NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 27-Jan-2016
Day Change Summary
Previous Current
26-Jan-2016 27-Jan-2016 Change Change % Previous Week
Open 31.34 32.00 0.66 2.1% 31.28
High 33.84 34.30 0.46 1.4% 33.63
Low 30.70 31.65 0.95 3.1% 28.76
Close 32.90 33.76 0.86 2.6% 33.51
Range 3.14 2.65 -0.49 -15.6% 4.87
ATR 2.00 2.05 0.05 2.3% 0.00
Volume 147,884 179,258 31,374 21.2% 589,095
Daily Pivots for day following 27-Jan-2016
Classic Woodie Camarilla DeMark
R4 41.19 40.12 35.22
R3 38.54 37.47 34.49
R2 35.89 35.89 34.25
R1 34.82 34.82 34.00 35.36
PP 33.24 33.24 33.24 33.50
S1 32.17 32.17 33.52 32.71
S2 30.59 30.59 33.27
S3 27.94 29.52 33.03
S4 25.29 26.87 32.30
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 34.30 29.22 5.08 15.0% 2.76 8.2% 89% True False 156,780
10 34.30 28.76 5.54 16.4% 2.29 6.8% 90% True False 141,564
20 40.50 28.76 11.74 34.8% 2.04 6.0% 43% False False 100,306
40 45.78 28.76 17.02 50.4% 1.73 5.1% 29% False False 70,084
60 51.29 28.76 22.53 66.7% 1.63 4.8% 22% False False 53,205
80 53.35 28.76 24.59 72.8% 1.60 4.7% 20% False False 43,262
100 53.35 28.76 24.59 72.8% 1.58 4.7% 20% False False 36,219
120 53.50 28.76 24.74 73.3% 1.63 4.8% 20% False False 31,561
Crabel Price Patterns
NR True
NR4 True
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 0.43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 45.56
2.618 41.24
1.618 38.59
1.000 36.95
0.618 35.94
HIGH 34.30
0.618 33.29
0.500 32.98
0.382 32.66
LOW 31.65
0.618 30.01
1.000 29.00
1.618 27.36
2.618 24.71
4.250 20.39
Fisher Pivots for day following 27-Jan-2016
Pivot 1 day 3 day
R1 33.50 33.34
PP 33.24 32.92
S1 32.98 32.50

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

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