NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 12-Jan-2016
Day Change Summary
Previous Current
11-Jan-2016 12-Jan-2016 Change Change % Previous Week
Open 38.33 36.91 -1.42 -3.7% 42.08
High 38.48 37.80 -0.68 -1.8% 43.12
Low 36.80 35.75 -1.05 -2.9% 38.00
Close 37.20 36.05 -1.15 -3.1% 38.91
Range 1.68 2.05 0.37 22.0% 5.12
ATR 1.38 1.42 0.05 3.5% 0.00
Volume 7,870 9,578 1,708 21.7% 31,967
Daily Pivots for day following 12-Jan-2016
Classic Woodie Camarilla DeMark
R4 42.68 41.42 37.18
R3 40.63 39.37 36.61
R2 38.58 38.58 36.43
R1 37.32 37.32 36.24 36.93
PP 36.53 36.53 36.53 36.34
S1 35.27 35.27 35.86 34.88
S2 34.48 34.48 35.67
S3 32.43 33.22 35.49
S4 30.38 31.17 34.92
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 55.37 52.26 41.73
R3 50.25 47.14 40.32
R2 45.13 45.13 39.85
R1 42.02 42.02 39.38 41.02
PP 40.01 40.01 40.01 39.51
S1 36.90 36.90 38.44 35.90
S2 34.89 34.89 37.97
S3 29.77 31.78 37.50
S4 24.65 26.66 36.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.35 35.75 5.60 15.5% 1.74 4.8% 5% False True 7,468
10 43.12 35.75 7.37 20.4% 1.48 4.1% 4% False True 5,655
20 43.24 35.75 7.49 20.8% 1.26 3.5% 4% False True 4,672
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 0.26
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 46.51
2.618 43.17
1.618 41.12
1.000 39.85
0.618 39.07
HIGH 37.80
0.618 37.02
0.500 36.78
0.382 36.53
LOW 35.75
0.618 34.48
1.000 33.70
1.618 32.43
2.618 30.38
4.250 27.04
Fisher Pivots for day following 12-Jan-2016
Pivot 1 day 3 day
R1 36.78 37.72
PP 36.53 37.16
S1 36.29 36.61

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

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