NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 28-Jul-2015
Day Change Summary
Previous Current
27-Jul-2015 28-Jul-2015 Change Change % Previous Week
Open 50.37 49.58 -0.79 -1.6% 53.09
High 50.60 50.75 0.15 0.3% 53.60
Low 49.38 49.17 -0.21 -0.4% 50.21
Close 49.91 50.38 0.47 0.9% 50.54
Range 1.22 1.58 0.36 29.5% 3.39
ATR 1.53 1.53 0.00 0.2% 0.00
Volume 18,953 14,636 -4,317 -22.8% 88,385
Daily Pivots for day following 28-Jul-2015
Classic Woodie Camarilla DeMark
R4 54.84 54.19 51.25
R3 53.26 52.61 50.81
R2 51.68 51.68 50.67
R1 51.03 51.03 50.52 51.36
PP 50.10 50.10 50.10 50.26
S1 49.45 49.45 50.24 49.78
S2 48.52 48.52 50.09
S3 46.94 47.87 49.95
S4 45.36 46.29 49.51
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 61.62 59.47 52.40
R3 58.23 56.08 51.47
R2 54.84 54.84 51.16
R1 52.69 52.69 50.85 52.07
PP 51.45 51.45 51.45 51.14
S1 49.30 49.30 50.23 48.68
S2 48.06 48.06 49.92
S3 44.67 45.91 49.61
S4 41.28 42.52 48.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.94 49.17 3.77 7.5% 1.33 2.6% 32% False True 18,102
10 55.64 49.17 6.47 12.8% 1.30 2.6% 19% False True 15,841
20 61.26 49.17 12.09 24.0% 1.69 3.4% 10% False True 16,196
40 63.32 49.17 14.15 28.1% 1.48 2.9% 9% False True 12,382
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 0.25
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 57.47
2.618 54.89
1.618 53.31
1.000 52.33
0.618 51.73
HIGH 50.75
0.618 50.15
0.500 49.96
0.382 49.77
LOW 49.17
0.618 48.19
1.000 47.59
1.618 46.61
2.618 45.03
4.250 42.46
Fisher Pivots for day following 28-Jul-2015
Pivot 1 day 3 day
R1 50.24 50.33
PP 50.10 50.29
S1 49.96 50.24

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

View Archives - Comment on this page... - Back to Index of Symbols