NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 12-Jan-2016
Day Change Summary
Previous Current
11-Jan-2016 12-Jan-2016 Change Change % Previous Week
Open 37.36 35.65 -1.71 -4.6% 41.15
High 37.37 36.47 -0.90 -2.4% 42.07
Low 35.30 34.14 -1.16 -3.3% 36.37
Close 35.75 34.63 -1.12 -3.1% 37.49
Range 2.07 2.33 0.26 12.6% 5.70
ATR 1.57 1.62 0.05 3.5% 0.00
Volume 57,914 61,489 3,575 6.2% 213,118
Daily Pivots for day following 12-Jan-2016
Classic Woodie Camarilla DeMark
R4 42.07 40.68 35.91
R3 39.74 38.35 35.27
R2 37.41 37.41 35.06
R1 36.02 36.02 34.84 35.55
PP 35.08 35.08 35.08 34.85
S1 33.69 33.69 34.42 33.22
S2 32.75 32.75 34.20
S3 30.42 31.36 33.99
S4 28.09 29.03 33.35
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 40.25 34.14 6.11 17.6% 2.09 6.0% 8% False True 51,990
10 42.07 34.14 7.93 22.9% 1.73 5.0% 6% False True 38,094
20 42.30 34.14 8.16 23.6% 1.49 4.3% 6% False True 35,307
40 48.02 34.14 13.88 40.1% 1.48 4.3% 4% False True 35,338
60 52.04 34.14 17.90 51.7% 1.44 4.2% 3% False True 32,109
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 0.34
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 46.37
2.618 42.57
1.618 40.24
1.000 38.80
0.618 37.91
HIGH 36.47
0.618 35.58
0.500 35.31
0.382 35.03
LOW 34.14
0.618 32.70
1.000 31.81
1.618 30.37
2.618 28.04
4.250 24.24
Fisher Pivots for day following 12-Jan-2016
Pivot 1 day 3 day
R1 35.31 36.37
PP 35.08 35.79
S1 34.86 35.21

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

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