NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 02-Sep-2016
Day Change Summary
Previous Current
01-Sep-2016 02-Sep-2016 Change Change % Previous Week
Open 44.85 43.55 -1.30 -2.9% 47.22
High 45.08 44.67 -0.41 -0.9% 47.49
Low 43.00 43.16 0.16 0.4% 43.00
Close 43.16 44.44 1.28 3.0% 44.44
Range 2.08 1.51 -0.57 -27.4% 4.49
ATR 1.54 1.54 0.00 -0.2% 0.00
Volume 605,003 576,915 -28,088 -4.6% 2,504,628
Daily Pivots for day following 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 48.62 48.04 45.27
R3 47.11 46.53 44.86
R2 45.60 45.60 44.72
R1 45.02 45.02 44.58 45.31
PP 44.09 44.09 44.09 44.24
S1 43.51 43.51 44.30 43.80
S2 42.58 42.58 44.16
S3 41.07 42.00 44.02
S4 39.56 40.49 43.61
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 58.45 55.93 46.91
R3 53.96 51.44 45.67
R2 49.47 49.47 45.26
R1 46.95 46.95 44.85 45.97
PP 44.98 44.98 44.98 44.48
S1 42.46 42.46 44.03 41.48
S2 40.49 40.49 43.62
S3 36.00 37.97 43.21
S4 31.51 33.48 41.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.49 43.00 4.49 10.1% 1.49 3.3% 32% False False 500,925
10 49.08 43.00 6.08 13.7% 1.48 3.3% 24% False False 526,444
20 49.36 41.85 7.51 16.9% 1.50 3.4% 34% False False 420,447
40 49.36 39.96 9.40 21.2% 1.47 3.3% 48% False False 264,060
60 52.09 39.96 12.13 27.3% 1.59 3.6% 37% False False 189,774
80 53.02 39.96 13.06 29.4% 1.48 3.3% 34% False False 147,264
100 53.02 39.96 13.06 29.4% 1.52 3.4% 34% False False 121,706
120 53.02 39.08 13.94 31.4% 1.47 3.3% 38% False False 103,923
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 51.09
2.618 48.62
1.618 47.11
1.000 46.18
0.618 45.60
HIGH 44.67
0.618 44.09
0.500 43.92
0.382 43.74
LOW 43.16
0.618 42.23
1.000 41.65
1.618 40.72
2.618 39.21
4.250 36.74
Fisher Pivots for day following 02-Sep-2016
Pivot 1 day 3 day
R1 44.27 44.71
PP 44.09 44.62
S1 43.92 44.53

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

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