NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 15-Aug-2016
Day Change Summary
Previous Current
12-Aug-2016 15-Aug-2016 Change Change % Previous Week
Open 45.69 46.75 1.06 2.3% 44.23
High 46.86 47.93 1.07 2.3% 46.86
Low 45.47 46.42 0.95 2.1% 43.38
Close 46.57 47.77 1.20 2.6% 46.57
Range 1.39 1.51 0.12 8.6% 3.48
ATR 1.58 1.58 -0.01 -0.3% 0.00
Volume 70,116 65,802 -4,314 -6.2% 410,426
Daily Pivots for day following 15-Aug-2016
Classic Woodie Camarilla DeMark
R4 51.90 51.35 48.60
R3 50.39 49.84 48.19
R2 48.88 48.88 48.05
R1 48.33 48.33 47.91 48.61
PP 47.37 47.37 47.37 47.51
S1 46.82 46.82 47.63 47.10
S2 45.86 45.86 47.49
S3 44.35 45.31 47.35
S4 42.84 43.80 46.94
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 56.04 54.79 48.48
R3 52.56 51.31 47.53
R2 49.08 49.08 47.21
R1 47.83 47.83 46.89 48.46
PP 45.60 45.60 45.60 45.92
S1 44.35 44.35 46.25 44.98
S2 42.12 42.12 45.93
S3 38.64 40.87 45.61
S4 35.16 37.39 44.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.93 43.38 4.55 9.5% 1.70 3.6% 96% True False 75,296
10 47.93 41.58 6.35 13.3% 1.61 3.4% 97% True False 77,551
20 48.33 41.58 6.75 14.1% 1.46 3.1% 92% False False 69,431
40 52.40 41.58 10.82 22.7% 1.65 3.4% 57% False False 73,760
60 53.62 41.58 12.04 25.2% 1.52 3.2% 51% False False 66,765
80 53.62 41.58 12.04 25.2% 1.51 3.2% 51% False False 65,123
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.35
2.618 51.88
1.618 50.37
1.000 49.44
0.618 48.86
HIGH 47.93
0.618 47.35
0.500 47.18
0.382 47.00
LOW 46.42
0.618 45.49
1.000 44.91
1.618 43.98
2.618 42.47
4.250 40.00
Fisher Pivots for day following 15-Aug-2016
Pivot 1 day 3 day
R1 47.57 47.07
PP 47.37 46.36
S1 47.18 45.66

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

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