NYMEX Light Sweet Crude Oil Future November 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	44.30	44.22	-0.08	-0.2%	42.77
High	44.95	44.86	-0.09	-0.2%	43.63
Low	43.96	42.97	-0.99	-2.3%	40.77
Close	44.25	43.25	-1.00	-2.3%	43.38
Range	0.99	1.89	0.90	90.9%	2.86
ATR	1.48	1.51	0.03	2.0%	0.00
Volume	100,756	109,371	8,615	8.6%	330,189

Daily Pivots for day following 10-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	49.36	48.20	44.29
R3	47.47	46.31	43.77
R2	45.58	45.58	43.60
R1	44.42	44.42	43.42	44.06
PP	43.69	43.69	43.69	43.51
S1	42.53	42.53	43.08	42.17
S2	41.80	41.80	42.90
S3	39.91	40.64	42.73
S4	38.02	38.75	42.21

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	51.17	50.14	44.95
R3	48.31	47.28	44.17
R2	45.45	45.45	43.90
R1	44.42	44.42	43.64	44.94
PP	42.59	42.59	42.59	42.85
S1	41.56	41.56	43.12	42.08
S2	39.73	39.73	42.86
S3	36.87	38.70	42.59
S4	34.01	35.84	41.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	44.95	41.91	3.04	7.0%	1.41	3.3%	44%	False	False	101,105
10	44.95	40.77	4.18	9.7%	1.48	3.4%	59%	False	False	73,389
20	48.35	40.77	7.58	17.5%	1.36	3.2%	33%	False	False	53,663
40	52.00	40.77	11.23	26.0%	1.62	3.7%	22%	False	False	41,671
60	53.39	40.77	12.62	29.2%	1.45	3.4%	20%	False	False	32,678
80	53.39	40.77	12.62	29.2%	1.45	3.4%	20%	False	False	28,299
100	53.39	39.40	13.99	32.3%	1.40	3.2%	28%	False	False	24,849

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	52.89
2.618	49.81
1.618	47.92
1.000	46.75
0.618	46.03
HIGH	44.86
0.618	44.14
0.500	43.92
0.382	43.69
LOW	42.97
0.618	41.80
1.000	41.08
1.618	39.91
2.618	38.02
4.250	34.94

Fisher Pivots for day following 10-Aug-2016
Pivot	1 day	3 day
R1	43.92	43.96
PP	43.69	43.72
S1	43.47	43.49

Download as Excel Spreadsheet

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

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