NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary
Previous Current
19-Jan-2016 20-Jan-2016 Change Change % Previous Week
Open 32.80 33.35 0.55 1.7% 37.94
High 34.64 33.35 -1.29 -3.7% 38.02
Low 32.76 31.61 -1.15 -3.5% 33.59
Close 33.31 32.54 -0.77 -2.3% 33.86
Range 1.88 1.74 -0.14 -7.4% 4.43
ATR 1.54 1.56 0.01 0.9% 0.00
Volume 20,994 24,243 3,249 15.5% 92,254
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 37.72 36.87 33.50
R3 35.98 35.13 33.02
R2 34.24 34.24 32.86
R1 33.39 33.39 32.70 32.95
PP 32.50 32.50 32.50 32.28
S1 31.65 31.65 32.38 31.21
S2 30.76 30.76 32.22
S3 29.02 29.91 32.06
S4 27.28 28.17 31.58
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 48.45 45.58 36.30
R3 44.02 41.15 35.08
R2 39.59 39.59 34.67
R1 36.72 36.72 34.27 35.94
PP 35.16 35.16 35.16 34.77
S1 32.29 32.29 33.45 31.51
S2 30.73 30.73 33.05
S3 26.30 27.86 32.64
S4 21.87 23.43 31.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.15 31.61 4.54 14.0% 1.68 5.2% 20% False True 20,082
10 40.73 31.61 9.12 28.0% 1.79 5.5% 10% False True 17,909
20 42.64 31.61 11.03 33.9% 1.44 4.4% 8% False True 12,258
40 48.35 31.61 16.74 51.4% 1.38 4.3% 6% False True 10,976
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 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 40.75
2.618 37.91
1.618 36.17
1.000 35.09
0.618 34.43
HIGH 33.35
0.618 32.69
0.500 32.48
0.382 32.27
LOW 31.61
0.618 30.53
1.000 29.87
1.618 28.79
2.618 27.05
4.250 24.22
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 32.52 33.59
PP 32.50 33.24
S1 32.48 32.89

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

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