NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 09-Sep-2016
Day Change Summary
Previous Current
08-Sep-2016 09-Sep-2016 Change Change % Previous Week
Open 47.43 48.61 1.18 2.5% 45.37
High 49.02 48.63 -0.39 -0.8% 49.02
Low 47.07 46.77 -0.30 -0.6% 45.09
Close 48.91 47.07 -1.84 -3.8% 47.07
Range 1.95 1.86 -0.09 -4.6% 3.93
ATR 1.66 1.69 0.03 2.1% 0.00
Volume 125,241 101,382 -23,859 -19.1% 423,484
Daily Pivots for day following 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 53.07 51.93 48.09
R3 51.21 50.07 47.58
R2 49.35 49.35 47.41
R1 48.21 48.21 47.24 47.85
PP 47.49 47.49 47.49 47.31
S1 46.35 46.35 46.90 45.99
S2 45.63 45.63 46.73
S3 43.77 44.49 46.56
S4 41.91 42.63 46.05
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 58.85 56.89 49.23
R3 54.92 52.96 48.15
R2 50.99 50.99 47.79
R1 49.03 49.03 47.43 50.01
PP 47.06 47.06 47.06 47.55
S1 45.10 45.10 46.71 46.08
S2 43.13 43.13 46.35
S3 39.20 41.17 45.99
S4 35.27 37.24 44.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.02 44.35 4.67 9.9% 1.94 4.1% 58% False False 101,579
10 49.79 44.19 5.60 11.9% 1.72 3.6% 51% False False 94,102
20 50.59 44.19 6.40 13.6% 1.54 3.3% 45% False False 87,378
40 50.59 41.58 9.01 19.1% 1.49 3.2% 61% False False 77,542
60 52.40 41.58 10.82 23.0% 1.63 3.5% 51% False False 78,217
80 53.62 41.58 12.04 25.6% 1.52 3.2% 46% False False 71,595
100 53.62 41.58 12.04 25.6% 1.52 3.2% 46% False False 69,476
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.54
2.618 53.50
1.618 51.64
1.000 50.49
0.618 49.78
HIGH 48.63
0.618 47.92
0.500 47.70
0.382 47.48
LOW 46.77
0.618 45.62
1.000 44.91
1.618 43.76
2.618 41.90
4.250 38.87
Fisher Pivots for day following 09-Sep-2016
Pivot 1 day 3 day
R1 47.70 47.42
PP 47.49 47.30
S1 47.28 47.19

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

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