NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 14-Jan-2016
Day Change Summary
Previous Current
13-Jan-2016 14-Jan-2016 Change Change % Previous Week
Open 33.88 33.30 -0.58 -1.7% 40.96
High 34.57 34.41 -0.16 -0.5% 41.35
Low 33.01 33.00 -0.01 0.0% 35.50
Close 33.28 34.09 0.81 2.4% 36.55
Range 1.56 1.41 -0.15 -9.6% 5.85
ATR 1.61 1.59 -0.01 -0.9% 0.00
Volume 61,729 86,968 25,239 40.9% 164,173
Daily Pivots for day following 14-Jan-2016
Classic Woodie Camarilla DeMark
R4 38.06 37.49 34.87
R3 36.65 36.08 34.48
R2 35.24 35.24 34.35
R1 34.67 34.67 34.22 34.96
PP 33.83 33.83 33.83 33.98
S1 33.26 33.26 33.96 33.55
S2 32.42 32.42 33.83
S3 31.01 31.85 33.70
S4 29.60 30.44 33.31
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 55.35 51.80 39.77
R3 49.50 45.95 38.16
R2 43.65 43.65 37.62
R1 40.10 40.10 37.09 38.95
PP 37.80 37.80 37.80 37.23
S1 34.25 34.25 36.01 33.10
S2 31.95 31.95 35.48
S3 26.10 28.40 34.94
S4 20.25 22.55 33.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.55 33.00 4.55 13.3% 1.80 5.3% 24% False True 52,726
10 41.35 33.00 8.35 24.5% 1.83 5.4% 13% False True 40,702
20 41.35 33.00 8.35 24.5% 1.46 4.3% 13% False True 29,103
40 47.45 33.00 14.45 42.4% 1.44 4.2% 8% False True 25,347
60 51.63 33.00 18.63 54.6% 1.40 4.1% 6% False True 20,488
80 53.22 33.00 20.22 59.3% 1.38 4.1% 5% False True 17,287
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.38
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 40.40
2.618 38.10
1.618 36.69
1.000 35.82
0.618 35.28
HIGH 34.41
0.618 33.87
0.500 33.71
0.382 33.54
LOW 33.00
0.618 32.13
1.000 31.59
1.618 30.72
2.618 29.31
4.250 27.01
Fisher Pivots for day following 14-Jan-2016
Pivot 1 day 3 day
R1 33.96 34.27
PP 33.83 34.21
S1 33.71 34.15

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

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