NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 28-Jul-2016
Day Change Summary
Previous Current
27-Jul-2016 28-Jul-2016 Change Change % Previous Week
Open 43.41 42.61 -0.80 -1.8% 47.23
High 43.92 42.90 -1.02 -2.3% 47.41
Low 42.39 41.76 -0.63 -1.5% 44.42
Close 42.61 41.86 -0.75 -1.8% 44.88
Range 1.53 1.14 -0.39 -25.5% 2.99
ATR 1.56 1.53 -0.03 -1.9% 0.00
Volume 132,822 94,814 -38,008 -28.6% 361,628
Daily Pivots for day following 28-Jul-2016
Classic Woodie Camarilla DeMark
R4 45.59 44.87 42.49
R3 44.45 43.73 42.17
R2 43.31 43.31 42.07
R1 42.59 42.59 41.96 42.38
PP 42.17 42.17 42.17 42.07
S1 41.45 41.45 41.76 41.24
S2 41.03 41.03 41.65
S3 39.89 40.31 41.55
S4 38.75 39.17 41.23
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 54.54 52.70 46.52
R3 51.55 49.71 45.70
R2 48.56 48.56 45.43
R1 46.72 46.72 45.15 46.15
PP 45.57 45.57 45.57 45.28
S1 43.73 43.73 44.61 43.16
S2 42.58 42.58 44.33
S3 39.59 40.74 44.06
S4 36.60 37.75 43.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.64 41.76 3.88 9.3% 1.25 3.0% 3% False True 94,282
10 47.67 41.76 5.91 14.1% 1.29 3.1% 2% False True 81,037
20 50.85 41.76 9.09 21.7% 1.59 3.8% 1% False True 73,613
40 53.02 41.76 11.26 26.9% 1.57 3.8% 1% False True 52,569
60 53.02 41.76 11.26 26.9% 1.50 3.6% 1% False True 41,983
80 53.02 40.02 13.00 31.1% 1.50 3.6% 14% False False 35,826
100 53.02 39.08 13.94 33.3% 1.44 3.4% 20% False False 31,147
120 53.02 35.44 17.58 42.0% 1.46 3.5% 37% False False 27,744
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.75
2.618 45.88
1.618 44.74
1.000 44.04
0.618 43.60
HIGH 42.90
0.618 42.46
0.500 42.33
0.382 42.20
LOW 41.76
0.618 41.06
1.000 40.62
1.618 39.92
2.618 38.78
4.250 36.92
Fisher Pivots for day following 28-Jul-2016
Pivot 1 day 3 day
R1 42.33 42.94
PP 42.17 42.58
S1 42.02 42.22

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

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