NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 25-Jan-2016
Day Change Summary
Previous Current
22-Jan-2016 25-Jan-2016 Change Change % Previous Week
Open 29.84 32.05 2.21 7.4% 30.17
High 32.35 32.74 0.39 1.2% 32.35
Low 29.53 29.68 0.15 0.5% 27.56
Close 32.19 30.34 -1.85 -5.7% 32.19
Range 2.82 3.06 0.24 8.5% 4.79
ATR 1.87 1.96 0.08 4.5% 0.00
Volume 636,573 606,892 -29,681 -4.7% 2,764,583
Daily Pivots for day following 25-Jan-2016
Classic Woodie Camarilla DeMark
R4 40.10 38.28 32.02
R3 37.04 35.22 31.18
R2 33.98 33.98 30.90
R1 32.16 32.16 30.62 31.54
PP 30.92 30.92 30.92 30.61
S1 29.10 29.10 30.06 28.48
S2 27.86 27.86 29.78
S3 24.80 26.04 29.50
S4 21.74 22.98 28.66
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 45.07 43.42 34.82
R3 40.28 38.63 33.51
R2 35.49 35.49 33.07
R1 33.84 33.84 32.63 34.67
PP 30.70 30.70 30.70 31.11
S1 29.05 29.05 31.75 29.88
S2 25.91 25.91 31.31
S3 21.12 24.26 30.87
S4 16.33 19.47 29.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 32.74 27.56 5.18 17.1% 2.49 8.2% 54% True False 674,295
10 34.31 27.56 6.75 22.2% 2.21 7.3% 41% False False 508,719
20 39.53 27.56 11.97 39.5% 1.90 6.3% 23% False False 316,499
40 45.71 27.56 18.15 59.8% 1.71 5.6% 15% False False 206,114
60 50.70 27.56 23.14 76.3% 1.67 5.5% 12% False False 153,573
80 53.01 27.56 25.45 83.9% 1.65 5.4% 11% False False 123,787
100 53.01 27.56 25.45 83.9% 1.69 5.6% 11% False False 103,853
120 53.08 27.56 25.52 84.1% 1.71 5.6% 11% False False 90,363
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 98 trading days
Fibonacci Retracements and Extensions
4.250 45.75
2.618 40.75
1.618 37.69
1.000 35.80
0.618 34.63
HIGH 32.74
0.618 31.57
0.500 31.21
0.382 30.85
LOW 29.68
0.618 27.79
1.000 26.62
1.618 24.73
2.618 21.67
4.250 16.68
Fisher Pivots for day following 25-Jan-2016
Pivot 1 day 3 day
R1 31.21 30.33
PP 30.92 30.32
S1 30.63 30.31

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

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