NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 22-Aug-2016
Day Change Summary
Previous Current
19-Aug-2016 22-Aug-2016 Change Change % Previous Week
Open 50.17 50.19 0.02 0.0% 46.75
High 50.59 50.20 -0.39 -0.8% 50.59
Low 49.77 48.58 -1.19 -2.4% 46.42
Close 50.32 48.64 -1.68 -3.3% 50.32
Range 0.82 1.62 0.80 97.6% 4.17
ATR 1.49 1.51 0.02 1.2% 0.00
Volume 89,973 71,781 -18,192 -20.2% 408,690
Daily Pivots for day following 22-Aug-2016
Classic Woodie Camarilla DeMark
R4 54.00 52.94 49.53
R3 52.38 51.32 49.09
R2 50.76 50.76 48.94
R1 49.70 49.70 48.79 49.42
PP 49.14 49.14 49.14 49.00
S1 48.08 48.08 48.49 47.80
S2 47.52 47.52 48.34
S3 45.90 46.46 48.19
S4 44.28 44.84 47.75
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 61.62 60.14 52.61
R3 57.45 55.97 51.47
R2 53.28 53.28 51.08
R1 51.80 51.80 50.70 52.54
PP 49.11 49.11 49.11 49.48
S1 47.63 47.63 49.94 48.37
S2 44.94 44.94 49.56
S3 40.77 43.46 49.17
S4 36.60 39.29 48.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.59 47.33 3.26 6.7% 1.34 2.8% 40% False False 82,933
10 50.59 43.38 7.21 14.8% 1.52 3.1% 73% False False 79,115
20 50.59 41.58 9.01 18.5% 1.47 3.0% 78% False False 76,110
40 52.30 41.58 10.72 22.0% 1.58 3.2% 66% False False 74,427
60 53.62 41.58 12.04 24.8% 1.53 3.2% 59% False False 69,632
80 53.62 41.58 12.04 24.8% 1.50 3.1% 59% False False 67,252
100 53.62 39.70 13.92 28.6% 1.52 3.1% 64% False False 65,498
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.09
2.618 54.44
1.618 52.82
1.000 51.82
0.618 51.20
HIGH 50.20
0.618 49.58
0.500 49.39
0.382 49.20
LOW 48.58
0.618 47.58
1.000 46.96
1.618 45.96
2.618 44.34
4.250 41.70
Fisher Pivots for day following 22-Aug-2016
Pivot 1 day 3 day
R1 49.39 49.59
PP 49.14 49.27
S1 48.89 48.96

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

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