NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 04-Jan-2016
Day Change Summary
Previous Current
31-Dec-2015 04-Jan-2016 Change Change % Previous Week
Open 36.81 37.60 0.79 2.1% 38.00
High 37.79 38.39 0.60 1.6% 38.09
Low 36.22 36.33 0.11 0.3% 36.22
Close 37.04 36.76 -0.28 -0.8% 37.04
Range 1.57 2.06 0.49 31.2% 1.87
ATR 1.49 1.53 0.04 2.7% 0.00
Volume 283,623 431,985 148,362 52.3% 1,014,124
Daily Pivots for day following 04-Jan-2016
Classic Woodie Camarilla DeMark
R4 43.34 42.11 37.89
R3 41.28 40.05 37.33
R2 39.22 39.22 37.14
R1 37.99 37.99 36.95 37.58
PP 37.16 37.16 37.16 36.95
S1 35.93 35.93 36.57 35.52
S2 35.10 35.10 36.38
S3 33.04 33.87 36.19
S4 30.98 31.81 35.63
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 42.73 41.75 38.07
R3 40.86 39.88 37.55
R2 38.99 38.99 37.38
R1 38.01 38.01 37.21 37.57
PP 37.12 37.12 37.12 36.89
S1 36.14 36.14 36.87 35.70
S2 35.25 35.25 36.70
S3 33.38 34.27 36.53
S4 31.51 32.40 36.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.39 36.22 2.17 5.9% 1.48 4.0% 25% True False 289,221
10 38.39 35.35 3.04 8.3% 1.29 3.5% 46% True False 302,953
20 43.37 35.35 8.02 21.8% 1.55 4.2% 18% False False 279,457
40 48.30 35.35 12.95 35.2% 1.52 4.1% 11% False False 181,148
60 52.60 35.35 17.25 46.9% 1.56 4.2% 8% False False 132,439
80 52.60 35.35 17.25 46.9% 1.59 4.3% 8% False False 104,864
100 52.60 35.35 17.25 46.9% 1.70 4.6% 8% False False 87,883
120 56.04 35.35 20.69 56.3% 1.64 4.5% 7% False False 74,756
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 True
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 47.15
2.618 43.78
1.618 41.72
1.000 40.45
0.618 39.66
HIGH 38.39
0.618 37.60
0.500 37.36
0.382 37.12
LOW 36.33
0.618 35.06
1.000 34.27
1.618 33.00
2.618 30.94
4.250 27.58
Fisher Pivots for day following 04-Jan-2016
Pivot 1 day 3 day
R1 37.36 37.31
PP 37.16 37.12
S1 36.96 36.94

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

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