NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 29-Jan-2016
Day Change Summary
Previous Current
28-Jan-2016 29-Jan-2016 Change Change % Previous Week
Open 33.67 35.20 1.53 4.5% 33.55
High 36.28 35.93 -0.35 -1.0% 36.28
Low 33.24 34.29 1.05 3.2% 30.70
Close 34.71 35.28 0.57 1.6% 35.28
Range 3.04 1.64 -1.40 -46.1% 5.58
ATR 2.12 2.08 -0.03 -1.6% 0.00
Volume 202,581 178,457 -24,124 -11.9% 860,916
Daily Pivots for day following 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 40.09 39.32 36.18
R3 38.45 37.68 35.73
R2 36.81 36.81 35.58
R1 36.04 36.04 35.43 36.43
PP 35.17 35.17 35.17 35.36
S1 34.40 34.40 35.13 34.79
S2 33.53 33.53 34.98
S3 31.89 32.76 34.83
S4 30.25 31.12 34.38
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 50.83 48.63 38.35
R3 45.25 43.05 36.81
R2 39.67 39.67 36.30
R1 37.47 37.47 35.79 38.57
PP 34.09 34.09 34.09 34.64
S1 31.89 31.89 34.77 32.99
S2 28.51 28.51 34.26
S3 22.93 26.31 33.75
S4 17.35 20.73 32.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.28 30.70 5.58 15.8% 2.67 7.6% 82% False False 172,183
10 36.28 28.76 7.52 21.3% 2.47 7.0% 87% False False 153,036
20 40.50 28.76 11.74 33.3% 2.16 6.1% 56% False False 117,110
40 45.29 28.76 16.53 46.9% 1.80 5.1% 39% False False 78,578
60 51.29 28.76 22.53 63.9% 1.67 4.7% 29% False False 59,122
80 53.35 28.76 24.59 69.7% 1.62 4.6% 27% False False 47,799
100 53.35 28.76 24.59 69.7% 1.60 4.5% 27% False False 39,891
120 53.50 28.76 24.74 70.1% 1.65 4.7% 26% False False 34,655
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 42.90
2.618 40.22
1.618 38.58
1.000 37.57
0.618 36.94
HIGH 35.93
0.618 35.30
0.500 35.11
0.382 34.92
LOW 34.29
0.618 33.28
1.000 32.65
1.618 31.64
2.618 30.00
4.250 27.32
Fisher Pivots for day following 29-Jan-2016
Pivot 1 day 3 day
R1 35.22 34.84
PP 35.17 34.40
S1 35.11 33.97

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

View Archives - Comment on this page... - Back to Index of Symbols