NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 28-Jan-2016
Day Change Summary
Previous Current
27-Jan-2016 28-Jan-2016 Change Change % Previous Week
Open 36.14 37.74 1.60 4.4% 34.30
High 38.05 39.76 1.71 4.5% 37.08
Low 35.88 37.51 1.63 4.5% 32.22
Close 37.66 38.63 0.97 2.6% 37.06
Range 2.17 2.25 0.08 3.7% 4.86
ATR 1.78 1.81 0.03 1.9% 0.00
Volume 18,046 10,242 -7,804 -43.2% 47,522
Daily Pivots for day following 28-Jan-2016
Classic Woodie Camarilla DeMark
R4 45.38 44.26 39.87
R3 43.13 42.01 39.25
R2 40.88 40.88 39.04
R1 39.76 39.76 38.84 40.32
PP 38.63 38.63 38.63 38.92
S1 37.51 37.51 38.42 38.07
S2 36.38 36.38 38.22
S3 34.13 35.26 38.01
S4 31.88 33.01 37.39
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 39.76 34.17 5.59 14.5% 2.43 6.3% 80% True False 13,433
10 39.76 32.22 7.54 19.5% 2.06 5.3% 85% True False 12,249
20 43.12 32.22 10.90 28.2% 1.79 4.6% 59% False False 9,300
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.32
2.618 45.65
1.618 43.40
1.000 42.01
0.618 41.15
HIGH 39.76
0.618 38.90
0.500 38.64
0.382 38.37
LOW 37.51
0.618 36.12
1.000 35.26
1.618 33.87
2.618 31.62
4.250 27.95
Fisher Pivots for day following 28-Jan-2016
Pivot 1 day 3 day
R1 38.64 38.17
PP 38.63 37.72
S1 38.63 37.26

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

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