NYMEX Light Sweet Crude Oil Future October 2016

Trading Metrics calculated at close of trading on 11-Aug-2016

Day Change Summary
	Previous	Current
	10-Aug-2016	11-Aug-2016	Change	Change %	Previous Week
Open	43.37	42.21	-1.16	-2.7%	42.07
High	44.12	44.59	0.47	1.1%	42.85
Low	42.17	41.85	-0.32	-0.8%	39.96
Close	42.46	44.23	1.77	4.2%	42.57
Range	1.95	2.74	0.79	40.5%	2.89
ATR	1.54	1.62	0.09	5.6%	0.00
Volume	255,727	264,353	8,626	3.4%	892,181

Daily Pivots for day following 11-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	51.78	50.74	45.74
R3	49.04	48.00	44.98
R2	46.30	46.30	44.73
R1	45.26	45.26	44.48	45.78
PP	43.56	43.56	43.56	43.82
S1	42.52	42.52	43.98	43.04
S2	40.82	40.82	43.73
S3	38.08	39.78	43.48
S4	35.34	37.04	42.72

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	44.59	41.81	2.78	6.3%	1.65	3.7%	87%	True	False	245,984
10	44.59	39.96	4.63	10.5%	1.67	3.8%	92%	True	False	202,126
20	47.67	39.96	7.71	17.4%	1.48	3.3%	55%	False	False	141,581
40	51.53	39.96	11.57	26.2%	1.69	3.8%	37%	False	False	97,205
60	53.02	39.96	13.06	29.5%	1.51	3.4%	33%	False	False	71,628
80	53.02	39.96	13.06	29.5%	1.52	3.4%	33%	False	False	58,906
100	53.02	39.08	13.94	31.5%	1.49	3.4%	37%	False	False	50,052
120	53.02	36.98	16.04	36.3%	1.45	3.3%	45%	False	False	43,560

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	56.24
2.618	51.76
1.618	49.02
1.000	47.33
0.618	46.28
HIGH	44.59
0.618	43.54
0.500	43.22
0.382	42.90
LOW	41.85
0.618	40.16
1.000	39.11
1.618	37.42
2.618	34.68
4.250	30.21

Fisher Pivots for day following 11-Aug-2016
Pivot	1 day	3 day
R1	43.89	43.89
PP	43.56	43.56
S1	43.22	43.22

Download as Excel Spreadsheet

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

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