NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 24-Aug-2016
Day Change Summary
Previous Current
23-Aug-2016 24-Aug-2016 Change Change % Previous Week
Open 48.02 48.26 0.24 0.5% 46.09
High 48.98 48.39 -0.59 -1.2% 50.00
Low 47.27 47.15 -0.12 -0.3% 45.76
Close 48.75 47.48 -1.27 -2.6% 49.73
Range 1.71 1.24 -0.47 -27.5% 4.24
ATR 1.52 1.53 0.01 0.4% 0.00
Volume 113,062 127,197 14,135 12.5% 369,838
Daily Pivots for day following 24-Aug-2016
Classic Woodie Camarilla DeMark
R4 51.39 50.68 48.16
R3 50.15 49.44 47.82
R2 48.91 48.91 47.71
R1 48.20 48.20 47.59 47.94
PP 47.67 47.67 47.67 47.54
S1 46.96 46.96 47.37 46.70
S2 46.43 46.43 47.25
S3 45.19 45.72 47.14
S4 43.95 44.48 46.80
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 61.22 59.71 52.06
R3 56.98 55.47 50.90
R2 52.74 52.74 50.51
R1 51.23 51.23 50.12 51.99
PP 48.50 48.50 48.50 48.87
S1 46.99 46.99 49.34 47.75
S2 44.26 44.26 48.95
S3 40.02 42.75 48.56
S4 35.78 38.51 47.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.00 47.15 2.85 6.0% 1.42 3.0% 12% False True 98,343
10 50.00 42.64 7.36 15.5% 1.53 3.2% 66% False False 87,034
20 50.00 40.77 9.23 19.4% 1.50 3.2% 73% False False 80,212
40 51.81 40.77 11.04 23.3% 1.56 3.3% 61% False False 57,785
60 53.39 40.77 12.62 26.6% 1.53 3.2% 53% False False 45,062
80 53.39 40.77 12.62 26.6% 1.48 3.1% 53% False False 37,713
100 53.39 39.40 13.99 29.5% 1.45 3.0% 58% False False 32,726
120 53.39 39.40 13.99 29.5% 1.39 2.9% 58% False False 28,849
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 53.66
2.618 51.64
1.618 50.40
1.000 49.63
0.618 49.16
HIGH 48.39
0.618 47.92
0.500 47.77
0.382 47.62
LOW 47.15
0.618 46.38
1.000 45.91
1.618 45.14
2.618 43.90
4.250 41.88
Fisher Pivots for day following 24-Aug-2016
Pivot 1 day 3 day
R1 47.77 48.39
PP 47.67 48.08
S1 47.58 47.78

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

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