NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 25-Jul-2016
Day Change Summary
Previous Current
22-Jul-2016 25-Jul-2016 Change Change % Previous Week
Open 45.30 44.88 -0.42 -0.9% 47.23
High 45.64 45.05 -0.59 -1.3% 47.41
Low 44.42 43.69 -0.73 -1.6% 44.42
Close 44.88 43.87 -1.01 -2.3% 44.88
Range 1.22 1.36 0.14 11.5% 2.99
ATR 1.63 1.61 -0.02 -1.2% 0.00
Volume 68,040 71,819 3,779 5.6% 361,628
Daily Pivots for day following 25-Jul-2016
Classic Woodie Camarilla DeMark
R4 48.28 47.44 44.62
R3 46.92 46.08 44.24
R2 45.56 45.56 44.12
R1 44.72 44.72 43.99 44.46
PP 44.20 44.20 44.20 44.08
S1 43.36 43.36 43.75 43.10
S2 42.84 42.84 43.62
S3 41.48 42.00 43.50
S4 40.12 40.64 43.12
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 54.54 52.70 46.52
R3 51.55 49.71 45.70
R2 48.56 48.56 45.43
R1 46.72 46.72 45.15 46.15
PP 45.57 45.57 45.57 45.28
S1 43.73 43.73 44.61 43.16
S2 42.58 42.58 44.33
S3 39.59 40.74 44.06
S4 36.60 37.75 43.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.99 43.69 3.30 7.5% 1.34 3.0% 5% False True 78,701
10 48.37 43.69 4.68 10.7% 1.46 3.3% 4% False True 73,763
20 51.27 43.69 7.58 17.3% 1.69 3.9% 2% False True 63,213
40 53.02 43.69 9.33 21.3% 1.57 3.6% 2% False True 45,548
60 53.02 43.69 9.33 21.3% 1.51 3.5% 2% False True 37,329
80 53.02 39.08 13.94 31.8% 1.51 3.4% 34% False False 32,206
100 53.02 39.08 13.94 31.8% 1.45 3.3% 34% False False 28,152
120 53.02 35.44 17.58 40.1% 1.47 3.3% 48% False False 25,278
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.83
2.618 48.61
1.618 47.25
1.000 46.41
0.618 45.89
HIGH 45.05
0.618 44.53
0.500 44.37
0.382 44.21
LOW 43.69
0.618 42.85
1.000 42.33
1.618 41.49
2.618 40.13
4.250 37.91
Fisher Pivots for day following 25-Jul-2016
Pivot 1 day 3 day
R1 44.37 45.25
PP 44.20 44.79
S1 44.04 44.33

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

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