NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 22-Jan-2016
Day Change Summary
Previous Current
21-Jan-2016 22-Jan-2016 Change Change % Previous Week
Open 29.65 31.14 1.49 5.0% 31.28
High 31.54 33.63 2.09 6.6% 33.63
Low 29.22 30.79 1.57 5.4% 28.76
Close 30.83 33.51 2.68 8.7% 33.51
Range 2.32 2.84 0.52 22.4% 4.87
ATR 1.76 1.84 0.08 4.4% 0.00
Volume 151,646 152,379 733 0.5% 589,095
Daily Pivots for day following 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 41.16 40.18 35.07
R3 38.32 37.34 34.29
R2 35.48 35.48 34.03
R1 34.50 34.50 33.77 34.99
PP 32.64 32.64 32.64 32.89
S1 31.66 31.66 33.25 32.15
S2 29.80 29.80 32.99
S3 26.96 28.82 32.73
S4 24.12 25.98 31.95
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 46.58 44.91 36.19
R3 41.71 40.04 34.85
R2 36.84 36.84 34.40
R1 35.17 35.17 33.96 36.01
PP 31.97 31.97 31.97 32.38
S1 30.30 30.30 33.06 31.14
S2 27.10 27.10 32.62
S3 22.23 25.43 32.17
S4 17.36 20.56 30.83
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 14.5% 2.26 6.8% 98% True False 133,890
10 36.67 28.76 7.91 23.6% 2.06 6.1% 60% False False 117,836
20 40.50 28.76 11.74 35.0% 1.81 5.4% 40% False False 80,498
40 46.78 28.76 18.02 53.8% 1.62 4.8% 26% False False 59,371
60 51.29 28.76 22.53 67.2% 1.58 4.7% 21% False False 46,075
80 53.35 28.76 24.59 73.4% 1.54 4.6% 19% False False 37,547
100 53.50 28.76 24.74 73.8% 1.62 4.8% 19% False False 31,757
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 0.48
Widest range in 98 trading days
Fibonacci Retracements and Extensions
4.250 45.70
2.618 41.07
1.618 38.23
1.000 36.47
0.618 35.39
HIGH 33.63
0.618 32.55
0.500 32.21
0.382 31.87
LOW 30.79
0.618 29.03
1.000 27.95
1.618 26.19
2.618 23.35
4.250 18.72
Fisher Pivots for day following 22-Jan-2016
Pivot 1 day 3 day
R1 33.08 32.74
PP 32.64 31.97
S1 32.21 31.20

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

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