NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 15-Jan-2016
Day Change Summary
Previous Current
14-Jan-2016 15-Jan-2016 Change Change % Previous Week
Open 30.60 31.18 0.58 1.9% 32.94
High 31.77 31.18 -0.59 -1.9% 33.20
Low 30.28 29.13 -1.15 -3.8% 29.13
Close 31.20 29.42 -1.78 -5.7% 29.42
Range 1.49 2.05 0.56 37.6% 4.07
ATR 1.71 1.73 0.03 1.5% 0.00
Volume 537,906 329,094 -208,812 -38.8% 2,780,761
Daily Pivots for day following 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 36.06 34.79 30.55
R3 34.01 32.74 29.98
R2 31.96 31.96 29.80
R1 30.69 30.69 29.61 30.30
PP 29.91 29.91 29.91 29.72
S1 28.64 28.64 29.23 28.25
S2 27.86 27.86 29.04
S3 25.81 26.59 28.86
S4 23.76 24.54 28.29
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 42.79 40.18 31.66
R3 38.72 36.11 30.54
R2 34.65 34.65 30.17
R1 32.04 32.04 29.79 31.31
PP 30.58 30.58 30.58 30.22
S1 27.97 27.97 29.05 27.24
S2 26.51 26.51 28.67
S3 22.44 23.90 28.30
S4 18.37 19.83 27.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 33.20 29.13 4.07 13.8% 1.95 6.6% 7% False True 556,152
10 38.39 29.13 9.26 31.5% 1.97 6.7% 3% False True 540,059
20 38.39 29.13 9.26 31.5% 1.58 5.4% 3% False True 414,535
40 44.82 29.13 15.69 53.3% 1.62 5.5% 2% False True 289,710
60 50.02 29.13 20.89 71.0% 1.60 5.4% 1% False True 210,300
80 52.60 29.13 23.47 79.8% 1.63 5.5% 1% False True 164,466
100 52.60 29.13 23.47 79.8% 1.76 6.0% 1% False True 135,961
120 52.60 29.13 23.47 79.8% 1.69 5.8% 1% False True 115,664
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.42
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 39.89
2.618 36.55
1.618 34.50
1.000 33.23
0.618 32.45
HIGH 31.18
0.618 30.40
0.500 30.16
0.382 29.91
LOW 29.13
0.618 27.86
1.000 27.08
1.618 25.81
2.618 23.76
4.250 20.42
Fisher Pivots for day following 15-Jan-2016
Pivot 1 day 3 day
R1 30.16 30.45
PP 29.91 30.11
S1 29.67 29.76

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

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