NYMEX Light Sweet Crude Oil Future October 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	46.98	46.24	-0.74	-1.6%	49.02
High	47.49	46.41	-1.08	-2.3%	49.08
Low	46.21	44.51	-1.70	-3.7%	46.42
Close	46.35	44.70	-1.65	-3.6%	47.64
Range	1.28	1.90	0.62	48.4%	2.66
ATR	1.47	1.50	0.03	2.1%	0.00
Volume	464,449	549,007	84,558	18.2%	2,759,815

Daily Pivots for day following 31-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	50.91	49.70	45.75
R3	49.01	47.80	45.22
R2	47.11	47.11	45.05
R1	45.90	45.90	44.87	45.56
PP	45.21	45.21	45.21	45.03
S1	44.00	44.00	44.53	43.66
S2	43.31	43.31	44.35
S3	41.41	42.10	44.18
S4	39.51	40.20	43.66

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.69	54.33	49.10
R3	53.03	51.67	48.37
R2	50.37	50.37	48.13
R1	49.01	49.01	47.88	48.36
PP	47.71	47.71	47.71	47.39
S1	46.35	46.35	47.40	45.70
S2	45.05	45.05	47.15
S3	42.39	43.69	46.91
S4	39.73	41.03	46.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.46	44.51	3.95	8.8%	1.28	2.9%	5%	False	True	467,974
10	49.36	44.51	4.85	10.9%	1.38	3.1%	4%	False	True	511,299
20	49.36	41.16	8.20	18.3%	1.46	3.3%	43%	False	False	381,915
40	49.53	39.96	9.57	21.4%	1.50	3.4%	50%	False	False	236,761
60	53.02	39.96	13.06	29.2%	1.57	3.5%	36%	False	False	171,058
80	53.02	39.96	13.06	29.2%	1.48	3.3%	36%	False	False	133,187
100	53.02	39.96	13.06	29.2%	1.51	3.4%	36%	False	False	110,346
120	53.02	39.08	13.94	31.2%	1.46	3.3%	40%	False	False	94,210

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	0.33
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	54.49
2.618	51.38
1.618	49.48
1.000	48.31
0.618	47.58
HIGH	46.41
0.618	45.68
0.500	45.46
0.382	45.24
LOW	44.51
0.618	43.34
1.000	42.61
1.618	41.44
2.618	39.54
4.250	36.44

Fisher Pivots for day following 31-Aug-2016
Pivot	1 day	3 day
R1	45.46	46.00
PP	45.21	45.57
S1	44.95	45.13

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