NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 14-Jan-2016
Day Change Summary
Previous Current
13-Jan-2016 14-Jan-2016 Change Change % Previous Week
Open 30.54 30.60 0.06 0.2% 37.60
High 31.71 31.77 0.06 0.2% 38.39
Low 30.10 30.28 0.18 0.6% 32.10
Close 30.48 31.20 0.72 2.4% 33.16
Range 1.61 1.49 -0.12 -7.5% 6.29
ATR 1.72 1.71 -0.02 -1.0% 0.00
Volume 637,903 537,906 -99,997 -15.7% 2,619,832
Daily Pivots for day following 14-Jan-2016
Classic Woodie Camarilla DeMark
R4 35.55 34.87 32.02
R3 34.06 33.38 31.61
R2 32.57 32.57 31.47
R1 31.89 31.89 31.34 32.23
PP 31.08 31.08 31.08 31.26
S1 30.40 30.40 31.06 30.74
S2 29.59 29.59 30.93
S3 28.10 28.91 30.79
S4 26.61 27.42 30.38
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 14.1% 1.88 6.0% 29% False False 609,632
10 38.39 29.93 8.46 27.1% 1.92 6.1% 15% False False 535,512
20 38.53 29.93 8.60 27.6% 1.58 5.0% 15% False False 413,115
40 44.82 29.93 14.89 47.7% 1.61 5.2% 9% False False 283,119
60 50.02 29.93 20.09 64.4% 1.59 5.1% 6% False False 205,538
80 52.60 29.93 22.67 72.7% 1.62 5.2% 6% False False 160,596
100 52.60 29.93 22.67 72.7% 1.76 5.6% 6% False False 132,859
120 52.60 29.93 22.67 72.7% 1.69 5.4% 6% False False 112,987
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.47
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 38.10
2.618 35.67
1.618 34.18
1.000 33.26
0.618 32.69
HIGH 31.77
0.618 31.20
0.500 31.03
0.382 30.85
LOW 30.28
0.618 29.36
1.000 28.79
1.618 27.87
2.618 26.38
4.250 23.95
Fisher Pivots for day following 14-Jan-2016
Pivot 1 day 3 day
R1 31.14 31.16
PP 31.08 31.11
S1 31.03 31.07

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

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