NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 13-Jan-2016
Day Change Summary
Previous Current
12-Jan-2016 13-Jan-2016 Change Change % Previous Week
Open 35.65 34.79 -0.86 -2.4% 41.15
High 36.47 35.42 -1.05 -2.9% 42.07
Low 34.14 33.84 -0.30 -0.9% 36.37
Close 34.63 34.12 -0.51 -1.5% 37.49
Range 2.33 1.58 -0.75 -32.2% 5.70
ATR 1.62 1.62 0.00 -0.2% 0.00
Volume 61,489 64,309 2,820 4.6% 213,118
Daily Pivots for day following 13-Jan-2016
Classic Woodie Camarilla DeMark
R4 39.20 38.24 34.99
R3 37.62 36.66 34.55
R2 36.04 36.04 34.41
R1 35.08 35.08 34.26 34.77
PP 34.46 34.46 34.46 34.31
S1 33.50 33.50 33.98 33.19
S2 32.88 32.88 33.83
S3 31.30 31.92 33.69
S4 29.72 30.34 33.25
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 38.59 33.84 4.75 13.9% 1.97 5.8% 6% False True 56,012
10 42.07 33.84 8.23 24.1% 1.76 5.2% 3% False True 43,271
20 42.30 33.84 8.46 24.8% 1.48 4.3% 3% False True 35,679
40 48.02 33.84 14.18 41.6% 1.48 4.3% 2% False True 35,880
60 52.04 33.84 18.20 53.3% 1.45 4.3% 2% False True 32,854
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.39
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 42.14
2.618 39.56
1.618 37.98
1.000 37.00
0.618 36.40
HIGH 35.42
0.618 34.82
0.500 34.63
0.382 34.44
LOW 33.84
0.618 32.86
1.000 32.26
1.618 31.28
2.618 29.70
4.250 27.13
Fisher Pivots for day following 13-Jan-2016
Pivot 1 day 3 day
R1 34.63 35.61
PP 34.46 35.11
S1 34.29 34.62

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

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