NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary
Previous Current
19-Jan-2016 20-Jan-2016 Change Change % Previous Week
Open 29.20 28.33 -0.87 -3.0% 32.94
High 30.21 28.58 -1.63 -5.4% 33.20
Low 28.21 26.19 -2.02 -7.2% 29.13
Close 28.46 26.55 -1.91 -6.7% 29.42
Range 2.00 2.39 0.39 19.5% 4.07
ATR 1.75 1.80 0.05 2.6% 0.00
Volume 188,026 25,358 -162,668 -86.5% 2,780,761
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 34.28 32.80 27.86
R3 31.89 30.41 27.21
R2 29.50 29.50 26.99
R1 28.02 28.02 26.77 27.57
PP 27.11 27.11 27.11 26.88
S1 25.63 25.63 26.33 25.18
S2 24.72 24.72 26.11
S3 22.33 23.24 25.89
S4 19.94 20.85 25.24
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 31.77 26.19 5.58 21.0% 1.91 7.2% 6% False True 343,657
10 36.39 26.19 10.20 38.4% 2.06 7.8% 4% False True 477,186
20 38.39 26.19 12.20 46.0% 1.68 6.3% 3% False True 390,448
40 44.82 26.19 18.63 70.2% 1.68 6.3% 2% False True 290,559
60 50.02 26.19 23.83 89.8% 1.64 6.2% 2% False True 212,524
80 52.60 26.19 26.41 99.5% 1.63 6.2% 1% False True 166,569
100 52.60 26.19 26.41 99.5% 1.78 6.7% 1% False True 137,750
120 52.60 26.19 26.41 99.5% 1.70 6.4% 1% False True 117,295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 38.74
2.618 34.84
1.618 32.45
1.000 30.97
0.618 30.06
HIGH 28.58
0.618 27.67
0.500 27.39
0.382 27.10
LOW 26.19
0.618 24.71
1.000 23.80
1.618 22.32
2.618 19.93
4.250 16.03
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 27.39 28.69
PP 27.11 27.97
S1 26.83 27.26

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

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