NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 08-Jan-2016
Day Change Summary
Previous Current
07-Jan-2016 08-Jan-2016 Change Change % Previous Week
Open 38.38 37.62 -0.76 -2.0% 41.15
High 38.49 38.59 0.10 0.3% 42.07
Low 36.37 36.85 0.48 1.3% 36.37
Close 37.58 37.49 -0.09 -0.2% 37.49
Range 2.12 1.74 -0.38 -17.9% 5.70
ATR 1.50 1.52 0.02 1.1% 0.00
Volume 46,620 49,732 3,112 6.7% 213,118
Daily Pivots for day following 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 42.86 41.92 38.45
R3 41.12 40.18 37.97
R2 39.38 39.38 37.81
R1 38.44 38.44 37.65 38.04
PP 37.64 37.64 37.64 37.45
S1 36.70 36.70 37.33 36.30
S2 35.90 35.90 37.17
S3 34.16 34.96 37.01
S4 32.42 33.22 36.53
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 55.74 52.32 40.63
R3 50.04 46.62 39.06
R2 44.34 44.34 38.54
R1 40.92 40.92 38.01 39.78
PP 38.64 38.64 38.64 38.08
S1 35.22 35.22 36.97 34.08
S2 32.94 32.94 36.45
S3 27.24 29.52 35.92
S4 21.54 23.82 34.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.07 36.37 5.70 15.2% 1.83 4.9% 20% False False 42,623
10 42.07 36.37 5.70 15.2% 1.53 4.1% 20% False False 29,229
20 42.73 36.37 6.36 17.0% 1.38 3.7% 18% False False 34,131
40 48.75 36.37 12.38 33.0% 1.45 3.9% 9% False False 33,754
60 52.04 36.37 15.67 41.8% 1.41 3.8% 7% False False 30,844
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 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 45.99
2.618 43.15
1.618 41.41
1.000 40.33
0.618 39.67
HIGH 38.59
0.618 37.93
0.500 37.72
0.382 37.51
LOW 36.85
0.618 35.77
1.000 35.11
1.618 34.03
2.618 32.29
4.250 29.46
Fisher Pivots for day following 08-Jan-2016
Pivot 1 day 3 day
R1 37.72 38.31
PP 37.64 38.04
S1 37.57 37.76

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

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