NYMEX Light Sweet Crude Oil Future January 2017


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 45.53 44.44 -1.09 -2.4% 44.30
High 46.19 46.72 0.53 1.1% 44.90
Low 44.40 44.09 -0.31 -0.7% 42.34
Close 44.69 46.38 1.69 3.8% 44.75
Range 1.79 2.63 0.84 46.9% 2.56
ATR 1.44 1.53 0.08 5.9% 0.00
Volume 30,644 23,648 -6,996 -22.8% 89,727
Daily Pivots for day following 11-Aug-2016
Classic Woodie Camarilla DeMark
R4 53.62 52.63 47.83
R3 50.99 50.00 47.10
R2 48.36 48.36 46.86
R1 47.37 47.37 46.62 47.87
PP 45.73 45.73 45.73 45.98
S1 44.74 44.74 46.14 45.24
S2 43.10 43.10 45.90
S3 40.47 42.11 45.66
S4 37.84 39.48 44.93
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 51.68 50.77 46.16
R3 49.12 48.21 45.45
R2 46.56 46.56 45.22
R1 45.65 45.65 44.98 46.11
PP 44.00 44.00 44.00 44.22
S1 43.09 43.09 44.52 43.55
S2 41.44 41.44 44.28
S3 38.88 40.53 44.05
S4 36.32 37.97 43.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.72 44.02 2.70 5.8% 1.54 3.3% 87% True False 26,198
10 46.72 42.34 4.38 9.4% 1.58 3.4% 92% True False 21,019
20 49.52 42.34 7.18 15.5% 1.40 3.0% 56% False False 17,910
40 52.66 42.34 10.32 22.3% 1.57 3.4% 39% False False 16,511
60 53.72 42.34 11.38 24.5% 1.38 3.0% 36% False False 13,275
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 0.47
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 57.90
2.618 53.61
1.618 50.98
1.000 49.35
0.618 48.35
HIGH 46.72
0.618 45.72
0.500 45.41
0.382 45.09
LOW 44.09
0.618 42.46
1.000 41.46
1.618 39.83
2.618 37.20
4.250 32.91
Fisher Pivots for day following 11-Aug-2016
Pivot 1 day 3 day
R1 46.06 46.06
PP 45.73 45.73
S1 45.41 45.41

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

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