NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 10-Aug-2016
Day Change Summary
Previous Current
09-Aug-2016 10-Aug-2016 Change Change % Previous Week
Open 42.83 42.74 -0.09 -0.2% 41.35
High 43.52 43.39 -0.13 -0.3% 42.10
Low 42.47 41.42 -1.05 -2.5% 39.19
Close 42.77 41.71 -1.06 -2.5% 41.80
Range 1.05 1.97 0.92 87.6% 2.91
ATR 1.53 1.57 0.03 2.0% 0.00
Volume 624,703 676,148 51,445 8.2% 2,871,743
Daily Pivots for day following 10-Aug-2016
Classic Woodie Camarilla DeMark
R4 48.08 46.87 42.79
R3 46.11 44.90 42.25
R2 44.14 44.14 42.07
R1 42.93 42.93 41.89 42.55
PP 42.17 42.17 42.17 41.99
S1 40.96 40.96 41.53 40.58
S2 40.20 40.20 41.35
S3 38.23 38.99 41.17
S4 36.26 37.02 40.63
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 40.43 3.09 7.4% 1.46 3.5% 41% False False 602,481
10 43.52 39.19 4.33 10.4% 1.53 3.7% 58% False False 566,180
20 47.05 39.19 7.86 18.8% 1.41 3.4% 32% False False 492,341
40 51.11 39.19 11.92 28.6% 1.69 4.0% 21% False False 325,805
60 52.73 39.19 13.54 32.5% 1.53 3.7% 19% False False 237,092
80 52.73 39.19 13.54 32.5% 1.57 3.8% 19% False False 187,973
100 52.73 38.67 14.06 33.7% 1.55 3.7% 22% False False 156,807
120 52.73 36.21 16.52 39.6% 1.54 3.7% 33% False False 135,577
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 51.76
2.618 48.55
1.618 46.58
1.000 45.36
0.618 44.61
HIGH 43.39
0.618 42.64
0.500 42.41
0.382 42.17
LOW 41.42
0.618 40.20
1.000 39.45
1.618 38.23
2.618 36.26
4.250 33.05
Fisher Pivots for day following 10-Aug-2016
Pivot 1 day 3 day
R1 42.41 42.47
PP 42.17 42.22
S1 41.94 41.96

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

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