NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 16-Aug-2016
Day Change Summary
Previous Current
15-Aug-2016 16-Aug-2016 Change Change % Previous Week
Open 46.75 47.58 0.83 1.8% 44.23
High 47.93 48.72 0.79 1.6% 46.86
Low 46.42 47.33 0.91 2.0% 43.38
Close 47.77 48.57 0.80 1.7% 46.57
Range 1.51 1.39 -0.12 -7.9% 3.48
ATR 1.58 1.56 -0.01 -0.8% 0.00
Volume 65,802 61,152 -4,650 -7.1% 410,426
Daily Pivots for day following 16-Aug-2016
Classic Woodie Camarilla DeMark
R4 52.38 51.86 49.33
R3 50.99 50.47 48.95
R2 49.60 49.60 48.82
R1 49.08 49.08 48.70 49.34
PP 48.21 48.21 48.21 48.34
S1 47.69 47.69 48.44 47.95
S2 46.82 46.82 48.32
S3 45.43 46.30 48.19
S4 44.04 44.91 47.81
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 56.04 54.79 48.48
R3 52.56 51.31 47.53
R2 49.08 49.08 47.21
R1 47.83 47.83 46.89 48.46
PP 45.60 45.60 45.60 45.92
S1 44.35 44.35 46.25 44.98
S2 42.12 42.12 45.93
S3 38.64 40.87 45.61
S4 35.16 37.39 44.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.72 43.38 5.34 11.0% 1.77 3.6% 97% True False 73,950
10 48.72 41.58 7.14 14.7% 1.59 3.3% 98% True False 77,818
20 48.72 41.58 7.14 14.7% 1.49 3.1% 98% True False 69,740
40 52.40 41.58 10.82 22.3% 1.65 3.4% 65% False False 74,087
60 53.62 41.58 12.04 24.8% 1.52 3.1% 58% False False 67,237
80 53.62 41.58 12.04 24.8% 1.51 3.1% 58% False False 65,328
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.63
2.618 52.36
1.618 50.97
1.000 50.11
0.618 49.58
HIGH 48.72
0.618 48.19
0.500 48.03
0.382 47.86
LOW 47.33
0.618 46.47
1.000 45.94
1.618 45.08
2.618 43.69
4.250 41.42
Fisher Pivots for day following 16-Aug-2016
Pivot 1 day 3 day
R1 48.39 48.08
PP 48.21 47.59
S1 48.03 47.10

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

View Archives - Comment on this page... - Back to Index of Symbols