NYMEX Light Sweet Crude Oil Future November 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 47.73 48.31 0.58 1.2% 43.54
High 48.40 49.70 1.30 2.7% 46.16
Low 47.23 48.01 0.78 1.7% 42.64
Close 48.27 49.56 1.29 2.7% 45.89
Range 1.17 1.69 0.52 44.4% 3.52
ATR 1.53 1.54 0.01 0.7% 0.00
Volume 91,837 73,518 -18,319 -19.9% 501,940
Daily Pivots for day following 18-Aug-2016
Classic Woodie Camarilla DeMark
R4 54.16 53.55 50.49
R3 52.47 51.86 50.02
R2 50.78 50.78 49.87
R1 50.17 50.17 49.71 50.48
PP 49.09 49.09 49.09 49.24
S1 48.48 48.48 49.41 48.79
S2 47.40 47.40 49.25
S3 45.71 46.79 49.10
S4 44.02 45.10 48.63
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 55.46 54.19 47.83
R3 51.94 50.67 46.86
R2 48.42 48.42 46.54
R1 47.15 47.15 46.21 47.79
PP 44.90 44.90 44.90 45.21
S1 43.63 43.63 45.57 44.27
S2 41.38 41.38 45.24
S3 37.86 40.11 44.92
S4 34.34 36.59 43.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.70 44.77 4.93 9.9% 1.43 2.9% 97% True False 71,008
10 49.70 42.63 7.07 14.3% 1.52 3.1% 98% True False 88,241
20 49.70 40.77 8.93 18.0% 1.48 3.0% 98% True False 66,898
40 52.00 40.77 11.23 22.7% 1.62 3.3% 78% False False 49,755
60 53.39 40.77 12.62 25.5% 1.50 3.0% 70% False False 38,823
80 53.39 40.77 12.62 25.5% 1.47 3.0% 70% False False 33,012
100 53.39 39.40 13.99 28.2% 1.45 2.9% 73% False False 28,887
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 0.34
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 56.88
2.618 54.12
1.618 52.43
1.000 51.39
0.618 50.74
HIGH 49.70
0.618 49.05
0.500 48.86
0.382 48.66
LOW 48.01
0.618 46.97
1.000 46.32
1.618 45.28
2.618 43.59
4.250 40.83
Fisher Pivots for day following 18-Aug-2016
Pivot 1 day 3 day
R1 49.33 49.11
PP 49.09 48.65
S1 48.86 48.20

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

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