NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 15-Jan-2016
Day Change Summary
Previous Current
14-Jan-2016 15-Jan-2016 Change Change % Previous Week
Open 34.64 35.56 0.92 2.7% 37.94
High 35.91 35.56 -0.35 -1.0% 38.02
Low 34.64 33.59 -1.05 -3.0% 33.59
Close 35.68 33.86 -1.82 -5.1% 33.86
Range 1.27 1.97 0.70 55.1% 4.43
ATR 1.48 1.52 0.04 3.0% 0.00
Volume 22,307 11,460 -10,847 -48.6% 92,254
Daily Pivots for day following 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 40.25 39.02 34.94
R3 38.28 37.05 34.40
R2 36.31 36.31 34.22
R1 35.08 35.08 34.04 34.71
PP 34.34 34.34 34.34 34.15
S1 33.11 33.11 33.68 32.74
S2 32.37 32.37 33.50
S3 30.40 31.14 33.32
S4 28.43 29.17 32.78
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 48.45 45.58 36.30
R3 44.02 41.15 35.08
R2 39.59 39.59 34.67
R1 36.72 36.72 34.27 35.94
PP 35.16 35.16 35.16 34.77
S1 32.29 32.29 33.45 31.51
S2 30.73 30.73 33.05
S3 26.30 27.86 32.64
S4 21.87 23.43 31.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.02 33.59 4.43 13.1% 1.77 5.2% 6% False True 18,450
10 42.64 33.59 9.05 26.7% 1.73 5.1% 3% False True 15,797
20 42.64 33.59 9.05 26.7% 1.36 4.0% 3% False True 10,781
40 48.35 33.59 14.76 43.6% 1.34 3.9% 2% False True 10,199
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 43.93
2.618 40.72
1.618 38.75
1.000 37.53
0.618 36.78
HIGH 35.56
0.618 34.81
0.500 34.58
0.382 34.34
LOW 33.59
0.618 32.37
1.000 31.62
1.618 30.40
2.618 28.43
4.250 25.22
Fisher Pivots for day following 15-Jan-2016
Pivot 1 day 3 day
R1 34.58 34.87
PP 34.34 34.53
S1 34.10 34.20

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

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