NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 05-Aug-2016
Day Change Summary
Previous Current
04-Aug-2016 05-Aug-2016 Change Change % Previous Week
Open 41.87 42.55 0.68 1.6% 42.07
High 42.81 42.85 0.04 0.1% 42.85
Low 41.16 41.81 0.65 1.6% 39.96
Close 42.69 42.57 -0.12 -0.3% 42.57
Range 1.65 1.04 -0.61 -37.0% 2.89
ATR 1.58 1.54 -0.04 -2.4% 0.00
Volume 195,416 215,855 20,439 10.5% 892,181
Daily Pivots for day following 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 45.53 45.09 43.14
R3 44.49 44.05 42.86
R2 43.45 43.45 42.76
R1 43.01 43.01 42.67 43.23
PP 42.41 42.41 42.41 42.52
S1 41.97 41.97 42.47 42.19
S2 41.37 41.37 42.38
S3 40.33 40.93 42.28
S4 39.29 39.89 42.00
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 50.46 49.41 44.16
R3 47.57 46.52 43.36
R2 44.68 44.68 43.10
R1 43.63 43.63 42.83 44.16
PP 41.79 41.79 41.79 42.06
S1 40.74 40.74 42.31 41.27
S2 38.90 38.90 42.04
S3 36.01 37.85 41.78
S4 33.12 34.96 40.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.85 39.96 2.89 6.8% 1.67 3.9% 90% True False 178,436
10 45.05 39.96 5.09 12.0% 1.44 3.4% 51% False False 141,056
20 48.37 39.96 8.41 19.8% 1.44 3.4% 31% False False 107,673
40 52.09 39.96 12.13 28.5% 1.63 3.8% 22% False False 74,437
60 53.02 39.96 13.06 30.7% 1.47 3.4% 20% False False 56,202
80 53.02 39.96 13.06 30.7% 1.52 3.6% 20% False False 47,021
100 53.02 39.08 13.94 32.7% 1.46 3.4% 25% False False 40,618
120 53.02 36.98 16.04 37.7% 1.45 3.4% 35% False False 35,360
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.47
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 47.27
2.618 45.57
1.618 44.53
1.000 43.89
0.618 43.49
HIGH 42.85
0.618 42.45
0.500 42.33
0.382 42.21
LOW 41.81
0.618 41.17
1.000 40.77
1.618 40.13
2.618 39.09
4.250 37.39
Fisher Pivots for day following 05-Aug-2016
Pivot 1 day 3 day
R1 42.49 42.18
PP 42.41 41.79
S1 42.33 41.41

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

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