NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 05-Jan-2016
Day Change Summary
Previous Current
04-Jan-2016 05-Jan-2016 Change Change % Previous Week
Open 38.75 38.07 -0.68 -1.8% 39.09
High 39.53 38.31 -1.22 -3.1% 39.09
Low 37.51 36.98 -0.53 -1.4% 37.28
Close 37.95 37.18 -0.77 -2.0% 38.17
Range 2.02 1.33 -0.69 -34.2% 1.81
ATR 1.49 1.48 -0.01 -0.8% 0.00
Volume 108,270 126,519 18,249 16.9% 230,990
Daily Pivots for day following 05-Jan-2016
Classic Woodie Camarilla DeMark
R4 41.48 40.66 37.91
R3 40.15 39.33 37.55
R2 38.82 38.82 37.42
R1 38.00 38.00 37.30 37.75
PP 37.49 37.49 37.49 37.36
S1 36.67 36.67 37.06 36.42
S2 36.16 36.16 36.94
S3 34.83 35.34 36.81
S4 33.50 34.01 36.45
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 36.98 2.55 6.9% 1.42 3.8% 8% False True 83,316
10 39.53 36.48 3.05 8.2% 1.27 3.4% 23% False False 76,751
20 42.70 36.48 6.22 16.7% 1.44 3.9% 11% False False 101,469
40 48.28 36.48 11.80 31.7% 1.47 4.0% 6% False False 78,742
60 53.01 36.48 16.53 44.5% 1.50 4.0% 4% False False 63,951
80 53.01 36.48 16.53 44.5% 1.54 4.1% 4% False False 55,095
100 53.08 36.48 16.60 44.6% 1.68 4.5% 4% False False 49,000
120 55.05 36.48 18.57 49.9% 1.60 4.3% 4% False False 43,025
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 True
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 43.96
2.618 41.79
1.618 40.46
1.000 39.64
0.618 39.13
HIGH 38.31
0.618 37.80
0.500 37.65
0.382 37.49
LOW 36.98
0.618 36.16
1.000 35.65
1.618 34.83
2.618 33.50
4.250 31.33
Fisher Pivots for day following 05-Jan-2016
Pivot 1 day 3 day
R1 37.65 38.26
PP 37.49 37.90
S1 37.34 37.54

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

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