NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 10-Aug-2016

Day Change Summary
	Previous	Current
	09-Aug-2016	10-Aug-2016	Change	Change %	Previous Week
Open	42.83	42.74	-0.09	-0.2%	41.35
High	43.52	43.39	-0.13	-0.3%	42.10
Low	42.47	41.42	-1.05	-2.5%	39.19
Close	42.77	41.71	-1.06	-2.5%	41.80
Range	1.05	1.97	0.92	87.6%	2.91
ATR	1.53	1.57	0.03	2.0%	0.00
Volume	624,703	676,148	51,445	8.2%	2,871,743

Daily Pivots for day following 10-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	48.08	46.87	42.79
R3	46.11	44.90	42.25
R2	44.14	44.14	42.07
R1	42.93	42.93	41.89	42.55
PP	42.17	42.17	42.17	41.99
S1	40.96	40.96	41.53	40.58
S2	40.20	40.20	41.35
S3	38.23	38.99	41.17
S4	36.26	37.02	40.63

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	49.76	48.69	43.40
R3	46.85	45.78	42.60
R2	43.94	43.94	42.33
R1	42.87	42.87	42.07	43.41
PP	41.03	41.03	41.03	41.30
S1	39.96	39.96	41.53	40.50
S2	38.12	38.12	41.27
S3	35.21	37.05	41.00
S4	32.30	34.14	40.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.52	40.43	3.09	7.4%	1.46	3.5%	41%	False	False	602,481
10	43.52	39.19	4.33	10.4%	1.53	3.7%	58%	False	False	566,180
20	47.05	39.19	7.86	18.8%	1.41	3.4%	32%	False	False	492,341
40	51.11	39.19	11.92	28.6%	1.69	4.0%	21%	False	False	325,805
60	52.73	39.19	13.54	32.5%	1.53	3.7%	19%	False	False	237,092
80	52.73	39.19	13.54	32.5%	1.57	3.8%	19%	False	False	187,973
100	52.73	38.67	14.06	33.7%	1.55	3.7%	22%	False	False	156,807
120	52.73	36.21	16.52	39.6%	1.54	3.7%	33%	False	False	135,577

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	0.49
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	51.76
2.618	48.55
1.618	46.58
1.000	45.36
0.618	44.61
HIGH	43.39
0.618	42.64
0.500	42.41
0.382	42.17
LOW	41.42
0.618	40.20
1.000	39.45
1.618	38.23
2.618	36.26
4.250	33.05

Fisher Pivots for day following 10-Aug-2016
Pivot	1 day	3 day
R1	42.41	42.47
PP	42.17	42.22
S1	41.94	41.96

Download as Excel Spreadsheet

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

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