NYMEX Light Sweet Crude Oil Future May 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 34.99 36.47 1.48 4.2% 34.62
High 37.52 37.29 -0.23 -0.6% 37.52
Low 34.58 35.75 1.17 3.4% 32.05
Close 36.03 36.78 0.75 2.1% 36.78
Range 2.94 1.54 -1.40 -47.6% 5.47
ATR 2.06 2.02 -0.04 -1.8% 0.00
Volume 96,347 86,182 -10,165 -10.6% 436,747
Daily Pivots for day following 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 41.23 40.54 37.63
R3 39.69 39.00 37.20
R2 38.15 38.15 37.06
R1 37.46 37.46 36.92 37.81
PP 36.61 36.61 36.61 36.78
S1 35.92 35.92 36.64 36.27
S2 35.07 35.07 36.50
S3 33.53 34.38 36.36
S4 31.99 32.84 35.93
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 51.86 49.79 39.79
R3 46.39 44.32 38.28
R2 40.92 40.92 37.78
R1 38.85 38.85 37.28 39.89
PP 35.45 35.45 35.45 35.97
S1 33.38 33.38 36.28 34.42
S2 29.98 29.98 35.78
S3 24.51 27.91 35.28
S4 19.04 22.44 33.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.52 32.05 5.47 14.9% 2.56 6.9% 86% False False 87,349
10 37.52 29.85 7.67 20.9% 2.40 6.5% 90% False False 77,036
20 41.35 29.85 11.50 31.3% 2.11 5.7% 60% False False 58,869
40 46.00 29.85 16.15 43.9% 1.73 4.7% 43% False False 40,642
60 51.63 29.85 21.78 59.2% 1.60 4.4% 32% False False 31,851
80 53.22 29.85 23.37 63.5% 1.52 4.1% 30% False False 26,215
100 53.22 29.85 23.37 63.5% 1.50 4.1% 30% False False 21,929
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 0.45
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 43.84
2.618 41.32
1.618 39.78
1.000 38.83
0.618 38.24
HIGH 37.29
0.618 36.70
0.500 36.52
0.382 36.34
LOW 35.75
0.618 34.80
1.000 34.21
1.618 33.26
2.618 31.72
4.250 29.21
Fisher Pivots for day following 29-Jan-2016
Pivot 1 day 3 day
R1 36.69 36.28
PP 36.61 35.78
S1 36.52 35.28

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

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