NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 22-Jan-2016
Day Change Summary
Previous Current
21-Jan-2016 22-Jan-2016 Change Change % Previous Week
Open 32.53 33.82 1.29 4.0% 32.80
High 34.19 36.53 2.34 6.8% 36.53
Low 32.05 33.56 1.51 4.7% 31.61
Close 33.62 36.44 2.82 8.4% 36.44
Range 2.14 2.97 0.83 38.8% 4.92
ATR 1.60 1.70 0.10 6.1% 0.00
Volume 20,969 22,132 1,163 5.5% 88,338
Daily Pivots for day following 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 44.42 43.40 38.07
R3 41.45 40.43 37.26
R2 38.48 38.48 36.98
R1 37.46 37.46 36.71 37.97
PP 35.51 35.51 35.51 35.77
S1 34.49 34.49 36.17 35.00
S2 32.54 32.54 35.90
S3 29.57 31.52 35.62
S4 26.60 28.55 34.81
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 49.62 47.95 39.15
R3 44.70 43.03 37.79
R2 39.78 39.78 37.34
R1 38.11 38.11 36.89 38.95
PP 34.86 34.86 34.86 35.28
S1 33.19 33.19 35.99 34.03
S2 29.94 29.94 35.54
S3 25.02 28.27 35.09
S4 20.10 23.35 33.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.53 31.61 4.92 13.5% 2.14 5.9% 98% True False 19,959
10 39.10 31.61 7.49 20.6% 1.90 5.2% 64% False False 19,649
20 42.64 31.61 11.03 30.3% 1.64 4.5% 44% False False 13,651
40 48.35 31.61 16.74 45.9% 1.43 3.9% 29% False False 11,689
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 0.30
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 49.15
2.618 44.31
1.618 41.34
1.000 39.50
0.618 38.37
HIGH 36.53
0.618 35.40
0.500 35.05
0.382 34.69
LOW 33.56
0.618 31.72
1.000 30.59
1.618 28.75
2.618 25.78
4.250 20.94
Fisher Pivots for day following 22-Jan-2016
Pivot 1 day 3 day
R1 35.98 35.65
PP 35.51 34.86
S1 35.05 34.07

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

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