NYMEX Light Sweet Crude Oil Future December 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 48.26 47.52 -0.74 -1.5% 50.19
High 48.73 47.67 -1.06 -2.2% 50.20
Low 47.45 45.74 -1.71 -3.6% 47.77
Close 47.62 45.91 -1.71 -3.6% 48.98
Range 1.28 1.93 0.65 50.8% 2.43
ATR 1.45 1.48 0.03 2.4% 0.00
Volume 80,112 111,117 31,005 38.7% 403,362
Daily Pivots for day following 31-Aug-2016
Classic Woodie Camarilla DeMark
R4 52.23 51.00 46.97
R3 50.30 49.07 46.44
R2 48.37 48.37 46.26
R1 47.14 47.14 46.09 46.79
PP 46.44 46.44 46.44 46.27
S1 45.21 45.21 45.73 44.86
S2 44.51 44.51 45.56
S3 42.58 43.28 45.38
S4 40.65 41.35 44.85
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 45.74 4.05 8.8% 1.29 2.8% 4% False True 77,295
10 50.59 45.74 4.85 10.6% 1.34 2.9% 4% False True 82,094
20 50.59 42.61 7.98 17.4% 1.43 3.1% 41% False False 81,913
40 50.63 41.58 9.05 19.7% 1.47 3.2% 48% False False 74,911
60 53.62 41.58 12.04 26.2% 1.56 3.4% 36% False False 74,026
80 53.62 41.58 12.04 26.2% 1.48 3.2% 36% False False 69,024
100 53.62 41.43 12.19 26.6% 1.51 3.3% 37% False False 67,356
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 55.87
2.618 52.72
1.618 50.79
1.000 49.60
0.618 48.86
HIGH 47.67
0.618 46.93
0.500 46.71
0.382 46.48
LOW 45.74
0.618 44.55
1.000 43.81
1.618 42.62
2.618 40.69
4.250 37.54
Fisher Pivots for day following 31-Aug-2016
Pivot 1 day 3 day
R1 46.71 47.24
PP 46.44 46.79
S1 46.18 46.35

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

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