NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 04-Jan-2016
Day Change Summary
Previous Current
31-Dec-2015 04-Jan-2016 Change Change % Previous Week
Open 40.70 42.31 1.61 4.0% 41.56
High 41.83 42.64 0.81 1.9% 41.83
Low 40.19 40.83 0.64 1.6% 40.19
Close 41.33 41.19 -0.14 -0.3% 41.33
Range 1.64 1.81 0.17 10.4% 1.64
ATR 1.24 1.28 0.04 3.3% 0.00
Volume 6,852 12,511 5,659 82.6% 16,129
Daily Pivots for day following 04-Jan-2016
Classic Woodie Camarilla DeMark
R4 46.98 45.90 42.19
R3 45.17 44.09 41.69
R2 43.36 43.36 41.52
R1 42.28 42.28 41.36 41.92
PP 41.55 41.55 41.55 41.37
S1 40.47 40.47 41.02 40.11
S2 39.74 39.74 40.86
S3 37.93 38.66 40.69
S4 36.12 36.85 40.19
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 46.04 45.32 42.23
R3 44.40 43.68 41.78
R2 42.76 42.76 41.63
R1 42.04 42.04 41.48 41.58
PP 41.12 41.12 41.12 40.89
S1 40.40 40.40 41.18 39.94
S2 39.48 39.48 41.03
S3 37.84 38.76 40.88
S4 36.20 37.12 40.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.64 40.19 2.45 5.9% 1.27 3.1% 41% True False 5,728
10 42.64 39.50 3.14 7.6% 1.08 2.6% 54% True False 6,108
20 46.84 39.50 7.34 17.8% 1.22 3.0% 23% False False 9,605
40 50.42 39.50 10.92 26.5% 1.20 2.9% 15% False False 7,514
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 0.19
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 50.33
2.618 47.38
1.618 45.57
1.000 44.45
0.618 43.76
HIGH 42.64
0.618 41.95
0.500 41.74
0.382 41.52
LOW 40.83
0.618 39.71
1.000 39.02
1.618 37.90
2.618 36.09
4.250 33.14
Fisher Pivots for day following 04-Jan-2016
Pivot 1 day 3 day
R1 41.74 41.42
PP 41.55 41.34
S1 41.37 41.27

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

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