NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 22-Aug-2016
Day Change Summary
Previous Current
19-Aug-2016 22-Aug-2016 Change Change % Previous Week
Open 49.57 49.58 0.01 0.0% 46.09
High 50.00 49.62 -0.38 -0.8% 50.00
Low 49.18 47.98 -1.20 -2.4% 45.76
Close 49.73 48.03 -1.70 -3.4% 49.73
Range 0.82 1.64 0.82 100.0% 4.24
ATR 1.49 1.51 0.02 1.2% 0.00
Volume 83,403 94,537 11,134 13.3% 369,838
Daily Pivots for day following 22-Aug-2016
Classic Woodie Camarilla DeMark
R4 53.46 52.39 48.93
R3 51.82 50.75 48.48
R2 50.18 50.18 48.33
R1 49.11 49.11 48.18 48.83
PP 48.54 48.54 48.54 48.40
S1 47.47 47.47 47.88 47.19
S2 46.90 46.90 47.73
S3 45.26 45.83 47.58
S4 43.62 44.19 47.13
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 61.22 59.71 52.06
R3 56.98 55.47 50.90
R2 52.74 52.74 50.51
R1 51.23 51.23 50.12 51.99
PP 48.50 48.50 48.50 48.87
S1 46.99 46.99 49.34 47.75
S2 44.26 44.26 48.95
S3 40.02 42.75 48.56
S4 35.78 38.51 47.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.00 46.69 3.31 6.9% 1.34 2.8% 40% False False 79,614
10 50.00 42.64 7.36 15.3% 1.52 3.2% 73% False False 84,021
20 50.00 40.77 9.23 19.2% 1.48 3.1% 79% False False 72,800
40 51.81 40.77 11.04 23.0% 1.57 3.3% 66% False False 53,028
60 53.39 40.77 12.62 26.3% 1.51 3.2% 58% False False 41,319
80 53.39 40.77 12.62 26.3% 1.47 3.1% 58% False False 35,039
100 53.39 39.40 13.99 29.1% 1.45 3.0% 62% False False 30,535
120 53.39 39.40 13.99 29.1% 1.38 2.9% 62% False False 26,977
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.59
2.618 53.91
1.618 52.27
1.000 51.26
0.618 50.63
HIGH 49.62
0.618 48.99
0.500 48.80
0.382 48.61
LOW 47.98
0.618 46.97
1.000 46.34
1.618 45.33
2.618 43.69
4.250 41.01
Fisher Pivots for day following 22-Aug-2016
Pivot 1 day 3 day
R1 48.80 48.99
PP 48.54 48.67
S1 48.29 48.35

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

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