NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 08-Aug-2016
Day Change Summary
Previous Current
05-Aug-2016 08-Aug-2016 Change Change % Previous Week
Open 42.55 42.70 0.15 0.4% 42.07
High 42.85 44.12 1.27 3.0% 42.85
Low 41.81 42.58 0.77 1.8% 39.96
Close 42.57 43.76 1.19 2.8% 42.57
Range 1.04 1.54 0.50 48.1% 2.89
ATR 1.54 1.54 0.00 0.0% 0.00
Volume 215,855 250,452 34,597 16.0% 892,181
Daily Pivots for day following 08-Aug-2016
Classic Woodie Camarilla DeMark
R4 48.11 47.47 44.61
R3 46.57 45.93 44.18
R2 45.03 45.03 44.04
R1 44.39 44.39 43.90 44.71
PP 43.49 43.49 43.49 43.65
S1 42.85 42.85 43.62 43.17
S2 41.95 41.95 43.48
S3 40.41 41.31 43.34
S4 38.87 39.77 42.91
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 50.46 49.41 44.16
R3 47.57 46.52 43.36
R2 44.68 44.68 43.10
R1 43.63 43.63 42.83 44.16
PP 41.79 41.79 41.79 42.06
S1 40.74 40.74 42.31 41.27
S2 38.90 38.90 42.04
S3 36.01 37.85 41.78
S4 33.12 34.96 40.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.12 39.96 4.16 9.5% 1.57 3.6% 91% True False 194,909
10 44.12 39.96 4.16 9.5% 1.46 3.3% 91% True False 158,920
20 48.37 39.96 8.41 19.2% 1.46 3.3% 45% False False 116,341
40 51.53 39.96 11.57 26.4% 1.62 3.7% 33% False False 79,968
60 53.02 39.96 13.06 29.8% 1.47 3.4% 29% False False 59,992
80 53.02 39.96 13.06 29.8% 1.52 3.5% 29% False False 50,008
100 53.02 39.08 13.94 31.9% 1.46 3.3% 34% False False 42,980
120 53.02 36.98 16.04 36.7% 1.44 3.3% 42% False False 37,368
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.67
2.618 48.15
1.618 46.61
1.000 45.66
0.618 45.07
HIGH 44.12
0.618 43.53
0.500 43.35
0.382 43.17
LOW 42.58
0.618 41.63
1.000 41.04
1.618 40.09
2.618 38.55
4.250 36.04
Fisher Pivots for day following 08-Aug-2016
Pivot 1 day 3 day
R1 43.62 43.39
PP 43.49 43.01
S1 43.35 42.64

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

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