NYMEX Light Sweet Crude Oil Future November 2016

Trading Metrics calculated at close of trading on 06-Sep-2016

Day Change Summary
	Previous	Current
	02-Sep-2016	06-Sep-2016	Change	Change %	Previous Week
Open	44.11	44.76	0.65	1.5%	47.89
High	45.26	47.19	1.93	4.3%	48.11
Low	43.75	44.47	0.72	1.6%	43.59
Close	45.04	45.46	0.42	0.9%	45.04
Range	1.51	2.72	1.21	80.1%	4.52
ATR	1.52	1.61	0.09	5.6%	0.00
Volume	129,611	264,289	134,678	103.9%	618,584

Daily Pivots for day following 06-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	53.87	52.38	46.96
R3	51.15	49.66	46.21
R2	48.43	48.43	45.96
R1	46.94	46.94	45.71	47.69
PP	45.71	45.71	45.71	46.08
S1	44.22	44.22	45.21	44.97
S2	42.99	42.99	44.96
S3	40.27	41.50	44.71
S4	37.55	38.78	43.96

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	59.14	56.61	47.53
R3	54.62	52.09	46.28
R2	50.10	50.10	45.87
R1	47.57	47.57	45.45	46.58
PP	45.58	45.58	45.58	45.08
S1	43.05	43.05	44.63	42.06
S2	41.06	41.06	44.21
S3	36.54	38.53	43.80
S4	32.02	34.01	42.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.11	43.59	4.52	9.9%	1.90	4.2%	41%	False	False	164,690
10	49.14	43.59	5.55	12.2%	1.57	3.4%	34%	False	False	132,038
20	50.00	42.64	7.36	16.2%	1.54	3.4%	38%	False	False	108,029
40	50.00	40.77	9.23	20.3%	1.49	3.3%	51%	False	False	78,566
60	52.00	40.77	11.23	24.7%	1.57	3.5%	42%	False	False	60,894
80	53.39	40.77	12.62	27.8%	1.46	3.2%	37%	False	False	49,315
100	53.39	40.77	12.62	27.8%	1.48	3.3%	37%	False	False	42,376
120	53.39	39.40	13.99	30.8%	1.42	3.1%	43%	False	False	37,188

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	0.32
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	58.75
2.618	54.31
1.618	51.59
1.000	49.91
0.618	48.87
HIGH	47.19
0.618	46.15
0.500	45.83
0.382	45.51
LOW	44.47
0.618	42.79
1.000	41.75
1.618	40.07
2.618	37.35
4.250	32.91

Fisher Pivots for day following 06-Sep-2016
Pivot	1 day	3 day
R1	45.83	45.44
PP	45.71	45.41
S1	45.58	45.39

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