NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 08-Jan-2016
Day Change Summary
Previous Current
07-Jan-2016 08-Jan-2016 Change Change % Previous Week
Open 35.35 34.50 -0.85 -2.4% 38.75
High 35.52 35.54 0.02 0.1% 39.53
Low 33.34 33.78 0.44 1.3% 33.34
Close 34.49 34.32 -0.17 -0.5% 34.32
Range 2.18 1.76 -0.42 -19.3% 6.19
ATR 1.60 1.61 0.01 0.7% 0.00
Volume 237,381 297,365 59,984 25.3% 965,143
Daily Pivots for day following 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 39.83 38.83 35.29
R3 38.07 37.07 34.80
R2 36.31 36.31 34.64
R1 35.31 35.31 34.48 34.93
PP 34.55 34.55 34.55 34.36
S1 33.55 33.55 34.16 33.17
S2 32.79 32.79 34.00
S3 31.03 31.79 33.84
S4 29.27 30.03 33.35
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 54.30 50.50 37.72
R3 48.11 44.31 36.02
R2 41.92 41.92 35.45
R1 38.12 38.12 34.89 36.93
PP 35.73 35.73 35.73 35.13
S1 31.93 31.93 33.75 30.74
S2 29.54 29.54 33.19
S3 23.35 25.74 32.62
S4 17.16 19.55 30.92
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 18.0% 1.96 5.7% 16% False False 193,028
10 39.53 33.34 6.19 18.0% 1.60 4.7% 16% False False 124,280
20 40.37 33.34 7.03 20.5% 1.47 4.3% 14% False False 114,992
40 47.16 33.34 13.82 40.3% 1.54 4.5% 7% False False 93,446
60 50.70 33.34 17.36 50.6% 1.50 4.4% 6% False False 74,301
80 53.01 33.34 19.67 57.3% 1.57 4.6% 5% False False 63,253
100 53.08 33.34 19.74 57.5% 1.71 5.0% 5% False False 55,702
120 54.45 33.34 21.11 61.5% 1.64 4.8% 5% False False 48,910
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 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 43.02
2.618 40.15
1.618 38.39
1.000 37.30
0.618 36.63
HIGH 35.54
0.618 34.87
0.500 34.66
0.382 34.45
LOW 33.78
0.618 32.69
1.000 32.02
1.618 30.93
2.618 29.17
4.250 26.30
Fisher Pivots for day following 08-Jan-2016
Pivot 1 day 3 day
R1 34.66 35.46
PP 34.55 35.08
S1 34.43 34.70

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

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