NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 23-Aug-2016
Day Change Summary
Previous Current
22-Aug-2016 23-Aug-2016 Change Change % Previous Week
Open 49.58 48.02 -1.56 -3.1% 46.09
High 49.62 48.98 -0.64 -1.3% 50.00
Low 47.98 47.27 -0.71 -1.5% 45.76
Close 48.03 48.75 0.72 1.5% 49.73
Range 1.64 1.71 0.07 4.3% 4.24
ATR 1.51 1.52 0.01 0.9% 0.00
Volume 94,537 113,062 18,525 19.6% 369,838
Daily Pivots for day following 23-Aug-2016
Classic Woodie Camarilla DeMark
R4 53.46 52.82 49.69
R3 51.75 51.11 49.22
R2 50.04 50.04 49.06
R1 49.40 49.40 48.91 49.72
PP 48.33 48.33 48.33 48.50
S1 47.69 47.69 48.59 48.01
S2 46.62 46.62 48.44
S3 44.91 45.98 48.28
S4 43.20 44.27 47.81
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 61.22 59.71 52.06
R3 56.98 55.47 50.90
R2 52.74 52.74 50.51
R1 51.23 51.23 50.12 51.99
PP 48.50 48.50 48.50 48.87
S1 46.99 46.99 49.34 47.75
S2 44.26 44.26 48.95
S3 40.02 42.75 48.56
S4 35.78 38.51 47.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.00 47.23 2.77 5.7% 1.41 2.9% 55% False False 91,271
10 50.00 42.64 7.36 15.1% 1.59 3.3% 83% False False 85,251
20 50.00 40.77 9.23 18.9% 1.52 3.1% 86% False False 76,104
40 51.81 40.77 11.04 22.6% 1.56 3.2% 72% False False 55,338
60 53.39 40.77 12.62 25.9% 1.53 3.1% 63% False False 43,084
80 53.39 40.77 12.62 25.9% 1.48 3.0% 63% False False 36,302
100 53.39 39.40 13.99 28.7% 1.45 3.0% 67% False False 31,560
120 53.39 39.40 13.99 28.7% 1.39 2.9% 67% False False 27,843
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 56.25
2.618 53.46
1.618 51.75
1.000 50.69
0.618 50.04
HIGH 48.98
0.618 48.33
0.500 48.13
0.382 47.92
LOW 47.27
0.618 46.21
1.000 45.56
1.618 44.50
2.618 42.79
4.250 40.00
Fisher Pivots for day following 23-Aug-2016
Pivot 1 day 3 day
R1 48.54 48.71
PP 48.33 48.67
S1 48.13 48.64

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

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