NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 05-Jan-2016
Day Change Summary
Previous Current
04-Jan-2016 05-Jan-2016 Change Change % Previous Week
Open 37.60 36.90 -0.70 -1.9% 38.00
High 38.39 37.10 -1.29 -3.4% 38.09
Low 36.33 35.74 -0.59 -1.6% 36.22
Close 36.76 35.97 -0.79 -2.1% 37.04
Range 2.06 1.36 -0.70 -34.0% 1.87
ATR 1.53 1.52 -0.01 -0.8% 0.00
Volume 431,985 410,131 -21,854 -5.1% 1,014,124
Daily Pivots for day following 05-Jan-2016
Classic Woodie Camarilla DeMark
R4 40.35 39.52 36.72
R3 38.99 38.16 36.34
R2 37.63 37.63 36.22
R1 36.80 36.80 36.09 36.54
PP 36.27 36.27 36.27 36.14
S1 35.44 35.44 35.85 35.18
S2 34.91 34.91 35.72
S3 33.55 34.08 35.60
S4 32.19 32.72 35.22
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 35.74 2.65 7.4% 1.45 4.0% 9% False True 327,119
10 38.39 35.35 3.04 8.5% 1.30 3.6% 20% False False 303,711
20 41.61 35.35 6.26 17.4% 1.50 4.2% 10% False False 294,060
40 47.56 35.35 12.21 33.9% 1.52 4.2% 5% False False 189,755
60 52.60 35.35 17.25 48.0% 1.55 4.3% 4% False False 138,645
80 52.60 35.35 17.25 48.0% 1.58 4.4% 4% False False 109,719
100 52.60 35.35 17.25 48.0% 1.70 4.7% 4% False False 91,764
120 54.58 35.35 19.23 53.5% 1.63 4.5% 3% False False 78,102
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 True
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 42.88
2.618 40.66
1.618 39.30
1.000 38.46
0.618 37.94
HIGH 37.10
0.618 36.58
0.500 36.42
0.382 36.26
LOW 35.74
0.618 34.90
1.000 34.38
1.618 33.54
2.618 32.18
4.250 29.96
Fisher Pivots for day following 05-Jan-2016
Pivot 1 day 3 day
R1 36.42 37.07
PP 36.27 36.70
S1 36.12 36.34

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

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