NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 26-Jan-2016
Day Change Summary
Previous Current
25-Jan-2016 26-Jan-2016 Change Change % Previous Week
Open 33.55 31.34 -2.21 -6.6% 31.28
High 34.06 33.84 -0.22 -0.6% 33.63
Low 31.20 30.70 -0.50 -1.6% 28.76
Close 31.80 32.90 1.10 3.5% 33.51
Range 2.86 3.14 0.28 9.8% 4.87
ATR 1.91 2.00 0.09 4.6% 0.00
Volume 152,736 147,884 -4,852 -3.2% 589,095
Daily Pivots for day following 26-Jan-2016
Classic Woodie Camarilla DeMark
R4 41.90 40.54 34.63
R3 38.76 37.40 33.76
R2 35.62 35.62 33.48
R1 34.26 34.26 33.19 34.94
PP 32.48 32.48 32.48 32.82
S1 31.12 31.12 32.61 31.80
S2 29.34 29.34 32.32
S3 26.20 27.98 32.04
S4 23.06 24.84 31.17
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 34.06 28.76 5.30 16.1% 2.64 8.0% 78% False False 153,442
10 34.45 28.76 5.69 17.3% 2.26 6.9% 73% False False 131,058
20 40.50 28.76 11.74 35.7% 1.98 6.0% 35% False False 92,317
40 46.46 28.76 17.70 53.8% 1.70 5.2% 23% False False 65,835
60 51.29 28.76 22.53 68.5% 1.61 4.9% 18% False False 50,500
80 53.35 28.76 24.59 74.7% 1.59 4.8% 17% False False 41,169
100 53.35 28.76 24.59 74.7% 1.58 4.8% 17% False False 34,514
120 53.50 28.76 24.74 75.2% 1.62 4.9% 17% False False 30,121
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 0.49
Widest range in 100 trading days
Fibonacci Retracements and Extensions
4.250 47.19
2.618 42.06
1.618 38.92
1.000 36.98
0.618 35.78
HIGH 33.84
0.618 32.64
0.500 32.27
0.382 31.90
LOW 30.70
0.618 28.76
1.000 27.56
1.618 25.62
2.618 22.48
4.250 17.36
Fisher Pivots for day following 26-Jan-2016
Pivot 1 day 3 day
R1 32.69 32.73
PP 32.48 32.55
S1 32.27 32.38

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

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