NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 07-Sep-2016
Day Change Summary
Previous Current
06-Sep-2016 07-Sep-2016 Change Change % Previous Week
Open 44.76 45.56 0.80 1.8% 47.89
High 47.19 46.82 -0.37 -0.8% 48.11
Low 44.47 45.19 0.72 1.6% 43.59
Close 45.46 46.15 0.69 1.5% 45.04
Range 2.72 1.63 -1.09 -40.1% 4.52
ATR 1.61 1.61 0.00 0.1% 0.00
Volume 264,289 152,800 -111,489 -42.2% 618,584
Daily Pivots for day following 07-Sep-2016
Classic Woodie Camarilla DeMark
R4 50.94 50.18 47.05
R3 49.31 48.55 46.60
R2 47.68 47.68 46.45
R1 46.92 46.92 46.30 47.30
PP 46.05 46.05 46.05 46.25
S1 45.29 45.29 46.00 45.67
S2 44.42 44.42 45.85
S3 42.79 43.66 45.70
S4 41.16 42.03 45.25
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 47.19 43.59 3.60 7.8% 1.97 4.3% 71% False False 172,109
10 49.14 43.59 5.55 12.0% 1.56 3.4% 46% False False 136,012
20 50.00 42.64 7.36 15.9% 1.57 3.4% 48% False False 110,631
40 50.00 40.77 9.23 20.0% 1.47 3.2% 58% False False 80,850
60 52.00 40.77 11.23 24.3% 1.58 3.4% 48% False False 63,126
80 53.39 40.77 12.62 27.3% 1.48 3.2% 43% False False 51,072
100 53.39 40.77 12.62 27.3% 1.48 3.2% 43% False False 43,793
120 53.39 39.40 13.99 30.3% 1.42 3.1% 48% False False 38,359
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.75
2.618 51.09
1.618 49.46
1.000 48.45
0.618 47.83
HIGH 46.82
0.618 46.20
0.500 46.01
0.382 45.81
LOW 45.19
0.618 44.18
1.000 43.56
1.618 42.55
2.618 40.92
4.250 38.26
Fisher Pivots for day following 07-Sep-2016
Pivot 1 day 3 day
R1 46.10 45.92
PP 46.05 45.70
S1 46.01 45.47

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

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