NYMEX Light Sweet Crude Oil Future October 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 43.48 43.37 -0.11 -0.3% 42.07
High 44.21 44.12 -0.09 -0.2% 42.85
Low 43.21 42.17 -1.04 -2.4% 39.96
Close 43.50 42.46 -1.04 -2.4% 42.57
Range 1.00 1.95 0.95 95.0% 2.89
ATR 1.50 1.54 0.03 2.1% 0.00
Volume 243,534 255,727 12,193 5.0% 892,181
Daily Pivots for day following 10-Aug-2016
Classic Woodie Camarilla DeMark
R4 48.77 47.56 43.53
R3 46.82 45.61 43.00
R2 44.87 44.87 42.82
R1 43.66 43.66 42.64 43.29
PP 42.92 42.92 42.92 42.73
S1 41.71 41.71 42.28 41.34
S2 40.97 40.97 42.10
S3 39.02 39.76 41.92
S4 37.07 37.81 41.39
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 41.16 3.05 7.2% 1.44 3.4% 43% False False 232,196
10 44.21 39.96 4.25 10.0% 1.51 3.5% 59% False False 185,172
20 47.67 39.96 7.71 18.2% 1.38 3.3% 32% False False 131,229
40 51.53 39.96 11.57 27.2% 1.65 3.9% 22% False False 91,310
60 53.02 39.96 13.06 30.8% 1.49 3.5% 19% False False 67,595
80 53.02 39.96 13.06 30.8% 1.51 3.6% 19% False False 55,830
100 53.02 39.08 13.94 32.8% 1.47 3.5% 24% False False 47,502
120 53.02 36.98 16.04 37.8% 1.44 3.4% 34% False False 41,436
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 0.48
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 52.41
2.618 49.23
1.618 47.28
1.000 46.07
0.618 45.33
HIGH 44.12
0.618 43.38
0.500 43.15
0.382 42.91
LOW 42.17
0.618 40.96
1.000 40.22
1.618 39.01
2.618 37.06
4.250 33.88
Fisher Pivots for day following 10-Aug-2016
Pivot 1 day 3 day
R1 43.15 43.19
PP 42.92 42.95
S1 42.69 42.70

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

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