46.35 44.70 -1.65 -3.6% 47.64
Range 1.28 1.90 0.62 48.4% 2.66
ATR 1.47 1.50 0.03 2.1% 0.00
Volume 464,449 549,007 84,558 18.2% 2,759,815
Daily Pivots for day following 31-Aug-2016
Classic Woodie Camarilla DeMark
R4 50.91 49.70 45.75
R3 49.01 47.80 45.22
R2 47.11 47.11 45.05
R1 45.90 45.90 44.87 45.56
PP 45.21 45.21 45.21 45.03
S1 44.00 44.00 44.53 43.66
S2 43.31 43.31 44.35
S3 41.41 42.10 44.18
S4 39.51 40.20 43.66
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 44.51 3.95 8.8% 1.28 2.9% 5% False True 467,974
10 49.36 44.51 4.85 10.9% 1.38 3.1% 4% False True 511,299
20 49.36 41.16 8.20 18.3% 1.46 3.3% 43% False False 381,915
40 49.53 39.96 9.57 21.4% 1.50 3.4% 50% False False 236,761
60 53.02 39.96 13.06 29.2% 1.57 3.5% 36% False False 171,058
80 53.02 39.96 13.06 29.2% 1.48 3.3% 36% False False 133,187
100 53.02 39.96 13.06 29.2% 1.51 3.4% 36% False False 110,346
120 53.02 39.08 13.94 31.2% 1.46 3.3% 40% False False 94,210
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 54.49
2.618 51.38
1.618 49.48
1.000 48.31
0.618 47.58
HIGH 46.41
0.618 45.68
0.500 45.46
0.382 45.24
LOW 44.51
0.618 43.34
1.000 42.61
1.618 41.44
2.618 39.54
4.250 36.44
Fisher Pivots for day following 31-Aug-2016
Pivot 1 day 3 day
R1 45.46 46.00
PP 45.21 45.57
S1 44.95 45.13

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

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