NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary
Previous Current
19-Jan-2016 20-Jan-2016 Change Change % Previous Week
Open 31.28 30.76 -0.52 -1.7% 35.18
High 32.34 30.78 -1.56 -4.8% 35.42
Low 30.31 28.76 -1.55 -5.1% 31.06
Close 30.67 29.69 -0.98 -3.2% 31.38
Range 2.03 2.02 -0.01 -0.5% 4.36
ATR 1.70 1.72 0.02 1.4% 0.00
Volume 122,505 162,565 40,060 32.7% 492,932
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 35.80 34.77 30.80
R3 33.78 32.75 30.25
R2 31.76 31.76 30.06
R1 30.73 30.73 29.88 30.24
PP 29.74 29.74 29.74 29.50
S1 28.71 28.71 29.50 28.22
S2 27.72 27.72 29.32
S3 25.70 26.69 29.13
S4 23.68 24.67 28.58
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 33.63 28.76 4.87 16.4% 1.82 6.1% 19% False True 126,349
10 38.59 28.76 9.83 33.1% 1.99 6.7% 9% False True 103,923
20 40.50 28.76 11.74 39.5% 1.62 5.5% 8% False True 69,279
40 46.78 28.76 18.02 60.7% 1.58 5.3% 5% False True 53,210
60 51.29 28.76 22.53 75.9% 1.53 5.2% 4% False True 41,549
80 53.35 28.76 24.59 82.8% 1.50 5.1% 4% False True 34,032
100 53.50 28.76 24.74 83.3% 1.64 5.5% 4% False True 28,916
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 0.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 39.37
2.618 36.07
1.618 34.05
1.000 32.80
0.618 32.03
HIGH 30.78
0.618 30.01
0.500 29.77
0.382 29.53
LOW 28.76
0.618 27.51
1.000 26.74
1.618 25.49
2.618 23.47
4.250 20.18
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 29.77 30.97
PP 29.74 30.54
S1 29.72 30.12

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

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