NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 07-Jan-2016
Day Change Summary
Previous Current
06-Jan-2016 07-Jan-2016 Change Change % Previous Week
Open 38.46 36.45 -2.01 -5.2% 39.84
High 38.59 36.63 -1.96 -5.1% 39.88
Low 36.21 34.48 -1.73 -4.8% 38.16
Close 36.31 35.64 -0.67 -1.8% 39.13
Range 2.38 2.15 -0.23 -9.7% 1.72
ATR 1.50 1.55 0.05 3.1% 0.00
Volume 77,416 87,481 10,065 13.0% 97,031
Daily Pivots for day following 07-Jan-2016
Classic Woodie Camarilla DeMark
R4 42.03 40.99 36.82
R3 39.88 38.84 36.23
R2 37.73 37.73 36.03
R1 36.69 36.69 35.84 36.14
PP 35.58 35.58 35.58 35.31
S1 34.54 34.54 35.44 33.99
S2 33.43 33.43 35.25
S3 31.28 32.39 35.05
S4 29.13 30.24 34.46
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 44.22 43.39 40.08
R3 42.50 41.67 39.60
R2 40.78 40.78 39.45
R1 39.95 39.95 39.29 39.51
PP 39.06 39.06 39.06 38.83
S1 38.23 38.23 38.97 37.79
S2 37.34 37.34 38.81
S3 35.62 36.51 38.66
S4 33.90 34.79 38.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.50 34.48 6.02 16.9% 1.88 5.3% 19% False True 60,586
10 40.50 34.48 6.02 16.9% 1.56 4.4% 19% False True 43,160
20 42.28 34.48 7.80 21.9% 1.44 4.0% 15% False True 45,052
40 48.10 34.48 13.62 38.2% 1.46 4.1% 9% False True 35,583
60 51.29 34.48 16.81 47.2% 1.42 4.0% 7% False True 28,699
80 53.35 34.48 18.87 52.9% 1.47 4.1% 6% False True 24,017
100 53.50 34.48 19.02 53.4% 1.58 4.4% 6% False True 20,752
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.77
2.618 42.26
1.618 40.11
1.000 38.78
0.618 37.96
HIGH 36.63
0.618 35.81
0.500 35.56
0.382 35.30
LOW 34.48
0.618 33.15
1.000 32.33
1.618 31.00
2.618 28.85
4.250 25.34
Fisher Pivots for day following 07-Jan-2016
Pivot 1 day 3 day
R1 35.61 36.90
PP 35.58 36.48
S1 35.56 36.06

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

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