NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 09-Aug-2016
Day Change Summary
Previous Current
08-Aug-2016 09-Aug-2016 Change Change % Previous Week
Open 41.99 42.83 0.84 2.0% 41.35
High 43.39 43.52 0.13 0.3% 42.10
Low 41.81 42.47 0.66 1.6% 39.19
Close 43.02 42.77 -0.25 -0.6% 41.80
Range 1.58 1.05 -0.53 -33.5% 2.91
ATR 1.57 1.53 -0.04 -2.4% 0.00
Volume 562,530 624,703 62,173 11.1% 2,871,743
Daily Pivots for day following 09-Aug-2016
Classic Woodie Camarilla DeMark
R4 46.07 45.47 43.35
R3 45.02 44.42 43.06
R2 43.97 43.97 42.96
R1 43.37 43.37 42.87 43.15
PP 42.92 42.92 42.92 42.81
S1 42.32 42.32 42.67 42.10
S2 41.87 41.87 42.58
S3 40.82 41.27 42.48
S4 39.77 40.22 42.19
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 43.52 39.19 4.33 10.1% 1.47 3.4% 83% True False 598,288
10 43.52 39.19 4.33 10.1% 1.48 3.5% 83% True False 552,304
20 47.41 39.19 8.22 19.2% 1.42 3.3% 44% False False 477,376
40 51.11 39.19 11.92 27.9% 1.66 3.9% 30% False False 310,830
60 52.73 39.19 13.54 31.7% 1.53 3.6% 26% False False 226,566
80 52.73 39.19 13.54 31.7% 1.58 3.7% 26% False False 180,008
100 52.73 38.67 14.06 32.9% 1.54 3.6% 29% False False 150,486
120 52.73 36.21 16.52 38.6% 1.53 3.6% 40% False False 130,047
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 47.98
2.618 46.27
1.618 45.22
1.000 44.57
0.618 44.17
HIGH 43.52
0.618 43.12
0.500 43.00
0.382 42.87
LOW 42.47
0.618 41.82
1.000 41.42
1.618 40.77
2.618 39.72
4.250 38.01
Fisher Pivots for day following 09-Aug-2016
Pivot 1 day 3 day
R1 43.00 42.61
PP 42.92 42.45
S1 42.85 42.29

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

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