NYMEX Light Sweet Crude Oil Future August 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 34.30 33.66 -0.64 -1.9% 38.33
High 35.12 33.70 -1.42 -4.0% 38.48
Low 33.35 32.22 -1.13 -3.4% 34.25
Close 33.90 33.15 -0.75 -2.2% 34.44
Range 1.77 1.48 -0.29 -16.4% 4.23
ATR 1.49 1.50 0.01 0.9% 0.00
Volume 13,369 13,277 -92 -0.7% 43,880
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 37.46 36.79 33.96
R3 35.98 35.31 33.56
R2 34.50 34.50 33.42
R1 33.83 33.83 33.29 33.43
PP 33.02 33.02 33.02 32.82
S1 32.35 32.35 33.01 31.95
S2 31.54 31.54 32.88
S3 30.06 30.87 32.74
S4 28.58 29.39 32.34
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 48.41 45.66 36.77
R3 44.18 41.43 35.60
R2 39.95 39.95 35.22
R1 37.20 37.20 34.83 36.46
PP 35.72 35.72 35.72 35.36
S1 32.97 32.97 34.05 32.23
S2 31.49 31.49 33.66
S3 27.26 28.74 33.28
S4 23.03 24.51 32.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.67 32.22 4.45 13.4% 1.56 4.7% 21% False True 10,615
10 41.35 32.22 9.13 27.5% 1.65 5.0% 10% False True 9,042
20 43.12 32.22 10.90 32.9% 1.37 4.1% 9% False True 6,318
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 39.99
2.618 37.57
1.618 36.09
1.000 35.18
0.618 34.61
HIGH 33.70
0.618 33.13
0.500 32.96
0.382 32.79
LOW 32.22
0.618 31.31
1.000 30.74
1.618 29.83
2.618 28.35
4.250 25.93
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 33.09 34.11
PP 33.02 33.79
S1 32.96 33.47

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

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