NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 23-Aug-2016
Day Change Summary
Previous Current
22-Aug-2016 23-Aug-2016 Change Change % Previous Week
Open 50.19 48.65 -1.54 -3.1% 46.75
High 50.20 49.61 -0.59 -1.2% 50.59
Low 48.58 47.92 -0.66 -1.4% 46.42
Close 48.64 49.39 0.75 1.5% 50.32
Range 1.62 1.69 0.07 4.3% 4.17
ATR 1.51 1.52 0.01 0.8% 0.00
Volume 71,781 93,524 21,743 30.3% 408,690
Daily Pivots for day following 23-Aug-2016
Classic Woodie Camarilla DeMark
R4 54.04 53.41 50.32
R3 52.35 51.72 49.85
R2 50.66 50.66 49.70
R1 50.03 50.03 49.54 50.35
PP 48.97 48.97 48.97 49.13
S1 48.34 48.34 49.24 48.66
S2 47.28 47.28 49.08
S3 45.59 46.65 48.93
S4 43.90 44.96 48.46
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 61.62 60.14 52.61
R3 57.45 55.97 51.47
R2 53.28 53.28 51.08
R1 51.80 51.80 50.70 52.54
PP 49.11 49.11 49.11 49.48
S1 47.63 47.63 49.94 48.37
S2 44.94 44.94 49.56
S3 40.77 43.46 49.17
S4 36.60 39.29 48.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.59 47.89 2.70 5.5% 1.40 2.8% 56% False False 89,408
10 50.59 43.38 7.21 14.6% 1.59 3.2% 83% False False 81,679
20 50.59 41.58 9.01 18.2% 1.51 3.1% 87% False False 77,057
40 52.30 41.58 10.72 21.7% 1.57 3.2% 73% False False 74,884
60 53.62 41.58 12.04 24.4% 1.55 3.1% 65% False False 70,599
80 53.62 41.58 12.04 24.4% 1.51 3.1% 65% False False 67,622
100 53.62 39.70 13.92 28.2% 1.52 3.1% 70% False False 65,960
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 0.39
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 56.79
2.618 54.03
1.618 52.34
1.000 51.30
0.618 50.65
HIGH 49.61
0.618 48.96
0.500 48.77
0.382 48.57
LOW 47.92
0.618 46.88
1.000 46.23
1.618 45.19
2.618 43.50
4.250 40.74
Fisher Pivots for day following 23-Aug-2016
Pivot 1 day 3 day
R1 49.18 49.35
PP 48.97 49.30
S1 48.77 49.26

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

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