NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 22-Jul-2015
Day Change Summary
Previous Current
21-Jul-2015 22-Jul-2015 Change Change % Previous Week
Open 52.50 52.83 0.33 0.6% 54.54
High 53.60 52.94 -0.66 -1.2% 55.70
Low 52.36 51.46 -0.90 -1.7% 52.50
Close 53.15 51.66 -1.49 -2.8% 53.20
Range 1.24 1.48 0.24 19.4% 3.20
ATR 1.61 1.61 0.01 0.4% 0.00
Volume 17,383 20,593 3,210 18.5% 77,345
Daily Pivots for day following 22-Jul-2015
Classic Woodie Camarilla DeMark
R4 56.46 55.54 52.47
R3 54.98 54.06 52.07
R2 53.50 53.50 51.93
R1 52.58 52.58 51.80 52.30
PP 52.02 52.02 52.02 51.88
S1 51.10 51.10 51.52 50.82
S2 50.54 50.54 51.39
S3 49.06 49.62 51.25
S4 47.58 48.14 50.85
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 63.40 61.50 54.96
R3 60.20 58.30 54.08
R2 57.00 57.00 53.79
R1 55.10 55.10 53.49 54.45
PP 53.80 53.80 53.80 53.48
S1 51.90 51.90 52.91 51.25
S2 50.60 50.60 52.61
S3 47.40 48.70 52.32
S4 44.20 45.50 51.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.37 51.46 2.91 5.6% 1.14 2.2% 7% False True 14,496
10 56.10 51.46 4.64 9.0% 1.53 3.0% 4% False True 15,900
20 62.97 51.46 11.51 22.3% 1.65 3.2% 2% False True 14,259
40 63.32 51.46 11.86 23.0% 1.51 2.9% 2% False True 11,757
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 59.23
2.618 56.81
1.618 55.33
1.000 54.42
0.618 53.85
HIGH 52.94
0.618 52.37
0.500 52.20
0.382 52.03
LOW 51.46
0.618 50.55
1.000 49.98
1.618 49.07
2.618 47.59
4.250 45.17
Fisher Pivots for day following 22-Jul-2015
Pivot 1 day 3 day
R1 52.20 52.53
PP 52.02 52.24
S1 51.84 51.95

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

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