NYMEX Light Sweet Crude Oil Future February 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 32.94 31.11 -1.83 -5.6% 37.60
High 33.20 32.21 -0.99 -3.0% 38.39
Low 30.88 29.93 -0.95 -3.1% 32.10
Close 31.41 30.44 -0.97 -3.1% 33.16
Range 2.32 2.28 -0.04 -1.7% 6.29
ATR 1.69 1.73 0.04 2.5% 0.00
Volume 648,640 627,218 -21,422 -3.3% 2,619,832
Daily Pivots for day following 12-Jan-2016
Classic Woodie Camarilla DeMark
R4 37.70 36.35 31.69
R3 35.42 34.07 31.07
R2 33.14 33.14 30.86
R1 31.79 31.79 30.65 31.33
PP 30.86 30.86 30.86 30.63
S1 29.51 29.51 30.23 29.05
S2 28.58 28.58 30.02
S3 26.30 27.23 29.81
S4 24.02 24.95 29.19
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 53.42 49.58 36.62
R3 47.13 43.29 34.89
R2 40.84 40.84 34.31
R1 37.00 37.00 33.74 35.78
PP 34.55 34.55 34.55 33.94
S1 30.71 30.71 32.58 29.49
S2 28.26 28.26 32.01
S3 21.97 24.42 31.43
S4 15.68 18.13 29.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.39 29.93 6.46 21.2% 2.22 7.3% 8% False True 610,714
10 38.39 29.93 8.46 27.8% 1.84 6.0% 6% False True 468,917
20 39.13 29.93 9.20 30.2% 1.60 5.3% 6% False True 379,733
40 44.82 29.93 14.89 48.9% 1.63 5.3% 3% False True 258,125
60 50.02 29.93 20.09 66.0% 1.58 5.2% 3% False True 187,050
80 52.60 29.93 22.67 74.5% 1.63 5.4% 2% False True 146,294
100 52.60 29.93 22.67 74.5% 1.75 5.8% 2% False True 121,478
120 52.60 29.93 22.67 74.5% 1.68 5.5% 2% False True 103,290
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 41.90
2.618 38.18
1.618 35.90
1.000 34.49
0.618 33.62
HIGH 32.21
0.618 31.34
0.500 31.07
0.382 30.80
LOW 29.93
0.618 28.52
1.000 27.65
1.618 26.24
2.618 23.96
4.250 20.24
Fisher Pivots for day following 12-Jan-2016
Pivot 1 day 3 day
R1 31.07 32.14
PP 30.86 31.57
S1 30.65 31.01

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

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