NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 27-Jan-2016
Day Change Summary
Previous Current
26-Jan-2016 27-Jan-2016 Change Change % Previous Week
Open 35.23 36.14 0.91 2.6% 34.30
High 37.50 38.05 0.55 1.5% 37.08
Low 34.76 35.88 1.12 3.2% 32.22
Close 36.79 37.66 0.87 2.4% 37.06
Range 2.74 2.17 -0.57 -20.8% 4.86
ATR 1.75 1.78 0.03 1.7% 0.00
Volume 10,513 18,046 7,533 71.7% 47,522
Daily Pivots for day following 27-Jan-2016
Classic Woodie Camarilla DeMark
R4 43.71 42.85 38.85
R3 41.54 40.68 38.26
R2 39.37 39.37 38.06
R1 38.51 38.51 37.86 38.94
PP 37.20 37.20 37.20 37.41
S1 36.34 36.34 37.46 36.77
S2 35.03 35.03 37.26
S3 32.86 34.17 37.06
S4 30.69 32.00 36.47
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 50.03 48.41 39.73
R3 45.17 43.55 38.40
R2 40.31 40.31 37.95
R1 38.69 38.69 37.51 39.50
PP 35.45 35.45 35.45 35.86
S1 33.83 33.83 36.61 34.64
S2 30.59 30.59 36.17
S3 25.73 28.97 35.72
S4 20.87 24.11 34.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.05 32.60 5.45 14.5% 2.41 6.4% 93% True False 13,599
10 38.05 32.22 5.83 15.5% 1.98 5.3% 93% True False 12,107
20 43.12 32.22 10.90 28.9% 1.73 4.6% 50% False False 8,881
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.27
2.618 43.73
1.618 41.56
1.000 40.22
0.618 39.39
HIGH 38.05
0.618 37.22
0.500 36.97
0.382 36.71
LOW 35.88
0.618 34.54
1.000 33.71
1.618 32.37
2.618 30.20
4.250 26.66
Fisher Pivots for day following 27-Jan-2016
Pivot 1 day 3 day
R1 37.43 37.24
PP 37.20 36.82
S1 36.97 36.41

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

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