NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 13-Jan-2016
Day Change Summary
Previous Current
12-Jan-2016 13-Jan-2016 Change Change % Previous Week
Open 31.11 30.54 -0.57 -1.8% 37.60
High 32.21 31.71 -0.50 -1.6% 38.39
Low 29.93 30.10 0.17 0.6% 32.10
Close 30.44 30.48 0.04 0.1% 33.16
Range 2.28 1.61 -0.67 -29.4% 6.29
ATR 1.73 1.72 -0.01 -0.5% 0.00
Volume 627,218 637,903 10,685 1.7% 2,619,832
Daily Pivots for day following 13-Jan-2016
Classic Woodie Camarilla DeMark
R4 35.59 34.65 31.37
R3 33.98 33.04 30.92
R2 32.37 32.37 30.78
R1 31.43 31.43 30.63 31.10
PP 30.76 30.76 30.76 30.60
S1 29.82 29.82 30.33 29.49
S2 29.15 29.15 30.18
S3 27.54 28.21 30.04
S4 25.93 26.60 29.59
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 34.34 29.93 4.41 14.5% 2.01 6.6% 12% False False 625,533
10 38.39 29.93 8.46 27.8% 1.87 6.1% 7% False False 508,512
20 39.13 29.93 9.20 30.2% 1.59 5.2% 6% False False 399,890
40 44.82 29.93 14.89 48.9% 1.62 5.3% 4% False False 272,182
60 50.02 29.93 20.09 65.9% 1.59 5.2% 3% False False 197,167
80 52.60 29.93 22.67 74.4% 1.62 5.3% 2% False False 154,038
100 52.60 29.93 22.67 74.4% 1.76 5.8% 2% False False 127,622
120 52.60 29.93 22.67 74.4% 1.68 5.5% 2% False False 108,546
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 38.55
2.618 35.92
1.618 34.31
1.000 33.32
0.618 32.70
HIGH 31.71
0.618 31.09
0.500 30.91
0.382 30.72
LOW 30.10
0.618 29.11
1.000 28.49
1.618 27.50
2.618 25.89
4.250 23.26
Fisher Pivots for day following 13-Jan-2016
Pivot 1 day 3 day
R1 30.91 31.57
PP 30.76 31.20
S1 30.62 30.84

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

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