NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 07-Jan-2016
Day Change Summary
Previous Current
06-Jan-2016 07-Jan-2016 Change Change % Previous Week
Open 40.67 38.00 -2.67 -6.6% 41.56
High 40.73 39.17 -1.56 -3.8% 41.83
Low 38.80 37.15 -1.65 -4.3% 40.19
Close 38.89 38.32 -0.57 -1.5% 41.33
Range 1.93 2.02 0.09 4.7% 1.64
ATR 1.32 1.37 0.05 3.8% 0.00
Volume 11,978 13,716 1,738 14.5% 16,129
Daily Pivots for day following 07-Jan-2016
Classic Woodie Camarilla DeMark
R4 44.27 43.32 39.43
R3 42.25 41.30 38.88
R2 40.23 40.23 38.69
R1 39.28 39.28 38.51 39.76
PP 38.21 38.21 38.21 38.45
S1 37.26 37.26 38.13 37.74
S2 36.19 36.19 37.95
S3 34.17 35.24 37.76
S4 32.15 33.22 37.21
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 46.04 45.32 42.23
R3 44.40 43.68 41.78
R2 42.76 42.76 41.63
R1 42.04 42.04 41.48 41.58
PP 41.12 41.12 41.12 40.89
S1 40.40 40.40 41.18 39.94
S2 39.48 39.48 41.03
S3 37.84 38.76 40.88
S4 36.20 37.12 40.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.64 37.15 5.49 14.3% 1.72 4.5% 21% False True 11,333
10 42.64 37.15 5.49 14.3% 1.38 3.6% 21% False True 7,653
20 43.93 37.15 6.78 17.7% 1.23 3.2% 17% False True 9,313
40 49.30 37.15 12.15 31.7% 1.25 3.3% 10% False True 8,100
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 0.24
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 47.76
2.618 44.46
1.618 42.44
1.000 41.19
0.618 40.42
HIGH 39.17
0.618 38.40
0.500 38.16
0.382 37.92
LOW 37.15
0.618 35.90
1.000 35.13
1.618 33.88
2.618 31.86
4.250 28.57
Fisher Pivots for day following 07-Jan-2016
Pivot 1 day 3 day
R1 38.27 39.39
PP 38.21 39.03
S1 38.16 38.68

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

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