NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 29-Aug-2016
Day Change Summary
Previous Current
26-Aug-2016 29-Aug-2016 Change Change % Previous Week
Open 47.37 47.22 -0.15 -0.3% 49.02
High 48.46 47.28 -1.18 -2.4% 49.08
Low 46.94 46.62 -0.32 -0.7% 46.42
Close 47.64 46.98 -0.66 -1.4% 47.64
Range 1.52 0.66 -0.86 -56.6% 2.66
ATR 1.52 1.49 -0.04 -2.4% 0.00
Volume 558,344 309,254 -249,090 -44.6% 2,759,815
Daily Pivots for day following 29-Aug-2016
Classic Woodie Camarilla DeMark
R4 48.94 48.62 47.34
R3 48.28 47.96 47.16
R2 47.62 47.62 47.10
R1 47.30 47.30 47.04 47.13
PP 46.96 46.96 46.96 46.88
S1 46.64 46.64 46.92 46.47
S2 46.30 46.30 46.86
S3 45.64 45.98 46.80
S4 44.98 45.32 46.62
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 55.69 54.33 49.10
R3 53.03 51.67 48.37
R2 50.37 50.37 48.13
R1 49.01 49.01 47.88 48.36
PP 47.71 47.71 47.71 47.39
S1 46.35 46.35 47.40 45.70
S2 45.05 45.05 47.15
S3 42.39 43.69 46.91
S4 39.73 41.03 46.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.46 46.42 2.04 4.3% 1.25 2.7% 27% False False 510,762
10 49.36 46.00 3.36 7.2% 1.31 2.8% 29% False False 476,954
20 49.36 39.96 9.40 20.0% 1.48 3.2% 75% False False 346,883
40 50.62 39.96 10.66 22.7% 1.54 3.3% 66% False False 214,622
60 53.02 39.96 13.06 27.8% 1.55 3.3% 54% False False 154,833
80 53.02 39.96 13.06 27.8% 1.49 3.2% 54% False False 121,204
100 53.02 39.96 13.06 27.8% 1.50 3.2% 54% False False 100,570
120 53.02 39.08 13.94 29.7% 1.44 3.1% 57% False False 85,952
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 0.34
Narrowest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 50.09
2.618 49.01
1.618 48.35
1.000 47.94
0.618 47.69
HIGH 47.28
0.618 47.03
0.500 46.95
0.382 46.87
LOW 46.62
0.618 46.21
1.000 45.96
1.618 45.55
2.618 44.89
4.250 43.82
Fisher Pivots for day following 29-Aug-2016
Pivot 1 day 3 day
R1 46.97 47.44
PP 46.96 47.29
S1 46.95 47.13

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

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