NYMEX Light Sweet Crude Oil Future October 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 42.70 43.48 0.78 1.8% 42.07
High 44.12 44.21 0.09 0.2% 42.85
Low 42.58 43.21 0.63 1.5% 39.96
Close 43.76 43.50 -0.26 -0.6% 42.57
Range 1.54 1.00 -0.54 -35.1% 2.89
ATR 1.54 1.50 -0.04 -2.5% 0.00
Volume 250,452 243,534 -6,918 -2.8% 892,181
Daily Pivots for day following 09-Aug-2016
Classic Woodie Camarilla DeMark
R4 46.64 46.07 44.05
R3 45.64 45.07 43.78
R2 44.64 44.64 43.68
R1 44.07 44.07 43.59 44.36
PP 43.64 43.64 43.64 43.78
S1 43.07 43.07 43.41 43.36
S2 42.64 42.64 43.32
S3 41.64 42.07 43.23
S4 40.64 41.07 42.95
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 44.21 39.96 4.25 9.8% 1.44 3.3% 83% True False 216,297
10 44.21 39.96 4.25 9.8% 1.46 3.4% 83% True False 172,881
20 48.06 39.96 8.10 18.6% 1.39 3.2% 44% False False 123,779
40 51.53 39.96 11.57 26.6% 1.62 3.7% 31% False False 85,451
60 53.02 39.96 13.06 30.0% 1.48 3.4% 27% False False 63,776
80 53.02 39.96 13.06 30.0% 1.52 3.5% 27% False False 52,870
100 53.02 39.08 13.94 32.0% 1.46 3.4% 32% False False 45,203
120 53.02 36.98 16.04 36.9% 1.43 3.3% 41% False False 39,339
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 0.46
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 48.46
2.618 46.83
1.618 45.83
1.000 45.21
0.618 44.83
HIGH 44.21
0.618 43.83
0.500 43.71
0.382 43.59
LOW 43.21
0.618 42.59
1.000 42.21
1.618 41.59
2.618 40.59
4.250 38.96
Fisher Pivots for day following 09-Aug-2016
Pivot 1 day 3 day
R1 43.71 43.34
PP 43.64 43.17
S1 43.57 43.01

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

View Archives - Comment on this page... - Back to Index of Symbols