NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 19-Jan-2016
Day Change Summary
Previous Current
15-Jan-2016 19-Jan-2016 Change Change % Previous Week
Open 33.17 31.28 -1.89 -5.7% 35.18
High 33.17 32.34 -0.83 -2.5% 35.42
Low 31.06 30.31 -0.75 -2.4% 31.06
Close 31.38 30.67 -0.71 -2.3% 31.38
Range 2.11 2.03 -0.08 -3.8% 4.36
ATR 1.67 1.70 0.03 1.5% 0.00
Volume 80,355 122,505 42,150 52.5% 492,932
Daily Pivots for day following 19-Jan-2016
Classic Woodie Camarilla DeMark
R4 37.20 35.96 31.79
R3 35.17 33.93 31.23
R2 33.14 33.14 31.04
R1 31.90 31.90 30.86 31.51
PP 31.11 31.11 31.11 30.91
S1 29.87 29.87 30.48 29.48
S2 29.08 29.08 30.30
S3 27.05 27.84 30.11
S4 25.02 25.81 29.55
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 45.70 42.90 33.78
R3 41.34 38.54 32.58
R2 36.98 36.98 32.18
R1 34.18 34.18 31.78 33.40
PP 32.62 32.62 32.62 32.23
S1 29.82 29.82 30.98 29.04
S2 28.26 28.26 30.58
S3 23.90 25.46 30.18
S4 19.54 21.10 28.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.45 30.31 4.14 13.5% 1.88 6.1% 9% False True 108,674
10 39.31 30.31 9.00 29.3% 1.92 6.3% 4% False True 93,750
20 40.50 30.31 10.19 33.2% 1.58 5.1% 4% False True 62,470
40 46.78 30.31 16.47 53.7% 1.55 5.1% 2% False True 49,755
60 51.29 30.31 20.98 68.4% 1.51 4.9% 2% False True 39,138
80 53.35 30.31 23.04 75.1% 1.49 4.9% 2% False True 32,138
100 53.50 30.31 23.19 75.6% 1.63 5.3% 2% False True 27,332
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 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 40.97
2.618 37.65
1.618 35.62
1.000 34.37
0.618 33.59
HIGH 32.34
0.618 31.56
0.500 31.33
0.382 31.09
LOW 30.31
0.618 29.06
1.000 28.28
1.618 27.03
2.618 25.00
4.250 21.68
Fisher Pivots for day following 19-Jan-2016
Pivot 1 day 3 day
R1 31.33 31.90
PP 31.11 31.49
S1 30.89 31.08

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.