NYMEX Light Sweet Crude Oil Future April 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 31.14 33.55 2.41 7.7% 31.28
High 33.63 34.06 0.43 1.3% 33.63
Low 30.79 31.20 0.41 1.3% 28.76
Close 33.51 31.80 -1.71 -5.1% 33.51
Range 2.84 2.86 0.02 0.7% 4.87
ATR 1.84 1.91 0.07 4.0% 0.00
Volume 152,379 152,736 357 0.2% 589,095
Daily Pivots for day following 25-Jan-2016
Classic Woodie Camarilla DeMark
R4 40.93 39.23 33.37
R3 38.07 36.37 32.59
R2 35.21 35.21 32.32
R1 33.51 33.51 32.06 32.93
PP 32.35 32.35 32.35 32.07
S1 30.65 30.65 31.54 30.07
S2 29.49 29.49 31.28
S3 26.63 27.79 31.01
S4 23.77 24.93 30.23
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 46.58 44.91 36.19
R3 41.71 40.04 34.85
R2 36.84 36.84 34.40
R1 35.17 35.17 33.96 36.01
PP 31.97 31.97 31.97 32.38
S1 30.30 30.30 33.06 31.14
S2 27.10 27.10 32.62
S3 22.23 25.43 32.17
S4 17.36 20.56 30.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.06 28.76 5.30 16.7% 2.41 7.6% 57% True False 148,366
10 35.42 28.76 6.66 20.9% 2.16 6.8% 46% False False 123,476
20 40.50 28.76 11.74 36.9% 1.87 5.9% 26% False False 85,970
40 46.66 28.76 17.90 56.3% 1.66 5.2% 17% False False 62,629
60 51.29 28.76 22.53 70.8% 1.61 5.0% 13% False False 48,414
80 53.35 28.76 24.59 77.3% 1.56 4.9% 12% False False 39,384
100 53.35 28.76 24.59 77.3% 1.59 5.0% 12% False False 33,139
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 0.45
Widest range in 99 trading days
Fibonacci Retracements and Extensions
4.250 46.22
2.618 41.55
1.618 38.69
1.000 36.92
0.618 35.83
HIGH 34.06
0.618 32.97
0.500 32.63
0.382 32.29
LOW 31.20
0.618 29.43
1.000 28.34
1.618 26.57
2.618 23.71
4.250 19.05
Fisher Pivots for day following 25-Jan-2016
Pivot 1 day 3 day
R1 32.63 31.75
PP 32.35 31.69
S1 32.08 31.64

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

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