NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 11-Jan-2016
Day Change Summary
Previous Current
08-Jan-2016 11-Jan-2016 Change Change % Previous Week
Open 34.50 34.11 -0.39 -1.1% 38.75
High 35.54 34.31 -1.23 -3.5% 39.53
Low 33.78 32.03 -1.75 -5.2% 33.34
Close 34.32 32.52 -1.80 -5.2% 34.32
Range 1.76 2.28 0.52 29.5% 6.19
ATR 1.61 1.66 0.05 3.0% 0.00
Volume 297,365 303,766 6,401 2.2% 965,143
Daily Pivots for day following 11-Jan-2016
Classic Woodie Camarilla DeMark
R4 39.79 38.44 33.77
R3 37.51 36.16 33.15
R2 35.23 35.23 32.94
R1 33.88 33.88 32.73 33.42
PP 32.95 32.95 32.95 32.72
S1 31.60 31.60 32.31 31.14
S2 30.67 30.67 32.10
S3 28.39 29.32 31.89
S4 26.11 27.04 31.27
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 38.31 32.03 6.28 19.3% 2.01 6.2% 8% False True 232,127
10 39.53 32.03 7.50 23.1% 1.73 5.3% 7% False True 149,989
20 40.18 32.03 8.15 25.1% 1.53 4.7% 6% False True 123,966
40 46.20 32.03 14.17 43.6% 1.56 4.8% 3% False True 99,685
60 50.70 32.03 18.67 57.4% 1.52 4.7% 3% False True 78,966
80 53.01 32.03 20.98 64.5% 1.57 4.8% 2% False True 66,705
100 53.08 32.03 21.05 64.7% 1.73 5.3% 2% False True 58,525
120 53.88 32.03 21.85 67.2% 1.65 5.1% 2% False True 51,374
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 44.00
2.618 40.28
1.618 38.00
1.000 36.59
0.618 35.72
HIGH 34.31
0.618 33.44
0.500 33.17
0.382 32.90
LOW 32.03
0.618 30.62
1.000 29.75
1.618 28.34
2.618 26.06
4.250 22.34
Fisher Pivots for day following 11-Jan-2016
Pivot 1 day 3 day
R1 33.17 33.79
PP 32.95 33.36
S1 32.74 32.94

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

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