NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 19-Aug-2016
Day Change Summary
Previous Current
18-Aug-2016 19-Aug-2016 Change Change % Previous Week
Open 49.57 50.76 1.19 2.4% 47.32
High 50.91 51.13 0.22 0.4% 51.13
Low 49.42 50.35 0.93 1.9% 47.09
Close 50.79 50.89 0.10 0.2% 50.89
Range 1.49 0.78 -0.71 -47.7% 4.04
ATR 1.47 1.42 -0.05 -3.4% 0.00
Volume 27,484 32,855 5,371 19.5% 143,118
Daily Pivots for day following 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 53.13 52.79 51.32
R3 52.35 52.01 51.10
R2 51.57 51.57 51.03
R1 51.23 51.23 50.96 51.40
PP 50.79 50.79 50.79 50.88
S1 50.45 50.45 50.82 50.62
S2 50.01 50.01 50.75
S3 49.23 49.67 50.68
S4 48.45 48.89 50.46
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 61.82 60.40 53.11
R3 57.78 56.36 52.00
R2 53.74 53.74 51.63
R1 52.32 52.32 51.26 53.03
PP 49.70 49.70 49.70 50.06
S1 48.28 48.28 50.52 48.99
S2 45.66 45.66 50.15
S3 41.62 44.24 49.78
S4 37.58 40.20 48.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.13 47.09 4.04 7.9% 1.24 2.4% 94% True False 28,623
10 51.13 44.09 7.04 13.8% 1.43 2.8% 97% True False 26,847
20 51.13 42.34 8.79 17.3% 1.40 2.8% 97% True False 21,840
40 52.66 42.34 10.32 20.3% 1.54 3.0% 83% False False 19,198
60 53.72 42.34 11.38 22.4% 1.40 2.8% 75% False False 15,445
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.32
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 54.45
2.618 53.17
1.618 52.39
1.000 51.91
0.618 51.61
HIGH 51.13
0.618 50.83
0.500 50.74
0.382 50.65
LOW 50.35
0.618 49.87
1.000 49.57
1.618 49.09
2.618 48.31
4.250 47.04
Fisher Pivots for day following 19-Aug-2016
Pivot 1 day 3 day
R1 50.84 50.55
PP 50.79 50.20
S1 50.74 49.86

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

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