NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 10-Aug-2016
Day Change Summary
Previous Current
09-Aug-2016 10-Aug-2016 Change Change % Previous Week
Open 44.30 44.22 -0.08 -0.2% 42.77
High 44.95 44.86 -0.09 -0.2% 43.63
Low 43.96 42.97 -0.99 -2.3% 40.77
Close 44.25 43.25 -1.00 -2.3% 43.38
Range 0.99 1.89 0.90 90.9% 2.86
ATR 1.48 1.51 0.03 2.0% 0.00
Volume 100,756 109,371 8,615 8.6% 330,189
Daily Pivots for day following 10-Aug-2016
Classic Woodie Camarilla DeMark
R4 49.36 48.20 44.29
R3 47.47 46.31 43.77
R2 45.58 45.58 43.60
R1 44.42 44.42 43.42 44.06
PP 43.69 43.69 43.69 43.51
S1 42.53 42.53 43.08 42.17
S2 41.80 41.80 42.90
S3 39.91 40.64 42.73
S4 38.02 38.75 42.21
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 51.17 50.14 44.95
R3 48.31 47.28 44.17
R2 45.45 45.45 43.90
R1 44.42 44.42 43.64 44.94
PP 42.59 42.59 42.59 42.85
S1 41.56 41.56 43.12 42.08
S2 39.73 39.73 42.86
S3 36.87 38.70 42.59
S4 34.01 35.84 41.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.95 41.91 3.04 7.0% 1.41 3.3% 44% False False 101,105
10 44.95 40.77 4.18 9.7% 1.48 3.4% 59% False False 73,389
20 48.35 40.77 7.58 17.5% 1.36 3.2% 33% False False 53,663
40 52.00 40.77 11.23 26.0% 1.62 3.7% 22% False False 41,671
60 53.39 40.77 12.62 29.2% 1.45 3.4% 20% False False 32,678
80 53.39 40.77 12.62 29.2% 1.45 3.4% 20% False False 28,299
100 53.39 39.40 13.99 32.3% 1.40 3.2% 28% False False 24,849
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 52.89
2.618 49.81
1.618 47.92
1.000 46.75
0.618 46.03
HIGH 44.86
0.618 44.14
0.500 43.92
0.382 43.69
LOW 42.97
0.618 41.80
1.000 41.08
1.618 39.91
2.618 38.02
4.250 34.94
Fisher Pivots for day following 10-Aug-2016
Pivot 1 day 3 day
R1 43.92 43.96
PP 43.69 43.72
S1 43.47 43.49

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

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