NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 21-Jan-2016
Day Change Summary
Previous Current
20-Jan-2016 21-Jan-2016 Change Change % Previous Week
Open 33.35 32.53 -0.82 -2.5% 37.94
High 33.35 34.19 0.84 2.5% 38.02
Low 31.61 32.05 0.44 1.4% 33.59
Close 32.54 33.62 1.08 3.3% 33.86
Range 1.74 2.14 0.40 23.0% 4.43
ATR 1.56 1.60 0.04 2.7% 0.00
Volume 24,243 20,969 -3,274 -13.5% 92,254
Daily Pivots for day following 21-Jan-2016
Classic Woodie Camarilla DeMark
R4 39.71 38.80 34.80
R3 37.57 36.66 34.21
R2 35.43 35.43 34.01
R1 34.52 34.52 33.82 34.98
PP 33.29 33.29 33.29 33.51
S1 32.38 32.38 33.42 32.84
S2 31.15 31.15 33.23
S3 29.01 30.24 33.03
S4 26.87 28.10 32.44
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 35.91 31.61 4.30 12.8% 1.80 5.4% 47% False False 19,994
10 39.17 31.61 7.56 22.5% 1.81 5.4% 27% False False 18,808
20 42.64 31.61 11.03 32.8% 1.52 4.5% 18% False False 12,911
40 48.35 31.61 16.74 49.8% 1.41 4.2% 12% False False 11,295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 43.29
2.618 39.79
1.618 37.65
1.000 36.33
0.618 35.51
HIGH 34.19
0.618 33.37
0.500 33.12
0.382 32.87
LOW 32.05
0.618 30.73
1.000 29.91
1.618 28.59
2.618 26.45
4.250 22.96
Fisher Pivots for day following 21-Jan-2016
Pivot 1 day 3 day
R1 33.45 33.46
PP 33.29 33.29
S1 33.12 33.13

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

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