NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 26-Jul-2016
Day Change Summary
Previous Current
25-Jul-2016 26-Jul-2016 Change Change % Previous Week
Open 44.20 43.07 -1.13 -2.6% 46.83
High 44.37 43.39 -0.98 -2.2% 46.84
Low 42.97 42.36 -0.61 -1.4% 43.74
Close 43.13 42.92 -0.21 -0.5% 44.19
Range 1.40 1.03 -0.37 -26.4% 3.10
ATR 1.65 1.60 -0.04 -2.7% 0.00
Volume 389,837 461,324 71,487 18.3% 2,218,670
Daily Pivots for day following 26-Jul-2016
Classic Woodie Camarilla DeMark
R4 45.98 45.48 43.49
R3 44.95 44.45 43.20
R2 43.92 43.92 43.11
R1 43.42 43.42 43.01 43.16
PP 42.89 42.89 42.89 42.76
S1 42.39 42.39 42.83 42.13
S2 41.86 41.86 42.73
S3 40.83 41.36 42.64
S4 39.80 40.33 42.35
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 46.13 42.36 3.77 8.8% 1.36 3.2% 15% False True 450,710
10 47.41 42.36 5.05 11.8% 1.35 3.1% 11% False True 402,448
20 50.70 42.36 8.34 19.4% 1.67 3.9% 7% False True 297,223
40 52.73 42.36 10.37 24.2% 1.62 3.8% 5% False True 191,267
60 52.73 42.36 10.37 24.2% 1.57 3.7% 5% False True 142,044
80 52.73 38.67 14.06 32.8% 1.58 3.7% 30% False False 115,887
100 52.73 38.67 14.06 32.8% 1.54 3.6% 30% False False 98,399
120 52.73 34.69 18.04 42.0% 1.56 3.6% 46% False False 86,346
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 0.32
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 47.77
2.618 46.09
1.618 45.06
1.000 44.42
0.618 44.03
HIGH 43.39
0.618 43.00
0.500 42.88
0.382 42.75
LOW 42.36
0.618 41.72
1.000 41.33
1.618 40.69
2.618 39.66
4.250 37.98
Fisher Pivots for day following 26-Jul-2016
Pivot 1 day 3 day
R1 42.91 43.67
PP 42.89 43.42
S1 42.88 43.17

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

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