NYMEX Light Sweet Crude Oil Future May 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 34.62 32.70 -1.92 -5.5% 32.07
High 35.25 35.13 -0.12 -0.3% 34.77
Low 32.57 32.05 -0.52 -1.6% 29.85
Close 33.11 34.22 1.11 3.4% 34.67
Range 2.68 3.08 0.40 14.9% 4.92
ATR 1.86 1.95 0.09 4.7% 0.00
Volume 80,494 76,605 -3,889 -4.8% 295,404
Daily Pivots for day following 26-Jan-2016
Classic Woodie Camarilla DeMark
R4 43.04 41.71 35.91
R3 39.96 38.63 35.07
R2 36.88 36.88 34.78
R1 35.55 35.55 34.50 36.22
PP 33.80 33.80 33.80 34.13
S1 32.47 32.47 33.94 33.14
S2 30.72 30.72 33.66
S3 27.64 29.39 33.37
S4 24.56 26.31 32.53
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 15.8% 2.57 7.5% 81% False False 76,624
10 35.54 29.85 5.69 16.6% 2.22 6.5% 77% False False 67,803
20 41.35 29.85 11.50 33.6% 1.93 5.6% 38% False False 46,572
40 47.11 29.85 17.26 50.4% 1.64 4.8% 25% False False 34,600
60 51.63 29.85 21.78 63.6% 1.54 4.5% 20% False False 27,605
80 53.22 29.85 23.37 68.3% 1.50 4.4% 19% False False 22,961
100 53.22 29.85 23.37 68.3% 1.47 4.3% 19% False False 19,276
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 0.51
Widest range in 100 trading days
Fibonacci Retracements and Extensions
4.250 48.22
2.618 43.19
1.618 40.11
1.000 38.21
0.618 37.03
HIGH 35.13
0.618 33.95
0.500 33.59
0.382 33.23
LOW 32.05
0.618 30.15
1.000 28.97
1.618 27.07
2.618 23.99
4.250 18.96
Fisher Pivots for day following 26-Jan-2016
Pivot 1 day 3 day
R1 34.01 34.00
PP 33.80 33.78
S1 33.59 33.56

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

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