NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 26-Jan-2016
Day Change Summary
Previous Current
25-Jan-2016 26-Jan-2016 Change Change % Previous Week
Open 36.45 34.51 -1.94 -5.3% 32.80
High 37.06 36.94 -0.12 -0.3% 36.53
Low 34.63 34.05 -0.58 -1.7% 31.61
Close 35.09 36.12 1.03 2.9% 36.44
Range 2.43 2.89 0.46 18.9% 4.92
ATR 1.75 1.83 0.08 4.7% 0.00
Volume 23,941 24,717 776 3.2% 88,338
Daily Pivots for day following 26-Jan-2016
Classic Woodie Camarilla DeMark
R4 44.37 43.14 37.71
R3 41.48 40.25 36.91
R2 38.59 38.59 36.65
R1 37.36 37.36 36.38 37.98
PP 35.70 35.70 35.70 36.01
S1 34.47 34.47 35.86 35.09
S2 32.81 32.81 35.59
S3 29.92 31.58 35.33
S4 27.03 28.69 34.53
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 49.62 47.95 39.15
R3 44.70 43.03 37.79
R2 39.78 39.78 37.34
R1 38.11 38.11 36.89 38.95
PP 34.86 34.86 34.86 35.28
S1 33.19 33.19 35.99 34.03
S2 29.94 29.94 35.54
S3 25.02 28.27 35.09
S4 20.10 23.35 33.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.06 31.61 5.45 15.1% 2.43 6.7% 83% False False 23,200
10 37.16 31.61 5.55 15.4% 2.11 5.8% 81% False False 21,210
20 42.64 31.61 11.03 30.5% 1.79 5.0% 41% False False 15,555
40 48.29 31.61 16.68 46.2% 1.50 4.2% 27% False False 12,485
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.22
2.618 44.51
1.618 41.62
1.000 39.83
0.618 38.73
HIGH 36.94
0.618 35.84
0.500 35.50
0.382 35.15
LOW 34.05
0.618 32.26
1.000 31.16
1.618 29.37
2.618 26.48
4.250 21.77
Fisher Pivots for day following 26-Jan-2016
Pivot 1 day 3 day
R1 35.91 35.85
PP 35.70 35.58
S1 35.50 35.31

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

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