NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 18-Aug-2016
Day Change Summary
Previous Current
17-Aug-2016 18-Aug-2016 Change Change % Previous Week
Open 48.95 49.57 0.62 1.3% 44.80
High 49.75 50.91 1.16 2.3% 47.41
Low 48.58 49.42 0.84 1.7% 44.09
Close 49.60 50.79 1.19 2.4% 47.20
Range 1.17 1.49 0.32 27.4% 3.32
ATR 1.47 1.47 0.00 0.1% 0.00
Volume 38,589 27,484 -11,105 -28.8% 125,357
Daily Pivots for day following 18-Aug-2016
Classic Woodie Camarilla DeMark
R4 54.84 54.31 51.61
R3 53.35 52.82 51.20
R2 51.86 51.86 51.06
R1 51.33 51.33 50.93 51.60
PP 50.37 50.37 50.37 50.51
S1 49.84 49.84 50.65 50.11
S2 48.88 48.88 50.52
S3 47.39 48.35 50.38
S4 45.90 46.86 49.97
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 56.19 55.02 49.03
R3 52.87 51.70 48.11
R2 49.55 49.55 47.81
R1 48.38 48.38 47.50 48.97
PP 46.23 46.23 46.23 46.53
S1 45.06 45.06 46.90 45.65
S2 42.91 42.91 46.59
S3 39.59 41.74 46.29
S4 36.27 38.42 45.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.91 46.12 4.79 9.4% 1.34 2.6% 97% True False 26,002
10 50.91 44.02 6.89 13.6% 1.44 2.8% 98% True False 26,100
20 50.91 42.34 8.57 16.9% 1.42 2.8% 99% True False 20,693
40 52.66 42.34 10.32 20.3% 1.55 3.0% 82% False False 18,616
60 53.72 42.34 11.38 22.4% 1.41 2.8% 74% False False 15,043
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 57.24
2.618 54.81
1.618 53.32
1.000 52.40
0.618 51.83
HIGH 50.91
0.618 50.34
0.500 50.17
0.382 49.99
LOW 49.42
0.618 48.50
1.000 47.93
1.618 47.01
2.618 45.52
4.250 43.09
Fisher Pivots for day following 18-Aug-2016
Pivot 1 day 3 day
R1 50.58 50.33
PP 50.37 49.88
S1 50.17 49.42

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

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