NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 07-Jul-2016
Day Change Summary
Previous Current
06-Jul-2016 07-Jul-2016 Change Change % Previous Week
Open 49.72 50.71 0.99 2.0% 49.83
High 50.53 51.07 0.54 1.1% 52.66
Low 48.96 47.91 -1.05 -2.1% 48.46
Close 50.36 48.12 -2.24 -4.4% 51.77
Range 1.57 3.16 1.59 101.3% 4.20
ATR 1.63 1.74 0.11 6.7% 0.00
Volume 13,677 14,676 999 7.3% 78,061
Daily Pivots for day following 07-Jul-2016
Classic Woodie Camarilla DeMark
R4 58.51 56.48 49.86
R3 55.35 53.32 48.99
R2 52.19 52.19 48.70
R1 50.16 50.16 48.41 49.60
PP 49.03 49.03 49.03 48.75
S1 47.00 47.00 47.83 46.44
S2 45.87 45.87 47.54
S3 42.71 43.84 47.25
S4 39.55 40.68 46.38
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 63.56 61.87 54.08
R3 59.36 57.67 52.93
R2 55.16 55.16 52.54
R1 53.47 53.47 52.16 54.32
PP 50.96 50.96 50.96 51.39
S1 49.27 49.27 51.39 50.12
S2 46.76 46.76 51.00
S3 42.56 45.07 50.62
S4 38.36 40.87 49.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.19 47.91 4.28 8.9% 2.07 4.3% 5% False True 14,294
10 52.66 47.91 4.75 9.9% 2.00 4.1% 4% False True 14,029
20 53.72 47.91 5.81 12.1% 1.63 3.4% 4% False True 11,594
40 53.72 46.89 6.83 14.2% 1.32 2.7% 18% False False 9,008
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 64.50
2.618 59.34
1.618 56.18
1.000 54.23
0.618 53.02
HIGH 51.07
0.618 49.86
0.500 49.49
0.382 49.12
LOW 47.91
0.618 45.96
1.000 44.75
1.618 42.80
2.618 39.64
4.250 34.48
Fisher Pivots for day following 07-Jul-2016
Pivot 1 day 3 day
R1 49.49 50.01
PP 49.03 49.38
S1 48.58 48.75

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

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