NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 29-Jan-2016
Day Change Summary
Previous Current
28-Jan-2016 29-Jan-2016 Change Change % Previous Week
Open 32.19 33.70 1.51 4.7% 32.05
High 34.82 34.40 -0.42 -1.2% 34.82
Low 31.74 32.65 0.91 2.9% 29.25
Close 33.22 33.62 0.40 1.2% 33.62
Range 3.08 1.75 -1.33 -43.2% 5.57
ATR 2.16 2.13 -0.03 -1.4% 0.00
Volume 833,378 618,110 -215,268 -25.8% 3,439,363
Daily Pivots for day following 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 38.81 37.96 34.58
R3 37.06 36.21 34.10
R2 35.31 35.31 33.94
R1 34.46 34.46 33.78 34.01
PP 33.56 33.56 33.56 33.33
S1 32.71 32.71 33.46 32.26
S2 31.81 31.81 33.30
S3 30.06 30.96 33.14
S4 28.31 29.21 32.66
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 49.27 47.02 36.68
R3 43.70 41.45 35.15
R2 38.13 38.13 34.64
R1 35.88 35.88 34.13 37.01
PP 32.56 32.56 32.56 33.13
S1 30.31 30.31 33.11 31.44
S2 26.99 26.99 32.60
S3 21.42 24.74 32.09
S4 15.85 19.17 30.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.82 29.25 5.57 16.6% 2.75 8.2% 78% False False 687,872
10 34.82 27.56 7.26 21.6% 2.52 7.5% 83% False False 656,293
20 39.53 27.56 11.97 35.6% 2.21 6.6% 51% False False 447,612
40 44.45 27.56 16.89 50.2% 1.85 5.5% 36% False False 272,427
60 50.70 27.56 23.14 68.8% 1.73 5.1% 26% False False 198,696
80 53.01 27.56 25.45 75.7% 1.70 5.0% 24% False False 157,672
100 53.01 27.56 25.45 75.7% 1.69 5.0% 24% False False 131,103
120 53.08 27.56 25.52 75.9% 1.77 5.3% 24% False False 113,487
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 0.47
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 41.84
2.618 38.98
1.618 37.23
1.000 36.15
0.618 35.48
HIGH 34.40
0.618 33.73
0.500 33.53
0.382 33.32
LOW 32.65
0.618 31.57
1.000 30.90
1.618 29.82
2.618 28.07
4.250 25.21
Fisher Pivots for day following 29-Jan-2016
Pivot 1 day 3 day
R1 33.59 33.24
PP 33.56 32.86
S1 33.53 32.48

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.