NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 29-Jul-2016
Day Change Summary
Previous Current
28-Jul-2016 29-Jul-2016 Change Change % Previous Week
Open 42.61 41.83 -0.78 -1.8% 44.88
High 42.90 42.39 -0.51 -1.2% 45.05
Low 41.76 41.30 -0.46 -1.1% 41.30
Close 41.86 42.33 0.47 1.1% 42.33
Range 1.14 1.09 -0.05 -4.4% 3.75
ATR 1.53 1.50 -0.03 -2.1% 0.00
Volume 94,814 115,016 20,202 21.3% 518,386
Daily Pivots for day following 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 45.28 44.89 42.93
R3 44.19 43.80 42.63
R2 43.10 43.10 42.53
R1 42.71 42.71 42.43 42.91
PP 42.01 42.01 42.01 42.10
S1 41.62 41.62 42.23 41.82
S2 40.92 40.92 42.13
S3 39.83 40.53 42.03
S4 38.74 39.44 41.73
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 54.14 51.99 44.39
R3 50.39 48.24 43.36
R2 46.64 46.64 43.02
R1 44.49 44.49 42.67 43.69
PP 42.89 42.89 42.89 42.50
S1 40.74 40.74 41.99 39.94
S2 39.14 39.14 41.64
S3 35.39 36.99 41.30
S4 31.64 33.24 40.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.05 41.30 3.75 8.9% 1.22 2.9% 27% False True 103,677
10 47.41 41.30 6.11 14.4% 1.27 3.0% 17% False True 88,001
20 50.62 41.30 9.32 22.0% 1.57 3.7% 11% False True 75,886
40 53.02 41.30 11.72 27.7% 1.56 3.7% 9% False True 54,944
60 53.02 41.30 11.72 27.7% 1.50 3.5% 9% False True 43,602
80 53.02 40.34 12.68 30.0% 1.50 3.5% 16% False False 37,086
100 53.02 39.08 13.94 32.9% 1.43 3.4% 23% False False 32,198
120 53.02 35.44 17.58 41.5% 1.46 3.5% 39% False False 28,563
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 0.39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.02
2.618 45.24
1.618 44.15
1.000 43.48
0.618 43.06
HIGH 42.39
0.618 41.97
0.500 41.85
0.382 41.72
LOW 41.30
0.618 40.63
1.000 40.21
1.618 39.54
2.618 38.45
4.250 36.67
Fisher Pivots for day following 29-Jul-2016
Pivot 1 day 3 day
R1 42.17 42.61
PP 42.01 42.52
S1 41.85 42.42

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

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