NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 07-Jan-2016
Day Change Summary
Previous Current
06-Jan-2016 07-Jan-2016 Change Change % Previous Week
Open 37.39 35.35 -2.04 -5.5% 39.09
High 37.57 35.52 -2.05 -5.5% 39.09
Low 35.07 33.34 -1.73 -4.9% 37.28
Close 35.20 34.49 -0.71 -2.0% 38.17
Range 2.50 2.18 -0.32 -12.8% 1.81
ATR 1.55 1.60 0.04 2.9% 0.00
Volume 195,608 237,381 41,773 21.4% 230,990
Daily Pivots for day following 07-Jan-2016
Classic Woodie Camarilla DeMark
R4 40.99 39.92 35.69
R3 38.81 37.74 35.09
R2 36.63 36.63 34.89
R1 35.56 35.56 34.69 35.01
PP 34.45 34.45 34.45 34.17
S1 33.38 33.38 34.29 32.83
S2 32.27 32.27 34.09
S3 30.09 31.20 33.89
S4 27.91 29.02 33.29
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 33.34 6.19 17.9% 1.92 5.6% 19% False True 147,044
10 39.53 33.34 6.19 17.9% 1.59 4.6% 19% False True 104,308
20 41.44 33.34 8.10 23.5% 1.48 4.3% 14% False True 107,853
40 47.51 33.34 14.17 41.1% 1.52 4.4% 8% False True 86,960
60 50.70 33.34 17.36 50.3% 1.50 4.3% 7% False True 69,894
80 53.01 33.34 19.67 57.0% 1.56 4.5% 6% False True 59,956
100 53.08 33.34 19.74 57.2% 1.70 4.9% 6% False True 52,884
120 54.45 33.34 21.11 61.2% 1.63 4.7% 5% False True 46,503
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.79
2.618 41.23
1.618 39.05
1.000 37.70
0.618 36.87
HIGH 35.52
0.618 34.69
0.500 34.43
0.382 34.17
LOW 33.34
0.618 31.99
1.000 31.16
1.618 29.81
2.618 27.63
4.250 24.08
Fisher Pivots for day following 07-Jan-2016
Pivot 1 day 3 day
R1 34.47 35.83
PP 34.45 35.38
S1 34.43 34.94

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

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