NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 38.07 37.39 -0.68 -1.8% 39.09
High 38.31 37.57 -0.74 -1.9% 39.09
Low 36.98 35.07 -1.91 -5.2% 37.28
Close 37.18 35.20 -1.98 -5.3% 38.17
Range 1.33 2.50 1.17 88.0% 1.81
ATR 1.48 1.55 0.07 4.9% 0.00
Volume 126,519 195,608 69,089 54.6% 230,990
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 43.45 41.82 36.58
R3 40.95 39.32 35.89
R2 38.45 38.45 35.66
R1 36.82 36.82 35.43 36.39
PP 35.95 35.95 35.95 35.73
S1 34.32 34.32 34.97 33.89
S2 33.45 33.45 34.74
S3 30.95 31.82 34.51
S4 28.45 29.32 33.83
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 43.61 42.70 39.17
R3 41.80 40.89 38.67
R2 39.99 39.99 38.50
R1 39.08 39.08 38.34 38.63
PP 38.18 38.18 38.18 37.96
S1 37.27 37.27 38.00 36.82
S2 36.37 36.37 37.84
S3 34.56 35.46 37.67
S4 32.75 33.65 37.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.53 35.07 4.46 12.7% 1.67 4.7% 3% False True 111,457
10 39.53 35.07 4.46 12.7% 1.45 4.1% 3% False True 89,297
20 41.44 35.07 6.37 18.1% 1.45 4.1% 2% False True 104,963
40 47.87 35.07 12.80 36.4% 1.50 4.3% 1% False True 82,594
60 52.26 35.07 17.19 48.8% 1.51 4.3% 1% False True 66,411
80 53.01 35.07 17.94 51.0% 1.55 4.4% 1% False True 57,275
100 53.08 35.07 18.01 51.2% 1.69 4.8% 1% False True 50,625
120 54.45 35.07 19.38 55.1% 1.62 4.6% 1% False True 44,569
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 0.25
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 48.20
2.618 44.12
1.618 41.62
1.000 40.07
0.618 39.12
HIGH 37.57
0.618 36.62
0.500 36.32
0.382 36.03
LOW 35.07
0.618 33.53
1.000 32.57
1.618 31.03
2.618 28.53
4.250 24.45
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 36.32 37.30
PP 35.95 36.60
S1 35.57 35.90

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

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