NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 01-Sep-2016
Day Change Summary
Previous Current
31-Aug-2016 01-Sep-2016 Change Change % Previous Week
Open 46.24 44.85 -1.39 -3.0% 49.02
High 46.41 45.08 -1.33 -2.9% 49.08
Low 44.51 43.00 -1.51 -3.4% 46.42
Close 44.70 43.16 -1.54 -3.4% 47.64
Range 1.90 2.08 0.18 9.5% 2.66
ATR 1.50 1.54 0.04 2.8% 0.00
Volume 549,007 605,003 55,996 10.2% 2,759,815
Daily Pivots for day following 01-Sep-2016
Classic Woodie Camarilla DeMark
R4 49.99 48.65 44.30
R3 47.91 46.57 43.73
R2 45.83 45.83 43.54
R1 44.49 44.49 43.35 44.12
PP 43.75 43.75 43.75 43.56
S1 42.41 42.41 42.97 42.04
S2 41.67 41.67 42.78
S3 39.59 40.33 42.59
S4 37.51 38.25 42.02
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 43.00 5.46 12.7% 1.49 3.4% 3% False True 497,211
10 49.36 43.00 6.36 14.7% 1.41 3.3% 3% False True 524,310
20 49.36 41.81 7.55 17.5% 1.48 3.4% 18% False False 402,394
40 49.36 39.96 9.40 21.8% 1.47 3.4% 34% False False 250,847
60 53.01 39.96 13.05 30.2% 1.58 3.7% 25% False False 180,635
80 53.02 39.96 13.06 30.3% 1.49 3.4% 25% False False 140,439
100 53.02 39.96 13.06 30.3% 1.51 3.5% 25% False False 116,176
120 53.02 39.08 13.94 32.3% 1.47 3.4% 29% False False 99,182
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 0.32
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 53.92
2.618 50.53
1.618 48.45
1.000 47.16
0.618 46.37
HIGH 45.08
0.618 44.29
0.500 44.04
0.382 43.79
LOW 43.00
0.618 41.71
1.000 40.92
1.618 39.63
2.618 37.55
4.250 34.16
Fisher Pivots for day following 01-Sep-2016
Pivot 1 day 3 day
R1 44.04 45.25
PP 43.75 44.55
S1 43.45 43.86

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

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