NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 30-Aug-2016
Day Change Summary
Previous Current
29-Aug-2016 30-Aug-2016 Change Change % Previous Week
Open 47.89 47.64 -0.25 -0.5% 49.58
High 47.95 48.11 0.16 0.3% 49.62
Low 47.29 46.84 -0.45 -1.0% 47.12
Close 47.65 46.99 -0.66 -1.4% 48.33
Range 0.66 1.27 0.61 92.4% 2.50
ATR 1.46 1.45 -0.01 -0.9% 0.00
Volume 59,423 115,703 56,280 94.7% 532,046
Daily Pivots for day following 30-Aug-2016
Classic Woodie Camarilla DeMark
R4 51.12 50.33 47.69
R3 49.85 49.06 47.34
R2 48.58 48.58 47.22
R1 47.79 47.79 47.11 47.55
PP 47.31 47.31 47.31 47.20
S1 46.52 46.52 46.87 46.28
S2 46.04 46.04 46.76
S3 44.77 45.25 46.64
S4 43.50 43.98 46.29
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 55.86 54.59 49.71
R3 53.36 52.09 49.02
R2 50.86 50.86 48.79
R1 49.59 49.59 48.56 48.98
PP 48.36 48.36 48.36 48.05
S1 47.09 47.09 48.10 46.48
S2 45.86 45.86 47.87
S3 43.36 44.59 47.64
S4 40.86 42.09 46.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.14 46.84 2.30 4.9% 1.14 2.4% 7% False True 99,914
10 50.00 46.84 3.16 6.7% 1.28 2.7% 5% False True 95,593
20 50.00 40.77 9.23 19.6% 1.44 3.1% 67% False False 90,597
40 50.10 40.77 9.33 19.9% 1.47 3.1% 67% False False 64,347
60 53.39 40.77 12.62 26.9% 1.53 3.3% 49% False False 50,327
80 53.39 40.77 12.62 26.9% 1.45 3.1% 49% False False 41,607
100 53.39 40.77 12.62 26.9% 1.44 3.1% 49% False False 35,978
120 53.39 39.40 13.99 29.8% 1.38 2.9% 54% False False 31,573
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.51
2.618 51.43
1.618 50.16
1.000 49.38
0.618 48.89
HIGH 48.11
0.618 47.62
0.500 47.48
0.382 47.33
LOW 46.84
0.618 46.06
1.000 45.57
1.618 44.79
2.618 43.52
4.250 41.44
Fisher Pivots for day following 30-Aug-2016
Pivot 1 day 3 day
R1 47.48 47.99
PP 47.31 47.66
S1 47.15 47.32

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

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