NYMEX Light Sweet Crude Oil Future November 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 44.22 43.01 -1.21 -2.7% 42.77
High 44.86 45.35 0.49 1.1% 43.63
Low 42.97 42.64 -0.33 -0.8% 40.77
Close 43.25 44.99 1.74 4.0% 43.38
Range 1.89 2.71 0.82 43.4% 2.86
ATR 1.51 1.60 0.09 5.7% 0.00
Volume 109,371 97,100 -12,271 -11.2% 330,189
Daily Pivots for day following 11-Aug-2016
Classic Woodie Camarilla DeMark
R4 52.46 51.43 46.48
R3 49.75 48.72 45.74
R2 47.04 47.04 45.49
R1 46.01 46.01 45.24 46.53
PP 44.33 44.33 44.33 44.58
S1 43.30 43.30 44.74 43.82
S2 41.62 41.62 44.49
S3 38.91 40.59 44.24
S4 36.20 37.88 43.50
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 45.35 42.63 2.72 6.0% 1.62 3.6% 87% True False 105,473
10 45.35 40.77 4.58 10.2% 1.64 3.6% 92% True False 80,106
20 48.35 40.77 7.58 16.8% 1.45 3.2% 56% False False 56,727
40 52.00 40.77 11.23 25.0% 1.65 3.7% 38% False False 43,571
60 53.39 40.77 12.62 28.1% 1.48 3.3% 33% False False 34,057
80 53.39 40.77 12.62 28.1% 1.47 3.3% 33% False False 29,362
100 53.39 39.40 13.99 31.1% 1.42 3.2% 40% False False 25,742
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 0.50
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 56.87
2.618 52.44
1.618 49.73
1.000 48.06
0.618 47.02
HIGH 45.35
0.618 44.31
0.500 44.00
0.382 43.68
LOW 42.64
0.618 40.97
1.000 39.93
1.618 38.26
2.618 35.55
4.250 31.12
Fisher Pivots for day following 11-Aug-2016
Pivot 1 day 3 day
R1 44.66 44.66
PP 44.33 44.33
S1 44.00 44.00

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

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