NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 17-Aug-2016
Day Change Summary
Previous Current
16-Aug-2016 17-Aug-2016 Change Change % Previous Week
Open 47.58 48.43 0.85 1.8% 44.23
High 48.72 49.11 0.39 0.8% 46.86
Low 47.33 47.89 0.56 1.2% 43.38
Close 48.57 48.96 0.39 0.8% 46.57
Range 1.39 1.22 -0.17 -12.2% 3.48
ATR 1.56 1.54 -0.02 -1.6% 0.00
Volume 61,152 109,315 48,163 78.8% 410,426
Daily Pivots for day following 17-Aug-2016
Classic Woodie Camarilla DeMark
R4 52.31 51.86 49.63
R3 51.09 50.64 49.30
R2 49.87 49.87 49.18
R1 49.42 49.42 49.07 49.65
PP 48.65 48.65 48.65 48.77
S1 48.20 48.20 48.85 48.43
S2 47.43 47.43 48.74
S3 46.21 46.98 48.62
S4 44.99 45.76 48.29
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 56.04 54.79 48.48
R3 52.56 51.31 47.53
R2 49.08 49.08 47.21
R1 47.83 47.83 46.89 48.46
PP 45.60 45.60 45.60 45.92
S1 44.35 44.35 46.25 44.98
S2 42.12 42.12 45.93
S3 38.64 40.87 45.61
S4 35.16 37.39 44.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.11 43.38 5.73 11.7% 1.64 3.3% 97% True False 77,978
10 49.11 42.61 6.50 13.3% 1.52 3.1% 98% True False 81,732
20 49.11 41.58 7.53 15.4% 1.48 3.0% 98% True False 71,323
40 52.40 41.58 10.82 22.1% 1.64 3.3% 68% False False 74,884
60 53.62 41.58 12.04 24.6% 1.52 3.1% 61% False False 68,433
80 53.62 41.58 12.04 24.6% 1.51 3.1% 61% False False 66,064
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 6 trading days
Fibonacci Retracements and Extensions
4.250 54.30
2.618 52.30
1.618 51.08
1.000 50.33
0.618 49.86
HIGH 49.11
0.618 48.64
0.500 48.50
0.382 48.36
LOW 47.89
0.618 47.14
1.000 46.67
1.618 45.92
2.618 44.70
4.250 42.71
Fisher Pivots for day following 17-Aug-2016
Pivot 1 day 3 day
R1 48.81 48.56
PP 48.65 48.16
S1 48.50 47.77

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

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