NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 19-Jan-2016
Day Change Summary
Previous Current
15-Jan-2016 19-Jan-2016 Change Change % Previous Week
Open 31.18 29.20 -1.98 -6.4% 32.94
High 31.18 30.21 -0.97 -3.1% 33.20
Low 29.13 28.21 -0.92 -3.2% 29.13
Close 29.42 28.46 -0.96 -3.3% 29.42
Range 2.05 2.00 -0.05 -2.4% 4.07
ATR 1.73 1.75 0.02 1.1% 0.00
Volume 329,094 188,026 -141,068 -42.9% 2,780,761
Daily Pivots for day following 19-Jan-2016
Classic Woodie Camarilla DeMark
R4 34.96 33.71 29.56
R3 32.96 31.71 29.01
R2 30.96 30.96 28.83
R1 29.71 29.71 28.64 29.34
PP 28.96 28.96 28.96 28.77
S1 27.71 27.71 28.28 27.34
S2 26.96 26.96 28.09
S3 24.96 25.71 27.91
S4 22.96 23.71 27.36
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 42.79 40.18 31.66
R3 38.72 36.11 30.54
R2 34.65 34.65 30.17
R1 32.04 32.04 29.79 31.31
PP 30.58 30.58 30.58 30.22
S1 27.97 27.97 29.05 27.24
S2 26.51 26.51 28.67
S3 22.44 23.90 28.30
S4 18.37 19.83 27.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 32.21 28.21 4.00 14.1% 1.89 6.6% 6% False True 464,029
10 37.10 28.21 8.89 31.2% 1.96 6.9% 3% False True 515,663
20 38.39 28.21 10.18 35.8% 1.62 5.7% 2% False True 409,308
40 44.82 28.21 16.61 58.4% 1.64 5.8% 2% False True 292,067
60 50.02 28.21 21.81 76.6% 1.62 5.7% 1% False True 212,762
80 52.60 28.21 24.39 85.7% 1.62 5.7% 1% False True 166,520
100 52.60 28.21 24.39 85.7% 1.77 6.2% 1% False True 137,692
120 52.60 28.21 24.39 85.7% 1.70 6.0% 1% False True 117,159
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 38.71
2.618 35.45
1.618 33.45
1.000 32.21
0.618 31.45
HIGH 30.21
0.618 29.45
0.500 29.21
0.382 28.97
LOW 28.21
0.618 26.97
1.000 26.21
1.618 24.97
2.618 22.97
4.250 19.71
Fisher Pivots for day following 19-Jan-2016
Pivot 1 day 3 day
R1 29.21 29.99
PP 28.96 29.48
S1 28.71 28.97

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

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