NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 25-Jan-2016
Day Change Summary
Previous Current
22-Jan-2016 25-Jan-2016 Change Change % Previous Week
Open 34.41 37.39 2.98 8.7% 34.30
High 37.08 37.39 0.31 0.8% 37.08
Low 34.17 35.30 1.13 3.3% 32.22
Close 37.06 35.77 -1.29 -3.5% 37.06
Range 2.91 2.09 -0.82 -28.2% 4.86
ATR 1.64 1.67 0.03 2.0% 0.00
Volume 9,802 18,564 8,762 89.4% 47,522
Daily Pivots for day following 25-Jan-2016
Classic Woodie Camarilla DeMark
R4 42.42 41.19 36.92
R3 40.33 39.10 36.34
R2 38.24 38.24 36.15
R1 37.01 37.01 35.96 36.58
PP 36.15 36.15 36.15 35.94
S1 34.92 34.92 35.58 34.49
S2 34.06 34.06 35.39
S3 31.97 32.83 35.20
S4 29.88 30.74 34.62
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 50.03 48.41 39.73
R3 45.17 43.55 38.40
R2 40.31 40.31 37.95
R1 38.69 38.69 37.51 39.50
PP 35.45 35.45 35.45 35.86
S1 33.83 33.83 36.61 34.64
S2 30.59 30.59 36.17
S3 25.73 28.97 35.72
S4 20.87 24.11 34.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.39 32.22 5.17 14.5% 2.07 5.8% 69% True False 13,217
10 38.48 32.22 6.26 17.5% 1.87 5.2% 57% False False 10,996
20 43.12 32.22 10.90 30.5% 1.59 4.5% 33% False False 7,605
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 True
Stretch 0.39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 46.27
2.618 42.86
1.618 40.77
1.000 39.48
0.618 38.68
HIGH 37.39
0.618 36.59
0.500 36.35
0.382 36.10
LOW 35.30
0.618 34.01
1.000 33.21
1.618 31.92
2.618 29.83
4.250 26.42
Fisher Pivots for day following 25-Jan-2016
Pivot 1 day 3 day
R1 36.35 35.51
PP 36.15 35.25
S1 35.96 35.00

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

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