NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 14-Jan-2016
Day Change Summary
Previous Current
13-Jan-2016 14-Jan-2016 Change Change % Previous Week
Open 35.40 34.64 -0.76 -2.1% 42.31
High 36.15 35.91 -0.24 -0.7% 42.64
Low 34.60 34.64 0.04 0.1% 37.15
Close 34.83 35.68 0.85 2.4% 38.27
Range 1.55 1.27 -0.28 -18.1% 5.49
ATR 1.49 1.48 -0.02 -1.1% 0.00
Volume 21,406 22,307 901 4.2% 65,722
Daily Pivots for day following 14-Jan-2016
Classic Woodie Camarilla DeMark
R4 39.22 38.72 36.38
R3 37.95 37.45 36.03
R2 36.68 36.68 35.91
R1 36.18 36.18 35.80 36.43
PP 35.41 35.41 35.41 35.54
S1 34.91 34.91 35.56 35.16
S2 34.14 34.14 35.45
S3 32.87 33.64 35.33
S4 31.60 32.37 34.98
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 55.82 52.54 41.29
R3 50.33 47.05 39.78
R2 44.84 44.84 39.28
R1 41.56 41.56 38.77 40.46
PP 39.35 39.35 39.35 38.80
S1 36.07 36.07 37.77 34.97
S2 33.86 33.86 37.26
S3 28.37 30.58 36.76
S4 22.88 25.09 35.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.10 34.60 4.50 12.6% 1.67 4.7% 24% False False 19,340
10 42.64 34.60 8.04 22.5% 1.69 4.7% 13% False False 15,336
20 42.64 34.60 8.04 22.5% 1.32 3.7% 13% False False 10,710
40 48.35 34.60 13.75 38.5% 1.31 3.7% 8% False False 10,086
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 41.31
2.618 39.23
1.618 37.96
1.000 37.18
0.618 36.69
HIGH 35.91
0.618 35.42
0.500 35.28
0.382 35.13
LOW 34.64
0.618 33.86
1.000 33.37
1.618 32.59
2.618 31.32
4.250 29.24
Fisher Pivots for day following 14-Jan-2016
Pivot 1 day 3 day
R1 35.55 35.88
PP 35.41 35.81
S1 35.28 35.75

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

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