NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 21-Jan-2016
Day Change Summary
Previous Current
20-Jan-2016 21-Jan-2016 Change Change % Previous Week
Open 34.25 34.03 -0.22 -0.6% 38.95
High 34.25 35.24 0.99 2.9% 39.30
Low 32.85 33.16 0.31 0.9% 34.72
Close 33.66 34.71 1.05 3.1% 34.94
Range 1.40 2.08 0.68 48.6% 4.58
ATR 1.55 1.58 0.04 2.5% 0.00
Volume 19,211 16,887 -2,324 -12.1% 59,648
Daily Pivots for day following 21-Jan-2016
Classic Woodie Camarilla DeMark
R4 40.61 39.74 35.85
R3 38.53 37.66 35.28
R2 36.45 36.45 35.09
R1 35.58 35.58 34.90 36.02
PP 34.37 34.37 34.37 34.59
S1 33.50 33.50 34.52 33.94
S2 32.29 32.29 34.33
S3 30.21 31.42 34.14
S4 28.13 29.34 33.57
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 50.06 47.08 37.46
R3 45.48 42.50 36.20
R2 40.90 40.90 35.78
R1 37.92 37.92 35.36 37.12
PP 36.32 36.32 36.32 35.92
S1 33.34 33.34 34.52 32.54
S2 31.74 31.74 34.10
S3 27.16 28.76 33.68
S4 22.58 24.18 32.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.98 32.85 4.13 11.9% 1.67 4.8% 45% False False 14,174
10 40.40 32.85 7.55 21.8% 1.70 4.9% 25% False False 13,068
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 44.08
2.618 40.69
1.618 38.61
1.000 37.32
0.618 36.53
HIGH 35.24
0.618 34.45
0.500 34.20
0.382 33.95
LOW 33.16
0.618 31.87
1.000 31.08
1.618 29.79
2.618 27.71
4.250 24.32
Fisher Pivots for day following 21-Jan-2016
Pivot 1 day 3 day
R1 34.54 34.54
PP 34.37 34.37
S1 34.20 34.21

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

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