NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 04-Jan-2016
Day Change Summary
Previous Current
31-Dec-2015 04-Jan-2016 Change Change % Previous Week
Open 37.84 38.75 0.91 2.4% 39.09
High 38.87 39.53 0.66 1.7% 39.09
Low 37.28 37.51 0.23 0.6% 37.28
Close 38.17 37.95 -0.22 -0.6% 38.17
Range 1.59 2.02 0.43 27.0% 1.81
ATR 1.45 1.49 0.04 2.8% 0.00
Volume 67,442 108,270 40,828 60.5% 230,990
Daily Pivots for day following 04-Jan-2016
Classic Woodie Camarilla DeMark
R4 44.39 43.19 39.06
R3 42.37 41.17 38.51
R2 40.35 40.35 38.32
R1 39.15 39.15 38.14 38.74
PP 38.33 38.33 38.33 38.13
S1 37.13 37.13 37.76 36.72
S2 36.31 36.31 37.58
S3 34.29 35.11 37.39
S4 32.27 33.09 36.84
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 43.61 42.70 39.17
R3 41.80 40.89 38.67
R2 39.99 39.99 38.50
R1 39.08 39.08 38.34 38.63
PP 38.18 38.18 38.18 37.96
S1 37.27 37.27 38.00 36.82
S2 36.37 36.37 37.84
S3 34.56 35.46 37.67
S4 32.75 33.65 37.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.53 37.28 2.25 5.9% 1.45 3.8% 30% True False 67,852
10 39.53 36.48 3.05 8.0% 1.26 3.3% 48% True False 71,003
20 44.45 36.48 7.97 21.0% 1.49 3.9% 18% False False 98,548
40 48.99 36.48 12.51 33.0% 1.47 3.9% 12% False False 77,008
60 53.01 36.48 16.53 43.6% 1.51 4.0% 9% False False 62,550
80 53.01 36.48 16.53 43.6% 1.55 4.1% 9% False False 53,802
100 53.08 36.48 16.60 43.7% 1.68 4.4% 9% False False 47,983
120 56.34 36.48 19.86 52.3% 1.61 4.2% 7% False False 42,069
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 18 trading days
Fibonacci Retracements and Extensions
4.250 48.12
2.618 44.82
1.618 42.80
1.000 41.55
0.618 40.78
HIGH 39.53
0.618 38.76
0.500 38.52
0.382 38.28
LOW 37.51
0.618 36.26
1.000 35.49
1.618 34.24
2.618 32.22
4.250 28.93
Fisher Pivots for day following 04-Jan-2016
Pivot 1 day 3 day
R1 38.52 38.41
PP 38.33 38.25
S1 38.14 38.10

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

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