NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 18-Aug-2016
Day Change Summary
Previous Current
17-Aug-2016 18-Aug-2016 Change Change % Previous Week
Open 47.02 47.58 0.56 1.2% 42.70
High 47.68 49.05 1.37 2.9% 45.47
Low 46.50 47.28 0.78 1.7% 41.85
Close 47.52 48.89 1.37 2.9% 45.18
Range 1.18 1.77 0.59 50.0% 3.62
ATR 1.56 1.57 0.02 1.0% 0.00
Volume 397,540 474,898 77,358 19.5% 1,201,039
Daily Pivots for day following 18-Aug-2016
Classic Woodie Camarilla DeMark
R4 53.72 53.07 49.86
R3 51.95 51.30 49.38
R2 50.18 50.18 49.21
R1 49.53 49.53 49.05 49.86
PP 48.41 48.41 48.41 48.57
S1 47.76 47.76 48.73 48.09
S2 46.64 46.64 48.57
S3 44.87 45.99 48.40
S4 43.10 44.22 47.92
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 55.03 53.72 47.17
R3 51.41 50.10 46.18
R2 47.79 47.79 45.84
R1 46.48 46.48 45.51 47.14
PP 44.17 44.17 44.17 44.49
S1 42.86 42.86 44.85 43.52
S2 40.55 40.55 44.52
S3 36.93 39.24 44.18
S4 33.31 35.62 43.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.05 44.03 5.02 10.3% 1.46 3.0% 97% True False 314,974
10 49.05 41.81 7.24 14.8% 1.56 3.2% 98% True False 280,479
20 49.05 39.96 9.09 18.6% 1.51 3.1% 98% True False 203,377
40 51.53 39.96 11.57 23.7% 1.65 3.4% 77% False False 132,129
60 53.02 39.96 13.06 26.7% 1.54 3.1% 68% False False 96,506
80 53.02 39.96 13.06 26.7% 1.52 3.1% 68% False False 77,440
100 53.02 39.08 13.94 28.5% 1.51 3.1% 70% False False 65,224
120 53.02 39.08 13.94 28.5% 1.45 3.0% 70% False False 56,370
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 0.33
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 56.57
2.618 53.68
1.618 51.91
1.000 50.82
0.618 50.14
HIGH 49.05
0.618 48.37
0.500 48.17
0.382 47.96
LOW 47.28
0.618 46.19
1.000 45.51
1.618 44.42
2.618 42.65
4.250 39.76
Fisher Pivots for day following 18-Aug-2016
Pivot 1 day 3 day
R1 48.65 48.44
PP 48.41 47.98
S1 48.17 47.53

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

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