NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 04-Aug-2016
Day Change Summary
Previous Current
03-Aug-2016 04-Aug-2016 Change Change % Previous Week
Open 39.70 41.16 1.46 3.7% 44.20
High 41.20 42.08 0.88 2.1% 44.37
Low 39.19 40.43 1.24 3.2% 40.57
Close 40.83 41.93 1.10 2.7% 41.60
Range 2.01 1.65 -0.36 -17.9% 3.80
ATR 1.61 1.61 0.00 0.2% 0.00
Volume 655,186 598,836 -56,350 -8.6% 2,315,227
Daily Pivots for day following 04-Aug-2016
Classic Woodie Camarilla DeMark
R4 46.43 45.83 42.84
R3 44.78 44.18 42.38
R2 43.13 43.13 42.23
R1 42.53 42.53 42.08 42.83
PP 41.48 41.48 41.48 41.63
S1 40.88 40.88 41.78 41.18
S2 39.83 39.83 41.63
S3 38.18 39.23 41.48
S4 36.53 37.58 41.02
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 53.58 51.39 43.69
R3 49.78 47.59 42.65
R2 45.98 45.98 42.30
R1 43.79 43.79 41.95 42.99
PP 42.18 42.18 42.18 41.78
S1 39.99 39.99 41.25 39.19
S2 38.38 38.38 40.90
S3 34.58 36.19 40.56
S4 30.78 32.39 39.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.08 39.19 2.89 6.9% 1.69 4.0% 95% True False 560,063
10 44.97 39.19 5.78 13.8% 1.48 3.5% 47% False False 506,518
20 47.69 39.19 8.50 20.3% 1.48 3.5% 32% False False 430,170
40 52.73 39.19 13.54 32.3% 1.68 4.0% 20% False False 274,727
60 52.73 39.19 13.54 32.3% 1.54 3.7% 20% False False 200,063
80 52.73 39.19 13.54 32.3% 1.58 3.8% 20% False False 159,839
100 52.73 38.67 14.06 33.5% 1.54 3.7% 23% False False 134,164
120 52.73 36.18 16.55 39.5% 1.56 3.7% 35% False False 116,082
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 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.09
2.618 46.40
1.618 44.75
1.000 43.73
0.618 43.10
HIGH 42.08
0.618 41.45
0.500 41.26
0.382 41.06
LOW 40.43
0.618 39.41
1.000 38.78
1.618 37.76
2.618 36.11
4.250 33.42
Fisher Pivots for day following 04-Aug-2016
Pivot 1 day 3 day
R1 41.71 41.50
PP 41.48 41.07
S1 41.26 40.64

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

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