NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 25-Jan-2016
Day Change Summary
Previous Current
22-Jan-2016 25-Jan-2016 Change Change % Previous Week
Open 33.82 36.45 2.63 7.8% 32.80
High 36.53 37.06 0.53 1.5% 36.53
Low 33.56 34.63 1.07 3.2% 31.61
Close 36.44 35.09 -1.35 -3.7% 36.44
Range 2.97 2.43 -0.54 -18.2% 4.92
ATR 1.70 1.75 0.05 3.1% 0.00
Volume 22,132 23,941 1,809 8.2% 88,338
Daily Pivots for day following 25-Jan-2016
Classic Woodie Camarilla DeMark
R4 42.88 41.42 36.43
R3 40.45 38.99 35.76
R2 38.02 38.02 35.54
R1 36.56 36.56 35.31 36.08
PP 35.59 35.59 35.59 35.35
S1 34.13 34.13 34.87 33.65
S2 33.16 33.16 34.64
S3 30.73 31.70 34.42
S4 28.30 29.27 33.75
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 37.06 31.61 5.45 15.5% 2.23 6.4% 64% True False 22,455
10 38.02 31.61 6.41 18.3% 2.00 5.7% 54% False False 20,453
20 42.64 31.61 11.03 31.4% 1.70 4.8% 32% False False 14,434
40 48.35 31.61 16.74 47.7% 1.46 4.2% 21% False False 12,061
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.39
2.618 43.42
1.618 40.99
1.000 39.49
0.618 38.56
HIGH 37.06
0.618 36.13
0.500 35.85
0.382 35.56
LOW 34.63
0.618 33.13
1.000 32.20
1.618 30.70
2.618 28.27
4.250 24.30
Fisher Pivots for day following 25-Jan-2016
Pivot 1 day 3 day
R1 35.85 34.91
PP 35.59 34.73
S1 35.34 34.56

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

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