NYMEX Light Sweet Crude Oil Future November 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 43.29 42.60 -0.69 -1.6% 45.59
High 43.59 43.14 -0.45 -1.0% 45.77
Low 42.50 42.03 -0.47 -1.1% 42.03
Close 42.59 43.09 0.50 1.2% 43.09
Range 1.09 1.11 0.02 1.8% 3.74
ATR 1.51 1.48 -0.03 -1.9% 0.00
Volume 29,934 37,543 7,609 25.4% 194,865
Daily Pivots for day following 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 46.08 45.70 43.70
R3 44.97 44.59 43.40
R2 43.86 43.86 43.29
R1 43.48 43.48 43.19 43.67
PP 42.75 42.75 42.75 42.85
S1 42.37 42.37 42.99 42.56
S2 41.64 41.64 42.89
S3 40.53 41.26 42.78
S4 39.42 40.15 42.48
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 54.85 52.71 45.15
R3 51.11 48.97 44.12
R2 47.37 47.37 43.78
R1 45.23 45.23 43.43 44.43
PP 43.63 43.63 43.63 43.23
S1 41.49 41.49 42.75 40.69
S2 39.89 39.89 42.40
S3 36.15 37.75 42.06
S4 32.41 34.01 41.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.77 42.03 3.74 8.7% 1.20 2.8% 28% False True 38,973
10 48.08 42.03 6.05 14.0% 1.25 2.9% 18% False True 34,157
20 51.20 42.03 9.17 21.3% 1.55 3.6% 12% False True 35,923
40 53.39 42.03 11.36 26.4% 1.53 3.6% 9% False True 28,375
60 53.39 42.03 11.36 26.4% 1.45 3.4% 9% False True 24,214
80 53.39 40.64 12.75 29.6% 1.43 3.3% 19% False False 21,504
100 53.39 39.40 13.99 32.5% 1.35 3.1% 26% False False 19,035
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.86
2.618 46.05
1.618 44.94
1.000 44.25
0.618 43.83
HIGH 43.14
0.618 42.72
0.500 42.59
0.382 42.45
LOW 42.03
0.618 41.34
1.000 40.92
1.618 40.23
2.618 39.12
4.250 37.31
Fisher Pivots for day following 29-Jul-2016
Pivot 1 day 3 day
R1 42.92 43.34
PP 42.75 43.26
S1 42.59 43.17

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

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