NYMEX Light Sweet Crude Oil Future December 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 48.60 48.26 -0.34 -0.7% 50.19
High 48.61 48.73 0.12 0.2% 50.20
Low 47.94 47.45 -0.49 -1.0% 47.77
Close 48.29 47.62 -0.67 -1.4% 48.98
Range 0.67 1.28 0.61 91.0% 2.43
ATR 1.46 1.45 -0.01 -0.9% 0.00
Volume 53,935 80,112 26,177 48.5% 403,362
Daily Pivots for day following 30-Aug-2016
Classic Woodie Camarilla DeMark
R4 51.77 50.98 48.32
R3 50.49 49.70 47.97
R2 49.21 49.21 47.85
R1 48.42 48.42 47.74 48.18
PP 47.93 47.93 47.93 47.81
S1 47.14 47.14 47.50 46.90
S2 46.65 46.65 47.39
S3 45.37 45.86 47.27
S4 44.09 44.58 46.92
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 56.27 55.06 50.32
R3 53.84 52.63 49.65
R2 51.41 51.41 49.43
R1 50.20 50.20 49.20 49.59
PP 48.98 48.98 48.98 48.68
S1 47.77 47.77 48.76 47.16
S2 46.55 46.55 48.53
S3 44.12 45.34 48.31
S4 41.69 42.91 47.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.79 47.45 2.34 4.9% 1.14 2.4% 7% False True 74,420
10 50.59 47.45 3.14 6.6% 1.27 2.7% 5% False True 81,914
20 50.59 41.58 9.01 18.9% 1.43 3.0% 67% False False 79,866
40 50.63 41.58 9.05 19.0% 1.47 3.1% 67% False False 74,706
60 53.62 41.58 12.04 25.3% 1.54 3.2% 50% False False 72,908
80 53.62 41.58 12.04 25.3% 1.48 3.1% 50% False False 68,621
100 53.62 41.43 12.19 25.6% 1.50 3.2% 51% False False 66,944
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 54.17
2.618 52.08
1.618 50.80
1.000 50.01
0.618 49.52
HIGH 48.73
0.618 48.24
0.500 48.09
0.382 47.94
LOW 47.45
0.618 46.66
1.000 46.17
1.618 45.38
2.618 44.10
4.250 42.01
Fisher Pivots for day following 30-Aug-2016
Pivot 1 day 3 day
R1 48.09 48.62
PP 47.93 48.29
S1 47.78 47.95

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

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