NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 11-Aug-2016
Day Change Summary
Previous Current
10-Aug-2016 11-Aug-2016 Change Change % Previous Week
Open 42.74 41.48 -1.26 -2.9% 41.35
High 43.39 43.86 0.47 1.1% 42.10
Low 41.42 41.10 -0.32 -0.8% 39.19
Close 41.71 43.49 1.78 4.3% 41.80
Range 1.97 2.76 0.79 40.1% 2.91
ATR 1.57 1.65 0.09 5.5% 0.00
Volume 676,148 682,235 6,087 0.9% 2,871,743
Daily Pivots for day following 11-Aug-2016
Classic Woodie Camarilla DeMark
R4 51.10 50.05 45.01
R3 48.34 47.29 44.25
R2 45.58 45.58 44.00
R1 44.53 44.53 43.74 45.06
PP 42.82 42.82 42.82 43.08
S1 41.77 41.77 43.24 42.30
S2 40.06 40.06 42.98
S3 37.30 39.01 42.73
S4 34.54 36.25 41.97
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 43.86 41.06 2.80 6.4% 1.68 3.9% 87% True False 619,161
10 43.86 39.19 4.67 10.7% 1.69 3.9% 92% True False 589,612
20 47.05 39.19 7.86 18.1% 1.50 3.5% 55% False False 510,813
40 51.11 39.19 11.92 27.4% 1.72 4.0% 36% False False 340,844
60 52.73 39.19 13.54 31.1% 1.56 3.6% 32% False False 247,704
80 52.73 39.19 13.54 31.1% 1.58 3.6% 32% False False 196,009
100 52.73 38.67 14.06 32.3% 1.56 3.6% 34% False False 163,342
120 52.73 36.21 16.52 38.0% 1.55 3.6% 44% False False 141,036
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 55.59
2.618 51.09
1.618 48.33
1.000 46.62
0.618 45.57
HIGH 43.86
0.618 42.81
0.500 42.48
0.382 42.15
LOW 41.10
0.618 39.39
1.000 38.34
1.618 36.63
2.618 33.87
4.250 29.37
Fisher Pivots for day following 11-Aug-2016
Pivot 1 day 3 day
R1 43.15 43.15
PP 42.82 42.82
S1 42.48 42.48

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

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