NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 25-Jan-2016
Day Change Summary
Previous Current
22-Jan-2016 25-Jan-2016 Change Change % Previous Week
Open 32.22 34.62 2.40 7.4% 32.07
High 34.77 35.25 0.48 1.4% 34.77
Low 31.87 32.57 0.70 2.2% 29.85
Close 34.67 33.11 -1.56 -4.5% 34.67
Range 2.90 2.68 -0.22 -7.6% 4.92
ATR 1.80 1.86 0.06 3.5% 0.00
Volume 74,539 80,494 5,955 8.0% 295,404
Daily Pivots for day following 25-Jan-2016
Classic Woodie Camarilla DeMark
R4 41.68 40.08 34.58
R3 39.00 37.40 33.85
R2 36.32 36.32 33.60
R1 34.72 34.72 33.36 34.18
PP 33.64 33.64 33.64 33.38
S1 32.04 32.04 32.86 31.50
S2 30.96 30.96 32.62
S3 28.28 29.36 32.37
S4 25.60 26.68 31.64
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 47.86 46.18 37.38
R3 42.94 41.26 36.02
R2 38.02 38.02 35.57
R1 36.34 36.34 35.12 37.18
PP 33.10 33.10 33.10 33.52
S1 31.42 31.42 34.22 32.26
S2 28.18 28.18 33.77
S3 23.26 26.50 33.32
S4 18.34 21.58 31.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.25 29.85 5.40 16.3% 2.35 7.1% 60% True False 75,179
10 36.46 29.85 6.61 20.0% 2.13 6.4% 49% False False 63,682
20 41.35 29.85 11.50 34.7% 1.83 5.5% 28% False False 43,438
40 47.36 29.85 17.51 52.9% 1.60 4.8% 19% False False 33,133
60 51.63 29.85 21.78 65.8% 1.54 4.6% 15% False False 26,576
80 53.22 29.85 23.37 70.6% 1.47 4.4% 14% False False 22,058
100 53.22 29.85 23.37 70.6% 1.48 4.5% 14% False False 18,583
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 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.64
2.618 42.27
1.618 39.59
1.000 37.93
0.618 36.91
HIGH 35.25
0.618 34.23
0.500 33.91
0.382 33.59
LOW 32.57
0.618 30.91
1.000 29.89
1.618 28.23
2.618 25.55
4.250 21.18
Fisher Pivots for day following 25-Jan-2016
Pivot 1 day 3 day
R1 33.91 33.01
PP 33.64 32.90
S1 33.38 32.80

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

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