NYMEX Light Sweet Crude Oil Future December 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 44.95 44.93 -0.02 0.0% 43.67
High 45.66 45.60 -0.06 -0.1% 44.35
Low 44.65 43.72 -0.93 -2.1% 41.58
Close 44.95 44.00 -0.95 -2.1% 44.12
Range 1.01 1.88 0.87 86.1% 2.77
ATR 1.48 1.51 0.03 1.9% 0.00
Volume 67,882 89,173 21,291 31.4% 366,266
Daily Pivots for day following 10-Aug-2016
Classic Woodie Camarilla DeMark
R4 50.08 48.92 45.03
R3 48.20 47.04 44.52
R2 46.32 46.32 44.34
R1 45.16 45.16 44.17 44.80
PP 44.44 44.44 44.44 44.26
S1 43.28 43.28 43.83 42.92
S2 42.56 42.56 43.66
S3 40.68 41.40 43.48
S4 38.80 39.52 42.97
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 51.66 50.66 45.64
R3 48.89 47.89 44.88
R2 46.12 46.12 44.63
R1 45.12 45.12 44.37 45.62
PP 43.35 43.35 43.35 43.60
S1 42.35 42.35 43.87 42.85
S2 40.58 40.58 43.61
S3 37.81 39.58 43.36
S4 35.04 36.81 42.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.66 42.61 3.05 6.9% 1.41 3.2% 46% False False 85,486
10 45.66 41.58 4.08 9.3% 1.47 3.3% 59% False False 74,649
20 49.00 41.58 7.42 16.9% 1.36 3.1% 33% False False 67,494
40 52.40 41.58 10.82 24.6% 1.64 3.7% 22% False False 73,197
60 53.62 41.58 12.04 27.4% 1.48 3.4% 20% False False 65,953
80 53.62 41.58 12.04 27.4% 1.51 3.4% 20% False False 64,680
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 53.59
2.618 50.52
1.618 48.64
1.000 47.48
0.618 46.76
HIGH 45.60
0.618 44.88
0.500 44.66
0.382 44.44
LOW 43.72
0.618 42.56
1.000 41.84
1.618 40.68
2.618 38.80
4.250 35.73
Fisher Pivots for day following 10-Aug-2016
Pivot 1 day 3 day
R1 44.66 44.69
PP 44.44 44.46
S1 44.22 44.23

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

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