NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 08-Aug-2016
Day Change Summary
Previous Current
05-Aug-2016 08-Aug-2016 Change Change % Previous Week
Open 41.84 41.99 0.15 0.4% 41.35
High 42.10 43.39 1.29 3.1% 42.10
Low 41.06 41.81 0.75 1.8% 39.19
Close 41.80 43.02 1.22 2.9% 41.80
Range 1.04 1.58 0.54 51.9% 2.91
ATR 1.57 1.57 0.00 0.1% 0.00
Volume 550,189 562,530 12,341 2.2% 2,871,743
Daily Pivots for day following 08-Aug-2016
Classic Woodie Camarilla DeMark
R4 47.48 46.83 43.89
R3 45.90 45.25 43.45
R2 44.32 44.32 43.31
R1 43.67 43.67 43.16 44.00
PP 42.74 42.74 42.74 42.90
S1 42.09 42.09 42.88 42.42
S2 41.16 41.16 42.73
S3 39.58 40.51 42.59
S4 38.00 38.93 42.15
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 49.76 48.69 43.40
R3 46.85 45.78 42.60
R2 43.94 43.94 42.33
R1 42.87 42.87 42.07 43.41
PP 41.03 41.03 41.03 41.30
S1 39.96 39.96 41.53 40.50
S2 38.12 38.12 41.27
S3 35.21 37.05 41.00
S4 32.30 34.14 40.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.39 39.19 4.20 9.8% 1.59 3.7% 91% True False 580,250
10 43.39 39.19 4.20 9.8% 1.48 3.4% 91% True False 535,966
20 47.69 39.19 8.50 19.8% 1.48 3.5% 45% False False 461,324
40 51.11 39.19 11.92 27.7% 1.66 3.9% 32% False False 297,605
60 52.73 39.19 13.54 31.5% 1.52 3.5% 28% False False 216,837
80 52.73 39.19 13.54 31.5% 1.59 3.7% 28% False False 172,781
100 52.73 38.67 14.06 32.7% 1.54 3.6% 31% False False 144,697
120 52.73 36.21 16.52 38.4% 1.53 3.6% 41% False False 125,003
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.11
2.618 47.53
1.618 45.95
1.000 44.97
0.618 44.37
HIGH 43.39
0.618 42.79
0.500 42.60
0.382 42.41
LOW 41.81
0.618 40.83
1.000 40.23
1.618 39.25
2.618 37.67
4.250 35.10
Fisher Pivots for day following 08-Aug-2016
Pivot 1 day 3 day
R1 42.88 42.65
PP 42.74 42.28
S1 42.60 41.91

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

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