NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 25-Aug-2016
Day Change Summary
Previous Current
24-Aug-2016 25-Aug-2016 Change Change % Previous Week
Open 48.84 48.16 -0.68 -1.4% 46.75
High 49.05 48.80 -0.25 -0.5% 50.59
Low 47.83 47.77 -0.06 -0.1% 46.42
Close 48.16 48.69 0.53 1.1% 50.32
Range 1.22 1.03 -0.19 -15.6% 4.17
ATR 1.53 1.49 -0.04 -2.3% 0.00
Volume 96,744 65,697 -31,047 -32.1% 408,690
Daily Pivots for day following 25-Aug-2016
Classic Woodie Camarilla DeMark
R4 51.51 51.13 49.26
R3 50.48 50.10 48.97
R2 49.45 49.45 48.88
R1 49.07 49.07 48.78 49.26
PP 48.42 48.42 48.42 48.52
S1 48.04 48.04 48.60 48.23
S2 47.39 47.39 48.50
S3 46.36 47.01 48.41
S4 45.33 45.98 48.12
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 47.77 2.82 5.8% 1.28 2.6% 33% False True 83,543
10 50.59 45.47 5.12 10.5% 1.35 2.8% 63% False False 80,655
20 50.59 41.58 9.01 18.5% 1.49 3.1% 79% False False 78,662
40 51.88 41.58 10.30 21.2% 1.53 3.2% 69% False False 74,675
60 53.62 41.58 12.04 24.7% 1.54 3.2% 59% False False 71,684
80 53.62 41.58 12.04 24.7% 1.50 3.1% 59% False False 68,458
100 53.62 40.38 13.24 27.2% 1.52 3.1% 63% False False 66,730
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 53.18
2.618 51.50
1.618 50.47
1.000 49.83
0.618 49.44
HIGH 48.80
0.618 48.41
0.500 48.29
0.382 48.16
LOW 47.77
0.618 47.13
1.000 46.74
1.618 46.10
2.618 45.07
4.250 43.39
Fisher Pivots for day following 25-Aug-2016
Pivot 1 day 3 day
R1 48.56 48.69
PP 48.42 48.69
S1 48.29 48.69

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

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