NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 14-Jan-2016
Day Change Summary
Previous Current
13-Jan-2016 14-Jan-2016 Change Change % Previous Week
Open 31.60 31.47 -0.13 -0.4% 38.75
High 32.67 32.53 -0.14 -0.4% 39.53
Low 31.07 31.16 0.09 0.3% 33.34
Close 31.39 32.11 0.72 2.3% 34.32
Range 1.60 1.37 -0.23 -14.4% 6.19
ATR 1.69 1.67 -0.02 -1.4% 0.00
Volume 358,235 407,645 49,410 13.8% 965,143
Daily Pivots for day following 14-Jan-2016
Classic Woodie Camarilla DeMark
R4 36.04 35.45 32.86
R3 34.67 34.08 32.49
R2 33.30 33.30 32.36
R1 32.71 32.71 32.24 33.01
PP 31.93 31.93 31.93 32.08
S1 31.34 31.34 31.98 31.64
S2 30.56 30.56 31.86
S3 29.19 29.97 31.73
S4 27.82 28.60 31.36
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 35.54 31.00 4.54 14.1% 1.86 5.8% 24% False False 330,819
10 39.53 31.00 8.53 26.6% 1.89 5.9% 13% False False 238,931
20 39.56 31.00 8.56 26.7% 1.54 4.8% 13% False False 156,728
40 45.93 31.00 14.93 46.5% 1.56 4.9% 7% False False 121,398
60 50.70 31.00 19.70 61.4% 1.54 4.8% 6% False False 95,060
80 53.01 31.00 22.01 68.5% 1.57 4.9% 5% False False 79,069
100 53.08 31.00 22.08 68.8% 1.73 5.4% 5% False False 68,175
120 53.08 31.00 22.08 68.8% 1.66 5.2% 5% False False 59,882
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 38.35
2.618 36.12
1.618 34.75
1.000 33.90
0.618 33.38
HIGH 32.53
0.618 32.01
0.500 31.85
0.382 31.68
LOW 31.16
0.618 30.31
1.000 29.79
1.618 28.94
2.618 27.57
4.250 25.34
Fisher Pivots for day following 14-Jan-2016
Pivot 1 day 3 day
R1 32.02 32.15
PP 31.93 32.14
S1 31.85 32.12

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

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