NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 08-Aug-2016

Day Change Summary
	Previous	Current
	05-Aug-2016	08-Aug-2016	Change	Change %	Previous Week
Open	41.84	41.99	0.15	0.4%	41.35
High	42.10	43.39	1.29	3.1%	42.10
Low	41.06	41.81	0.75	1.8%	39.19
Close	41.80	43.02	1.22	2.9%	41.80
Range	1.04	1.58	0.54	51.9%	2.91
ATR	1.57	1.57	0.00	0.1%	0.00
Volume	550,189	562,530	12,341	2.2%	2,871,743

Daily Pivots for day following 08-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	47.48	46.83	43.89
R3	45.90	45.25	43.45
R2	44.32	44.32	43.31
R1	43.67	43.67	43.16	44.00
PP	42.74	42.74	42.74	42.90
S1	42.09	42.09	42.88	42.42
S2	41.16	41.16	42.73
S3	39.58	40.51	42.59
S4	38.00	38.93	42.15

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	49.76	48.69	43.40
R3	46.85	45.78	42.60
R2	43.94	43.94	42.33
R1	42.87	42.87	42.07	43.41
PP	41.03	41.03	41.03	41.30
S1	39.96	39.96	41.53	40.50
S2	38.12	38.12	41.27
S3	35.21	37.05	41.00
S4	32.30	34.14	40.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.39	39.19	4.20	9.8%	1.59	3.7%	91%	True	False	580,250
10	43.39	39.19	4.20	9.8%	1.48	3.4%	91%	True	False	535,966
20	47.69	39.19	8.50	19.8%	1.48	3.5%	45%	False	False	461,324
40	51.11	39.19	11.92	27.7%	1.66	3.9%	32%	False	False	297,605
60	52.73	39.19	13.54	31.5%	1.52	3.5%	28%	False	False	216,837
80	52.73	39.19	13.54	31.5%	1.59	3.7%	28%	False	False	172,781
100	52.73	38.67	14.06	32.7%	1.54	3.6%	31%	False	False	144,697
120	52.73	36.21	16.52	38.4%	1.53	3.6%	41%	False	False	125,003

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	0.47
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	50.11
2.618	47.53
1.618	45.95
1.000	44.97
0.618	44.37
HIGH	43.39
0.618	42.79
0.500	42.60
0.382	42.41
LOW	41.81
0.618	40.83
1.000	40.23
1.618	39.25
2.618	37.67
4.250	35.10

Fisher Pivots for day following 08-Aug-2016
Pivot	1 day	3 day
R1	42.88	42.65
PP	42.74	42.28
S1	42.60	41.91

Download as Excel Spreadsheet

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

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