NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 22-Jan-2016
Day Change Summary
Previous Current
21-Jan-2016 22-Jan-2016 Change Change % Previous Week
Open 34.03 35.11 1.08 3.2% 34.44
High 35.24 37.64 2.40 6.8% 37.64
Low 33.16 34.67 1.51 4.6% 32.85
Close 34.71 37.56 2.85 8.2% 37.56
Range 2.08 2.97 0.89 42.8% 4.79
ATR 1.58 1.68 0.10 6.3% 0.00
Volume 16,887 16,668 -219 -1.3% 67,444
Daily Pivots for day following 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 45.53 44.52 39.19
R3 42.56 41.55 38.38
R2 39.59 39.59 38.10
R1 38.58 38.58 37.83 39.09
PP 36.62 36.62 36.62 36.88
S1 35.61 35.61 37.29 36.12
S2 33.65 33.65 37.02
S3 30.68 32.64 36.74
S4 27.71 29.67 35.93
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 50.39 48.76 40.19
R3 45.60 43.97 38.88
R2 40.81 40.81 38.44
R1 39.18 39.18 38.00 40.00
PP 36.02 36.02 36.02 36.42
S1 34.39 34.39 37.12 35.21
S2 31.23 31.23 36.68
S3 26.44 29.60 36.24
S4 21.65 24.81 34.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.64 32.85 4.79 12.8% 2.02 5.4% 98% True False 15,208
10 40.40 32.85 7.55 20.1% 1.83 4.9% 62% False False 13,692
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 50.26
2.618 45.42
1.618 42.45
1.000 40.61
0.618 39.48
HIGH 37.64
0.618 36.51
0.500 36.16
0.382 35.80
LOW 34.67
0.618 32.83
1.000 31.70
1.618 29.86
2.618 26.89
4.250 22.05
Fisher Pivots for day following 22-Jan-2016
Pivot 1 day 3 day
R1 37.09 36.79
PP 36.62 36.02
S1 36.16 35.25

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

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