NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 08-Jan-2016
Day Change Summary
Previous Current
07-Jan-2016 08-Jan-2016 Change Change % Previous Week
Open 34.09 33.30 -0.79 -2.3% 37.60
High 34.26 34.34 0.08 0.2% 38.39
Low 32.10 32.64 0.54 1.7% 32.10
Close 33.27 33.16 -0.11 -0.3% 33.16
Range 2.16 1.70 -0.46 -21.3% 6.29
ATR 1.64 1.64 0.00 0.3% 0.00
Volume 617,409 596,496 -20,913 -3.4% 2,619,832
Daily Pivots for day following 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 38.48 37.52 34.10
R3 36.78 35.82 33.63
R2 35.08 35.08 33.47
R1 34.12 34.12 33.32 33.75
PP 33.38 33.38 33.38 33.20
S1 32.42 32.42 33.00 32.05
S2 31.68 31.68 32.85
S3 29.98 30.72 32.69
S4 28.28 29.02 32.23
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 53.42 49.58 36.62
R3 47.13 43.29 34.89
R2 40.84 40.84 34.31
R1 37.00 37.00 33.74 35.78
PP 34.55 34.55 34.55 33.94
S1 30.71 30.71 32.58 29.49
S2 28.26 28.26 32.01
S3 21.97 24.42 31.43
S4 15.68 18.13 29.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.39 32.10 6.29 19.0% 1.98 6.0% 17% False False 523,966
10 38.39 32.10 6.29 19.0% 1.61 4.9% 17% False False 383,982
20 39.13 32.10 7.03 21.2% 1.51 4.6% 15% False False 338,752
40 46.38 32.10 14.28 43.1% 1.59 4.8% 7% False False 229,626
60 50.02 32.10 17.92 54.0% 1.55 4.7% 6% False False 166,694
80 52.60 32.10 20.50 61.8% 1.61 4.9% 5% False False 130,912
100 52.60 32.10 20.50 61.8% 1.74 5.2% 5% False False 109,045
120 54.03 32.10 21.93 66.1% 1.66 5.0% 5% False False 92,799
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 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 41.57
2.618 38.79
1.618 37.09
1.000 36.04
0.618 35.39
HIGH 34.34
0.618 33.69
0.500 33.49
0.382 33.29
LOW 32.64
0.618 31.59
1.000 30.94
1.618 29.89
2.618 28.19
4.250 25.42
Fisher Pivots for day following 08-Jan-2016
Pivot 1 day 3 day
R1 33.49 34.25
PP 33.38 33.88
S1 33.27 33.52

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

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