NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 25-Jul-2016
Day Change Summary
Previous Current
22-Jul-2016 25-Jul-2016 Change Change % Previous Week
Open 44.60 44.20 -0.40 -0.9% 46.83
High 44.97 44.37 -0.60 -1.3% 46.84
Low 43.74 42.97 -0.77 -1.8% 43.74
Close 44.19 43.13 -1.06 -2.4% 44.19
Range 1.23 1.40 0.17 13.8% 3.10
ATR 1.67 1.65 -0.02 -1.1% 0.00
Volume 428,407 389,837 -38,570 -9.0% 2,218,670
Daily Pivots for day following 25-Jul-2016
Classic Woodie Camarilla DeMark
R4 47.69 46.81 43.90
R3 46.29 45.41 43.52
R2 44.89 44.89 43.39
R1 44.01 44.01 43.26 43.75
PP 43.49 43.49 43.49 43.36
S1 42.61 42.61 43.00 42.35
S2 42.09 42.09 42.87
S3 40.69 41.21 42.75
S4 39.29 39.81 42.36
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 54.22 52.31 45.90
R3 51.12 49.21 45.04
R2 48.02 48.02 44.76
R1 46.11 46.11 44.47 45.52
PP 44.92 44.92 44.92 44.63
S1 43.01 43.01 43.91 42.42
S2 41.82 41.82 43.62
S3 38.72 39.91 43.34
S4 35.62 36.81 42.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.38 42.97 3.41 7.9% 1.38 3.2% 5% False True 454,787
10 47.69 42.97 4.72 10.9% 1.49 3.4% 3% False True 386,682
20 50.70 42.97 7.73 17.9% 1.72 4.0% 2% False True 279,421
40 52.73 42.97 9.76 22.6% 1.62 3.7% 2% False True 180,669
60 52.73 42.97 9.76 22.6% 1.57 3.6% 2% False True 135,035
80 52.73 38.67 14.06 32.6% 1.59 3.7% 32% False False 110,472
100 52.73 38.67 14.06 32.6% 1.54 3.6% 32% False False 94,083
120 52.73 34.69 18.04 41.8% 1.57 3.6% 47% False False 82,742
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.32
2.618 48.04
1.618 46.64
1.000 45.77
0.618 45.24
HIGH 44.37
0.618 43.84
0.500 43.67
0.382 43.50
LOW 42.97
0.618 42.10
1.000 41.57
1.618 40.70
2.618 39.30
4.250 37.02
Fisher Pivots for day following 25-Jul-2016
Pivot 1 day 3 day
R1 43.67 44.53
PP 43.49 44.06
S1 43.31 43.60

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

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