NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 29-Jan-2016

Day Change Summary
	Previous	Current
	28-Jan-2016	29-Jan-2016	Change	Change %	Previous Week
Open	32.19	33.70	1.51	4.7%	32.05
High	34.82	34.40	-0.42	-1.2%	34.82
Low	31.74	32.65	0.91	2.9%	29.25
Close	33.22	33.62	0.40	1.2%	33.62
Range	3.08	1.75	-1.33	-43.2%	5.57
ATR	2.16	2.13	-0.03	-1.4%	0.00
Volume	833,378	618,110	-215,268	-25.8%	3,439,363

Daily Pivots for day following 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	38.81	37.96	34.58
R3	37.06	36.21	34.10
R2	35.31	35.31	33.94
R1	34.46	34.46	33.78	34.01
PP	33.56	33.56	33.56	33.33
S1	32.71	32.71	33.46	32.26
S2	31.81	31.81	33.30
S3	30.06	30.96	33.14
S4	28.31	29.21	32.66

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	49.27	47.02	36.68
R3	43.70	41.45	35.15
R2	38.13	38.13	34.64
R1	35.88	35.88	34.13	37.01
PP	32.56	32.56	32.56	33.13
S1	30.31	30.31	33.11	31.44
S2	26.99	26.99	32.60
S3	21.42	24.74	32.09
S4	15.85	19.17	30.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	34.82	29.25	5.57	16.6%	2.75	8.2%	78%	False	False	687,872
10	34.82	27.56	7.26	21.6%	2.52	7.5%	83%	False	False	656,293
20	39.53	27.56	11.97	35.6%	2.21	6.6%	51%	False	False	447,612
40	44.45	27.56	16.89	50.2%	1.85	5.5%	36%	False	False	272,427
60	50.70	27.56	23.14	68.8%	1.73	5.1%	26%	False	False	198,696
80	53.01	27.56	25.45	75.7%	1.70	5.0%	24%	False	False	157,672
100	53.01	27.56	25.45	75.7%	1.69	5.0%	24%	False	False	131,103
120	53.08	27.56	25.52	75.9%	1.77	5.3%	24%	False	False	113,487

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	41.84
2.618	38.98
1.618	37.23
1.000	36.15
0.618	35.48
HIGH	34.40
0.618	33.73
0.500	33.53
0.382	33.32
LOW	32.65
0.618	31.57
1.000	30.90
1.618	29.82
2.618	28.07
4.250	25.21

Fisher Pivots for day following 29-Jan-2016
Pivot	1 day	3 day
R1	33.59	33.24
PP	33.56	32.86
S1	33.53	32.48

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