NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 01-Sep-2016
Day Change Summary
Previous Current
31-Aug-2016 01-Sep-2016 Change Change % Previous Week
Open 47.52 46.01 -1.51 -3.2% 50.19
High 47.67 46.26 -1.41 -3.0% 50.20
Low 45.74 44.19 -1.55 -3.4% 47.77
Close 45.91 44.34 -1.57 -3.4% 48.98
Range 1.93 2.07 0.14 7.3% 2.43
ATR 1.48 1.52 0.04 2.8% 0.00
Volume 111,117 112,351 1,234 1.1% 403,362
Daily Pivots for day following 01-Sep-2016
Classic Woodie Camarilla DeMark
R4 51.14 49.81 45.48
R3 49.07 47.74 44.91
R2 47.00 47.00 44.72
R1 45.67 45.67 44.53 45.30
PP 44.93 44.93 44.93 44.75
S1 43.60 43.60 44.15 43.23
S2 42.86 42.86 43.96
S3 40.79 41.53 43.77
S4 38.72 39.46 43.20
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 56.27 55.06 50.32
R3 53.84 52.63 49.65
R2 51.41 51.41 49.43
R1 50.20 50.20 49.20 49.59
PP 48.98 48.98 48.98 48.68
S1 47.77 47.77 48.76 47.16
S2 46.55 46.55 48.53
S3 44.12 45.34 48.31
S4 41.69 42.91 47.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.79 44.19 5.60 12.6% 1.49 3.4% 3% False True 86,626
10 50.59 44.19 6.40 14.4% 1.39 3.1% 2% False True 85,085
20 50.59 43.37 7.22 16.3% 1.45 3.3% 13% False False 82,516
40 50.59 41.58 9.01 20.3% 1.44 3.2% 31% False False 75,241
60 53.62 41.58 12.04 27.2% 1.57 3.5% 23% False False 74,566
80 53.62 41.58 12.04 27.2% 1.48 3.3% 23% False False 69,591
100 53.62 41.43 12.19 27.5% 1.51 3.4% 24% False False 67,505
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 55.06
2.618 51.68
1.618 49.61
1.000 48.33
0.618 47.54
HIGH 46.26
0.618 45.47
0.500 45.23
0.382 44.98
LOW 44.19
0.618 42.91
1.000 42.12
1.618 40.84
2.618 38.77
4.250 35.39
Fisher Pivots for day following 01-Sep-2016
Pivot 1 day 3 day
R1 45.23 46.46
PP 44.93 45.75
S1 44.64 45.05

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

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