NYMEX Light Sweet Crude Oil Future July 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 36.45 35.40 -1.05 -2.9% 42.31
High 37.16 36.15 -1.01 -2.7% 42.64
Low 34.94 34.60 -0.34 -1.0% 37.15
Close 35.41 34.83 -0.58 -1.6% 38.27
Range 2.22 1.55 -0.67 -30.2% 5.49
ATR 1.49 1.49 0.00 0.3% 0.00
Volume 19,931 21,406 1,475 7.4% 65,722
Daily Pivots for day following 13-Jan-2016
Classic Woodie Camarilla DeMark
R4 39.84 38.89 35.68
R3 38.29 37.34 35.26
R2 36.74 36.74 35.11
R1 35.79 35.79 34.97 35.49
PP 35.19 35.19 35.19 35.05
S1 34.24 34.24 34.69 33.94
S2 33.64 33.64 34.55
S3 32.09 32.69 34.40
S4 30.54 31.14 33.98
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 55.82 52.54 41.29
R3 50.33 47.05 39.78
R2 44.84 44.84 39.28
R1 41.56 41.56 38.77 40.46
PP 39.35 39.35 39.35 38.80
S1 36.07 36.07 37.77 34.97
S2 33.86 33.86 37.26
S3 28.37 30.58 36.76
S4 22.88 25.09 35.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.17 34.60 4.57 13.1% 1.82 5.2% 5% False True 17,621
10 42.64 34.60 8.04 23.1% 1.64 4.7% 3% False True 13,454
20 42.73 34.60 8.13 23.3% 1.32 3.8% 3% False True 9,960
40 48.35 34.60 13.75 39.5% 1.32 3.8% 2% False True 9,644
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 0.43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 42.74
2.618 40.21
1.618 38.66
1.000 37.70
0.618 37.11
HIGH 36.15
0.618 35.56
0.500 35.38
0.382 35.19
LOW 34.60
0.618 33.64
1.000 33.05
1.618 32.09
2.618 30.54
4.250 28.01
Fisher Pivots for day following 13-Jan-2016
Pivot 1 day 3 day
R1 35.38 36.31
PP 35.19 35.82
S1 35.01 35.32

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

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