NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 12-Aug-2016
Day Change Summary
Previous Current
11-Aug-2016 12-Aug-2016 Change Change % Previous Week
Open 43.01 44.94 1.93 4.5% 43.54
High 45.35 46.16 0.81 1.8% 46.16
Low 42.64 44.77 2.13 5.0% 42.64
Close 44.99 45.89 0.90 2.0% 45.89
Range 2.71 1.39 -1.32 -48.7% 3.52
ATR 1.60 1.58 -0.01 -0.9% 0.00
Volume 97,100 68,608 -28,492 -29.3% 501,940
Daily Pivots for day following 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 49.78 49.22 46.65
R3 48.39 47.83 46.27
R2 47.00 47.00 46.14
R1 46.44 46.44 46.02 46.72
PP 45.61 45.61 45.61 45.75
S1 45.05 45.05 45.76 45.33
S2 44.22 44.22 45.64
S3 42.83 43.66 45.51
S4 41.44 42.27 45.13
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 55.46 54.19 47.83
R3 51.94 50.67 46.86
R2 48.42 48.42 46.54
R1 47.15 47.15 46.21 47.79
PP 44.90 44.90 44.90 45.21
S1 43.63 43.63 45.57 44.27
S2 41.38 41.38 45.24
S3 37.86 40.11 44.92
S4 34.34 36.59 43.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.16 42.64 3.52 7.7% 1.70 3.7% 92% True False 100,388
10 46.16 40.77 5.39 11.7% 1.67 3.6% 95% True False 83,212
20 48.08 40.77 7.31 15.9% 1.46 3.2% 70% False False 58,685
40 52.00 40.77 11.23 24.5% 1.65 3.6% 46% False False 44,748
60 53.39 40.77 12.62 27.5% 1.49 3.2% 41% False False 34,963
80 53.39 40.77 12.62 27.5% 1.45 3.2% 41% False False 30,067
100 53.39 39.40 13.99 30.5% 1.43 3.1% 46% False False 26,314
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.07
2.618 49.80
1.618 48.41
1.000 47.55
0.618 47.02
HIGH 46.16
0.618 45.63
0.500 45.47
0.382 45.30
LOW 44.77
0.618 43.91
1.000 43.38
1.618 42.52
2.618 41.13
4.250 38.86
Fisher Pivots for day following 12-Aug-2016
Pivot 1 day 3 day
R1 45.75 45.39
PP 45.61 44.90
S1 45.47 44.40

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

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