NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 22-Aug-2016

Day Change Summary
	Previous	Current
	19-Aug-2016	22-Aug-2016	Change	Change %	Previous Week
Open	48.33	48.40	0.07	0.1%	44.74
High	48.75	48.40	-0.35	-0.7%	48.75
Low	47.93	46.75	-1.18	-2.5%	44.38
Close	48.52	47.05	-1.47	-3.0%	48.52
Range	0.82	1.65	0.83	101.2%	4.37
ATR	1.54	1.55	0.02	1.1%	0.00
Volume	162,438	27,456	-134,982	-83.1%	2,028,035

Daily Pivots for day following 22-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	52.35	51.35	47.96
R3	50.70	49.70	47.50
R2	49.05	49.05	47.35
R1	48.05	48.05	47.20	47.73
PP	47.40	47.40	47.40	47.24
S1	46.40	46.40	46.90	46.08
S2	45.75	45.75	46.75
S3	44.10	44.75	46.60
S4	42.45	43.10	46.14

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	60.33	58.79	50.92
R3	55.96	54.42	49.72
R2	51.59	51.59	49.32
R1	50.05	50.05	48.92	50.82
PP	47.22	47.22	47.22	47.60
S1	45.68	45.68	48.12	46.45
S2	42.85	42.85	47.72
S3	38.48	41.31	47.32
S4	34.11	36.94	46.12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.75	45.34	3.41	7.2%	1.34	2.9%	50%	False	False	306,593
10	48.75	41.10	7.65	16.3%	1.55	3.3%	78%	False	False	457,465
20	48.75	39.19	9.56	20.3%	1.52	3.2%	82%	False	False	496,716
40	50.70	39.19	11.51	24.5%	1.62	3.4%	68%	False	False	388,068
60	52.73	39.19	13.54	28.8%	1.58	3.4%	58%	False	False	286,018
80	52.73	39.19	13.54	28.8%	1.56	3.3%	58%	False	False	225,455
100	52.73	38.67	14.06	29.9%	1.57	3.3%	60%	False	False	187,720
120	52.73	38.67	14.06	29.9%	1.54	3.3%	60%	False	False	161,189

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	0.34
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	55.41
2.618	52.72
1.618	51.07
1.000	50.05
0.618	49.42
HIGH	48.40
0.618	47.77
0.500	47.58
0.382	47.38
LOW	46.75
0.618	45.73
1.000	45.10
1.618	44.08
2.618	42.43
4.250	39.74

Fisher Pivots for day following 22-Aug-2016
Pivot	1 day	3 day
R1	47.58	47.69
PP	47.40	47.48
S1	47.23	47.26

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