NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 16-Aug-2016
Day Change Summary
Previous Current
15-Aug-2016 16-Aug-2016 Change Change % Previous Week
Open 46.09 46.92 0.83 1.8% 43.54
High 47.27 48.06 0.79 1.7% 46.16
Low 45.76 46.69 0.93 2.0% 42.64
Close 47.10 47.92 0.82 1.7% 45.89
Range 1.51 1.37 -0.14 -9.3% 3.52
ATR 1.58 1.56 -0.01 -0.9% 0.00
Volume 66,303 54,777 -11,526 -17.4% 501,940
Daily Pivots for day following 16-Aug-2016
Classic Woodie Camarilla DeMark
R4 51.67 51.16 48.67
R3 50.30 49.79 48.30
R2 48.93 48.93 48.17
R1 48.42 48.42 48.05 48.68
PP 47.56 47.56 47.56 47.68
S1 47.05 47.05 47.79 47.31
S2 46.19 46.19 47.67
S3 44.82 45.68 47.54
S4 43.45 44.31 47.17
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 55.46 54.19 47.83
R3 51.94 50.67 46.86
R2 48.42 48.42 46.54
R1 47.15 47.15 46.21 47.79
PP 44.90 44.90 44.90 45.21
S1 43.63 43.63 45.57 44.27
S2 41.38 41.38 45.24
S3 37.86 40.11 44.92
S4 34.34 36.59 43.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.06 42.64 5.42 11.3% 1.77 3.7% 97% True False 79,231
10 48.06 40.77 7.29 15.2% 1.60 3.3% 98% True False 85,602
20 48.06 40.77 7.29 15.2% 1.49 3.1% 98% True False 62,266
40 52.00 40.77 11.23 23.4% 1.63 3.4% 64% False False 46,942
60 53.39 40.77 12.62 26.3% 1.49 3.1% 57% False False 36,669
80 53.39 40.77 12.62 26.3% 1.46 3.0% 57% False False 31,232
100 53.39 39.40 13.99 29.2% 1.43 3.0% 61% False False 27,349
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 53.88
2.618 51.65
1.618 50.28
1.000 49.43
0.618 48.91
HIGH 48.06
0.618 47.54
0.500 47.38
0.382 47.21
LOW 46.69
0.618 45.84
1.000 45.32
1.618 44.47
2.618 43.10
4.250 40.87
Fisher Pivots for day following 16-Aug-2016
Pivot 1 day 3 day
R1 47.74 47.42
PP 47.56 46.92
S1 47.38 46.42

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

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