NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 31-Aug-2016
Day Change Summary
Previous Current
30-Aug-2016 31-Aug-2016 Change Change % Previous Week
Open 47.64 46.93 -0.71 -1.5% 49.58
High 48.11 47.05 -1.06 -2.2% 49.62
Low 46.84 45.14 -1.70 -3.6% 47.12
Close 46.99 45.31 -1.68 -3.6% 48.33
Range 1.27 1.91 0.64 50.4% 2.50
ATR 1.45 1.48 0.03 2.3% 0.00
Volume 115,703 143,478 27,775 24.0% 532,046
Daily Pivots for day following 31-Aug-2016
Classic Woodie Camarilla DeMark
R4 51.56 50.35 46.36
R3 49.65 48.44 45.84
R2 47.74 47.74 45.66
R1 46.53 46.53 45.49 46.18
PP 45.83 45.83 45.83 45.66
S1 44.62 44.62 45.13 44.27
S2 43.92 43.92 44.96
S3 42.01 42.71 44.78
S4 40.10 40.80 44.26
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 45.14 4.00 8.8% 1.28 2.8% 4% False True 103,170
10 50.00 45.14 4.86 10.7% 1.35 3.0% 3% False True 100,757
20 50.00 41.91 8.09 17.9% 1.43 3.2% 42% False False 94,586
40 50.10 40.77 9.33 20.6% 1.47 3.3% 49% False False 66,919
60 53.39 40.77 12.62 27.9% 1.54 3.4% 36% False False 52,510
80 53.39 40.77 12.62 27.9% 1.45 3.2% 36% False False 43,099
100 53.39 40.77 12.62 27.9% 1.45 3.2% 36% False False 37,255
120 53.39 39.40 13.99 30.9% 1.39 3.1% 42% False False 32,671
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 0.31
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 55.17
2.618 52.05
1.618 50.14
1.000 48.96
0.618 48.23
HIGH 47.05
0.618 46.32
0.500 46.10
0.382 45.87
LOW 45.14
0.618 43.96
1.000 43.23
1.618 42.05
2.618 40.14
4.250 37.02
Fisher Pivots for day following 31-Aug-2016
Pivot 1 day 3 day
R1 46.10 46.63
PP 45.83 46.19
S1 45.57 45.75

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

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