NYMEX Light Sweet Crude Oil Future February 2016

Trading Metrics calculated at close of trading on 08-Jan-2016

Day Change Summary
	Previous	Current
	07-Jan-2016	08-Jan-2016	Change	Change %	Previous Week
Open	34.09	33.30	-0.79	-2.3%	37.60
High	34.26	34.34	0.08	0.2%	38.39
Low	32.10	32.64	0.54	1.7%	32.10
Close	33.27	33.16	-0.11	-0.3%	33.16
Range	2.16	1.70	-0.46	-21.3%	6.29
ATR	1.64	1.64	0.00	0.3%	0.00
Volume	617,409	596,496	-20,913	-3.4%	2,619,832

Daily Pivots for day following 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	38.48	37.52	34.10
R3	36.78	35.82	33.63
R2	35.08	35.08	33.47
R1	34.12	34.12	33.32	33.75
PP	33.38	33.38	33.38	33.20
S1	32.42	32.42	33.00	32.05
S2	31.68	31.68	32.85
S3	29.98	30.72	32.69
S4	28.28	29.02	32.23

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	53.42	49.58	36.62
R3	47.13	43.29	34.89
R2	40.84	40.84	34.31
R1	37.00	37.00	33.74	35.78
PP	34.55	34.55	34.55	33.94
S1	30.71	30.71	32.58	29.49
S2	28.26	28.26	32.01
S3	21.97	24.42	31.43
S4	15.68	18.13	29.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	38.39	32.10	6.29	19.0%	1.98	6.0%	17%	False	False	523,966
10	38.39	32.10	6.29	19.0%	1.61	4.9%	17%	False	False	383,982
20	39.13	32.10	7.03	21.2%	1.51	4.6%	15%	False	False	338,752
40	46.38	32.10	14.28	43.1%	1.59	4.8%	7%	False	False	229,626
60	50.02	32.10	17.92	54.0%	1.55	4.7%	6%	False	False	166,694
80	52.60	32.10	20.50	61.8%	1.61	4.9%	5%	False	False	130,912
100	52.60	32.10	20.50	61.8%	1.74	5.2%	5%	False	False	109,045
120	54.03	32.10	21.93	66.1%	1.66	5.0%	5%	False	False	92,799

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	0.32
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	41.57
2.618	38.79
1.618	37.09
1.000	36.04
0.618	35.39
HIGH	34.34
0.618	33.69
0.500	33.49
0.382	33.29
LOW	32.64
0.618	31.59
1.000	30.94
1.618	29.89
2.618	28.19
4.250	25.42

Fisher Pivots for day following 08-Jan-2016
Pivot	1 day	3 day
R1	33.49	34.25
PP	33.38	33.88
S1	33.27	33.52

Download as Excel Spreadsheet

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

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