NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 06-Sep-2016
Day Change Summary
Previous Current
02-Sep-2016 06-Sep-2016 Change Change % Previous Week
Open 44.11 44.76 0.65 1.5% 47.89
High 45.26 47.19 1.93 4.3% 48.11
Low 43.75 44.47 0.72 1.6% 43.59
Close 45.04 45.46 0.42 0.9% 45.04
Range 1.51 2.72 1.21 80.1% 4.52
ATR 1.52 1.61 0.09 5.6% 0.00
Volume 129,611 264,289 134,678 103.9% 618,584
Daily Pivots for day following 06-Sep-2016
Classic Woodie Camarilla DeMark
R4 53.87 52.38 46.96
R3 51.15 49.66 46.21
R2 48.43 48.43 45.96
R1 46.94 46.94 45.71 47.69
PP 45.71 45.71 45.71 46.08
S1 44.22 44.22 45.21 44.97
S2 42.99 42.99 44.96
S3 40.27 41.50 44.71
S4 37.55 38.78 43.96
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 59.14 56.61 47.53
R3 54.62 52.09 46.28
R2 50.10 50.10 45.87
R1 47.57 47.57 45.45 46.58
PP 45.58 45.58 45.58 45.08
S1 43.05 43.05 44.63 42.06
S2 41.06 41.06 44.21
S3 36.54 38.53 43.80
S4 32.02 34.01 42.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.11 43.59 4.52 9.9% 1.90 4.2% 41% False False 164,690
10 49.14 43.59 5.55 12.2% 1.57 3.4% 34% False False 132,038
20 50.00 42.64 7.36 16.2% 1.54 3.4% 38% False False 108,029
40 50.00 40.77 9.23 20.3% 1.49 3.3% 51% False False 78,566
60 52.00 40.77 11.23 24.7% 1.57 3.5% 42% False False 60,894
80 53.39 40.77 12.62 27.8% 1.46 3.2% 37% False False 49,315
100 53.39 40.77 12.62 27.8% 1.48 3.3% 37% False False 42,376
120 53.39 39.40 13.99 30.8% 1.42 3.1% 43% False False 37,188
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 0.32
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 58.75
2.618 54.31
1.618 51.59
1.000 49.91
0.618 48.87
HIGH 47.19
0.618 46.15
0.500 45.83
0.382 45.51
LOW 44.47
0.618 42.79
1.000 41.75
1.618 40.07
2.618 37.35
4.250 32.91
Fisher Pivots for day following 06-Sep-2016
Pivot 1 day 3 day
R1 45.83 45.44
PP 45.71 45.41
S1 45.58 45.39

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

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