NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 36.90 36.18 -0.72 -2.0% 38.00
High 37.10 36.39 -0.71 -1.9% 38.09
Low 35.74 33.77 -1.97 -5.5% 36.22
Close 35.97 33.97 -2.00 -5.6% 37.04
Range 1.36 2.62 1.26 92.6% 1.87
ATR 1.52 1.60 0.08 5.2% 0.00
Volume 410,131 563,811 153,680 37.5% 1,014,124
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 42.57 40.89 35.41
R3 39.95 38.27 34.69
R2 37.33 37.33 34.45
R1 35.65 35.65 34.21 35.18
PP 34.71 34.71 34.71 34.48
S1 33.03 33.03 33.73 32.56
S2 32.09 32.09 33.49
S3 29.47 30.41 33.25
S4 26.85 27.79 32.53
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 42.73 41.75 38.07
R3 40.86 39.88 37.55
R2 38.99 38.99 37.38
R1 38.01 38.01 37.21 37.57
PP 37.12 37.12 37.12 36.89
S1 36.14 36.14 36.87 35.70
S2 35.25 35.25 36.70
S3 33.38 34.27 36.53
S4 31.51 32.40 36.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.39 33.77 4.62 13.6% 1.72 5.1% 4% False True 391,492
10 38.39 33.77 4.62 13.6% 1.48 4.4% 4% False True 330,284
20 40.34 33.77 6.57 19.3% 1.51 4.4% 3% False True 309,043
40 47.16 33.77 13.39 39.4% 1.55 4.6% 1% False True 202,444
60 51.85 33.77 18.08 53.2% 1.56 4.6% 1% False True 147,412
80 52.60 33.77 18.83 55.4% 1.59 4.7% 1% False True 116,457
100 52.60 33.77 18.83 55.4% 1.71 5.0% 1% False True 97,159
120 54.03 33.77 20.26 59.6% 1.65 4.8% 1% False True 82,750
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 47.53
2.618 43.25
1.618 40.63
1.000 39.01
0.618 38.01
HIGH 36.39
0.618 35.39
0.500 35.08
0.382 34.77
LOW 33.77
0.618 32.15
1.000 31.15
1.618 29.53
2.618 26.91
4.250 22.64
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 35.08 36.08
PP 34.71 35.38
S1 34.34 34.67

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

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