NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 08-Sep-2016
Day Change Summary
Previous Current
07-Sep-2016 08-Sep-2016 Change Change % Previous Week
Open 46.14 47.43 1.29 2.8% 48.60
High 47.46 49.02 1.56 3.3% 48.73
Low 45.82 47.07 1.25 2.7% 44.19
Close 46.81 48.91 2.10 4.5% 45.64
Range 1.64 1.95 0.31 18.9% 4.54
ATR 1.61 1.66 0.04 2.6% 0.00
Volume 74,209 125,241 51,032 68.8% 441,926
Daily Pivots for day following 08-Sep-2016
Classic Woodie Camarilla DeMark
R4 54.18 53.50 49.98
R3 52.23 51.55 49.45
R2 50.28 50.28 49.27
R1 49.60 49.60 49.09 49.94
PP 48.33 48.33 48.33 48.51
S1 47.65 47.65 48.73 47.99
S2 46.38 46.38 48.55
S3 44.43 45.70 48.37
S4 42.48 43.75 47.84
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 59.81 57.26 48.14
R3 55.27 52.72 46.89
R2 50.73 50.73 46.47
R1 48.18 48.18 46.06 47.19
PP 46.19 46.19 46.19 45.69
S1 43.64 43.64 45.22 42.65
S2 41.65 41.65 44.81
S3 37.11 39.10 44.39
S4 32.57 34.56 43.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.02 44.19 4.83 9.9% 1.98 4.1% 98% True False 103,772
10 49.79 44.19 5.60 11.4% 1.64 3.3% 84% False False 90,534
20 50.59 43.38 7.21 14.7% 1.58 3.2% 77% False False 86,485
40 50.59 41.58 9.01 18.4% 1.47 3.0% 81% False False 76,990
60 52.40 41.58 10.82 22.1% 1.62 3.3% 68% False False 77,626
80 53.62 41.58 12.04 24.6% 1.51 3.1% 61% False False 71,086
100 53.62 41.58 12.04 24.6% 1.52 3.1% 61% False False 69,041
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.31
2.618 54.13
1.618 52.18
1.000 50.97
0.618 50.23
HIGH 49.02
0.618 48.28
0.500 48.05
0.382 47.81
LOW 47.07
0.618 45.86
1.000 45.12
1.618 43.91
2.618 41.96
4.250 38.78
Fisher Pivots for day following 08-Sep-2016
Pivot 1 day 3 day
R1 48.62 48.29
PP 48.33 47.67
S1 48.05 47.06

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

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