NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 29-Jan-2016
Day Change Summary
Previous Current
28-Jan-2016 29-Jan-2016 Change Change % Previous Week
Open 37.74 39.30 1.56 4.1% 37.39
High 39.76 39.92 0.16 0.4% 39.92
Low 37.51 38.57 1.06 2.8% 34.76
Close 38.63 39.75 1.12 2.9% 39.75
Range 2.25 1.35 -0.90 -40.0% 5.16
ATR 1.81 1.78 -0.03 -1.8% 0.00
Volume 10,242 16,529 6,287 61.4% 73,894
Daily Pivots for day following 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 43.46 42.96 40.49
R3 42.11 41.61 40.12
R2 40.76 40.76 40.00
R1 40.26 40.26 39.87 40.51
PP 39.41 39.41 39.41 39.54
S1 38.91 38.91 39.63 39.16
S2 38.06 38.06 39.50
S3 36.71 37.56 39.38
S4 35.36 36.21 39.01
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 53.62 51.85 42.59
R3 48.46 46.69 41.17
R2 43.30 43.30 40.70
R1 41.53 41.53 40.22 42.42
PP 38.14 38.14 38.14 38.59
S1 36.37 36.37 39.28 37.26
S2 32.98 32.98 38.80
S3 27.82 31.21 38.33
S4 22.66 26.05 36.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.92 34.76 5.16 13.0% 2.12 5.3% 97% True False 14,778
10 39.92 32.22 7.70 19.4% 2.06 5.2% 98% True False 12,652
20 43.12 32.22 10.90 27.4% 1.83 4.6% 69% False False 10,035
40 47.24 32.22 15.02 37.8% 1.46 3.7% 50% False False 8,388
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.35
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 45.66
2.618 43.45
1.618 42.10
1.000 41.27
0.618 40.75
HIGH 39.92
0.618 39.40
0.500 39.25
0.382 39.09
LOW 38.57
0.618 37.74
1.000 37.22
1.618 36.39
2.618 35.04
4.250 32.83
Fisher Pivots for day following 29-Jan-2016
Pivot 1 day 3 day
R1 39.58 39.13
PP 39.41 38.52
S1 39.25 37.90

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

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