NYMEX Light Sweet Crude Oil Future August 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 41.15 42.08 0.93 2.3% 42.09
High 42.33 43.12 0.79 1.9% 42.33
Low 40.75 41.40 0.65 1.6% 40.75
Close 41.88 41.76 -0.12 -0.3% 41.88
Range 1.58 1.72 0.14 8.9% 1.58
ATR 1.21 1.24 0.04 3.0% 0.00
Volume 3,437 6,804 3,367 98.0% 8,896
Daily Pivots for day following 04-Jan-2016
Classic Woodie Camarilla DeMark
R4 47.25 46.23 42.71
R3 45.53 44.51 42.23
R2 43.81 43.81 42.08
R1 42.79 42.79 41.92 42.44
PP 42.09 42.09 42.09 41.92
S1 41.07 41.07 41.60 40.72
S2 40.37 40.37 41.44
S3 38.65 39.35 41.29
S4 36.93 37.63 40.81
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 46.39 45.72 42.75
R3 44.81 44.14 42.31
R2 43.23 43.23 42.17
R1 42.56 42.56 42.02 42.11
PP 41.65 41.65 41.65 41.43
S1 40.98 40.98 41.74 40.53
S2 40.07 40.07 41.59
S3 38.49 39.40 41.45
S4 36.91 37.82 41.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.12 40.75 2.37 5.7% 1.23 2.9% 43% True False 3,140
10 43.12 40.16 2.96 7.1% 1.06 2.5% 54% True False 3,343
20 47.24 40.16 7.08 17.0% 1.16 2.8% 23% False False 6,803
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 0.22
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 50.43
2.618 47.62
1.618 45.90
1.000 44.84
0.618 44.18
HIGH 43.12
0.618 42.46
0.500 42.26
0.382 42.06
LOW 41.40
0.618 40.34
1.000 39.68
1.618 38.62
2.618 36.90
4.250 34.09
Fisher Pivots for day following 04-Jan-2016
Pivot 1 day 3 day
R1 42.26 41.94
PP 42.09 41.88
S1 41.93 41.82

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

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