NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 19-Jan-2016
Day Change Summary
Previous Current
15-Jan-2016 19-Jan-2016 Change Change % Previous Week
Open 34.11 32.07 -2.04 -6.0% 36.10
High 34.13 33.22 -0.91 -2.7% 36.46
Low 32.01 31.24 -0.77 -2.4% 32.01
Close 32.31 31.68 -0.63 -1.9% 32.31
Range 2.12 1.98 -0.14 -6.6% 4.45
ATR 1.63 1.65 0.03 1.5% 0.00
Volume 38,214 69,379 31,165 81.6% 260,922
Daily Pivots for day following 19-Jan-2016
Classic Woodie Camarilla DeMark
R4 37.99 36.81 32.77
R3 36.01 34.83 32.22
R2 34.03 34.03 32.04
R1 32.85 32.85 31.86 32.45
PP 32.05 32.05 32.05 31.85
S1 30.87 30.87 31.50 30.47
S2 30.07 30.07 31.32
S3 28.09 28.89 31.14
S4 26.11 26.91 30.59
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 46.94 44.08 34.76
R3 42.49 39.63 33.53
R2 38.04 38.04 33.13
R1 35.18 35.18 32.72 34.39
PP 33.59 33.59 33.59 33.20
S1 30.73 30.73 31.90 29.94
S2 29.14 29.14 31.49
S3 24.69 26.28 31.09
S4 20.24 21.83 29.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.54 31.24 4.30 13.6% 1.88 5.9% 10% False True 58,981
10 40.21 31.24 8.97 28.3% 1.88 5.9% 5% False True 46,926
20 41.35 31.24 10.11 31.9% 1.53 4.8% 4% False True 31,946
40 47.45 31.24 16.21 51.2% 1.49 4.7% 3% False True 27,441
60 51.63 31.24 20.39 64.4% 1.44 4.6% 2% False True 22,002
80 53.22 31.24 21.98 69.4% 1.39 4.4% 2% False True 18,480
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 41.64
2.618 38.40
1.618 36.42
1.000 35.20
0.618 34.44
HIGH 33.22
0.618 32.46
0.500 32.23
0.382 32.00
LOW 31.24
0.618 30.02
1.000 29.26
1.618 28.04
2.618 26.06
4.250 22.83
Fisher Pivots for day following 19-Jan-2016
Pivot 1 day 3 day
R1 32.23 32.83
PP 32.05 32.44
S1 31.86 32.06

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

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