NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 11-Jan-2016
Day Change Summary
Previous Current
08-Jan-2016 11-Jan-2016 Change Change % Previous Week
Open 33.30 32.94 -0.36 -1.1% 37.60
High 34.34 33.20 -1.14 -3.3% 38.39
Low 32.64 30.88 -1.76 -5.4% 32.10
Close 33.16 31.41 -1.75 -5.3% 33.16
Range 1.70 2.32 0.62 36.5% 6.29
ATR 1.64 1.69 0.05 2.9% 0.00
Volume 596,496 648,640 52,144 8.7% 2,619,832
Daily Pivots for day following 11-Jan-2016
Classic Woodie Camarilla DeMark
R4 38.79 37.42 32.69
R3 36.47 35.10 32.05
R2 34.15 34.15 31.84
R1 32.78 32.78 31.62 32.31
PP 31.83 31.83 31.83 31.59
S1 30.46 30.46 31.20 29.99
S2 29.51 29.51 30.98
S3 27.19 28.14 30.77
S4 24.87 25.82 30.13
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 37.10 30.88 6.22 19.8% 2.03 6.5% 9% False True 567,297
10 38.39 30.88 7.51 23.9% 1.76 5.6% 7% False True 428,259
20 39.13 30.88 8.25 26.3% 1.58 5.0% 6% False True 359,780
40 45.43 30.88 14.55 46.3% 1.61 5.1% 4% False True 244,124
60 50.02 30.88 19.14 60.9% 1.57 5.0% 3% False True 177,098
80 52.60 30.88 21.72 69.1% 1.62 5.1% 2% False True 138,731
100 52.60 30.88 21.72 69.1% 1.75 5.6% 2% False True 115,382
120 53.42 30.88 22.54 71.8% 1.67 5.3% 2% False True 98,148
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 0.31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 43.06
2.618 39.27
1.618 36.95
1.000 35.52
0.618 34.63
HIGH 33.20
0.618 32.31
0.500 32.04
0.382 31.77
LOW 30.88
0.618 29.45
1.000 28.56
1.618 27.13
2.618 24.81
4.250 21.02
Fisher Pivots for day following 11-Jan-2016
Pivot 1 day 3 day
R1 32.04 32.61
PP 31.83 32.21
S1 31.62 31.81

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

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