NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 21-Jan-2016
Day Change Summary
Previous Current
20-Jan-2016 21-Jan-2016 Change Change % Previous Week
Open 32.55 31.94 -0.61 -1.9% 37.36
High 32.55 33.53 0.98 3.0% 37.37
Low 30.79 31.26 0.47 1.5% 32.87
Close 31.77 32.86 1.09 3.4% 33.15
Range 1.76 2.27 0.51 29.0% 4.50
ATR 1.69 1.73 0.04 2.5% 0.00
Volume 83,234 86,715 3,481 4.2% 312,273
Daily Pivots for day following 21-Jan-2016
Classic Woodie Camarilla DeMark
R4 39.36 38.38 34.11
R3 37.09 36.11 33.48
R2 34.82 34.82 33.28
R1 33.84 33.84 33.07 34.33
PP 32.55 32.55 32.55 32.80
S1 31.57 31.57 32.65 32.06
S2 30.28 30.28 32.44
S3 28.01 29.30 32.24
S4 25.74 27.03 31.61
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 47.96 45.06 35.63
R3 43.46 40.56 34.39
R2 38.96 38.96 33.98
R1 36.06 36.06 33.56 35.26
PP 34.46 34.46 34.46 34.07
S1 31.56 31.56 32.74 30.76
S2 29.96 29.96 32.33
S3 25.46 27.06 31.91
S4 20.96 22.56 30.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.28 30.79 4.49 13.7% 1.95 5.9% 46% False False 74,016
10 38.59 30.79 7.80 23.7% 1.96 6.0% 27% False False 65,014
20 42.07 30.79 11.28 34.3% 1.66 5.0% 18% False False 45,831
40 48.02 30.79 17.23 52.4% 1.56 4.8% 12% False False 41,548
60 52.04 30.79 21.25 64.7% 1.52 4.6% 10% False False 37,044
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 43.18
2.618 39.47
1.618 37.20
1.000 35.80
0.618 34.93
HIGH 33.53
0.618 32.66
0.500 32.40
0.382 32.13
LOW 31.26
0.618 29.86
1.000 28.99
1.618 27.59
2.618 25.32
4.250 21.61
Fisher Pivots for day following 21-Jan-2016
Pivot 1 day 3 day
R1 32.71 32.72
PP 32.55 32.58
S1 32.40 32.44

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

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