NYMEX Light Sweet Crude Oil Future August 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 36.13 35.49 -0.64 -1.8% 42.08
High 36.67 36.48 -0.19 -0.5% 43.12
Low 35.18 35.16 -0.02 -0.1% 38.00
Close 35.42 36.27 0.85 2.4% 38.91
Range 1.49 1.32 -0.17 -11.4% 5.12
ATR 1.43 1.42 -0.01 -0.5% 0.00
Volume 8,829 12,491 3,662 41.5% 31,967
Daily Pivots for day following 14-Jan-2016
Classic Woodie Camarilla DeMark
R4 39.93 39.42 37.00
R3 38.61 38.10 36.63
R2 37.29 37.29 36.51
R1 36.78 36.78 36.39 37.04
PP 35.97 35.97 35.97 36.10
S1 35.46 35.46 36.15 35.72
S2 34.65 34.65 36.03
S3 33.33 34.14 35.91
S4 32.01 32.82 35.54
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 55.37 52.26 41.73
R3 50.25 47.14 40.32
R2 45.13 45.13 39.85
R1 42.02 42.02 39.38 41.02
PP 40.01 40.01 40.01 39.51
S1 36.90 36.90 38.44 35.90
S2 34.89 34.89 37.97
S3 29.77 31.78 37.50
S4 24.65 26.66 36.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.68 35.16 4.52 12.5% 1.57 4.3% 25% False True 9,226
10 43.12 35.16 7.96 21.9% 1.60 4.4% 14% False True 7,417
20 43.12 35.16 7.96 21.9% 1.26 3.5% 14% False True 5,258
Crabel Price Patterns
NR True
NR4 True
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 0.34
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 42.09
2.618 39.94
1.618 38.62
1.000 37.80
0.618 37.30
HIGH 36.48
0.618 35.98
0.500 35.82
0.382 35.66
LOW 35.16
0.618 34.34
1.000 33.84
1.618 33.02
2.618 31.70
4.250 29.55
Fisher Pivots for day following 14-Jan-2016
Pivot 1 day 3 day
R1 36.12 36.48
PP 35.97 36.41
S1 35.82 36.34

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

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