NYMEX Light Sweet Crude Oil Future March 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 31.47 32.11 0.64 2.0% 34.11
High 32.53 32.13 -0.40 -1.2% 34.31
Low 31.16 30.06 -1.10 -3.5% 30.06
Close 32.11 30.39 -1.72 -5.4% 30.39
Range 1.37 2.07 0.70 51.1% 4.25
ATR 1.67 1.70 0.03 1.7% 0.00
Volume 407,645 358,984 -48,661 -11.9% 1,715,715
Daily Pivots for day following 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 37.07 35.80 31.53
R3 35.00 33.73 30.96
R2 32.93 32.93 30.77
R1 31.66 31.66 30.58 31.26
PP 30.86 30.86 30.86 30.66
S1 29.59 29.59 30.20 29.19
S2 28.79 28.79 30.01
S3 26.72 27.52 29.82
S4 24.65 25.45 29.25
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 44.34 41.61 32.73
R3 40.09 37.36 31.56
R2 35.84 35.84 31.17
R1 33.11 33.11 30.78 32.35
PP 31.59 31.59 31.59 31.21
S1 28.86 28.86 30.00 28.10
S2 27.34 27.34 29.61
S3 23.09 24.61 29.22
S4 18.84 20.36 28.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.31 30.06 4.25 14.0% 1.92 6.3% 8% False True 343,143
10 39.53 30.06 9.47 31.2% 1.94 6.4% 3% False True 268,085
20 39.53 30.06 9.47 31.2% 1.55 5.1% 3% False True 168,317
40 45.93 30.06 15.87 52.2% 1.58 5.2% 2% False True 129,370
60 50.70 30.06 20.64 67.9% 1.56 5.1% 2% False True 100,373
80 53.01 30.06 22.95 75.5% 1.58 5.2% 1% False True 83,232
100 53.08 30.06 23.02 75.7% 1.73 5.7% 1% False True 71,476
120 53.08 30.06 23.02 75.7% 1.67 5.5% 1% False True 62,793
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 40.93
2.618 37.55
1.618 35.48
1.000 34.20
0.618 33.41
HIGH 32.13
0.618 31.34
0.500 31.10
0.382 30.85
LOW 30.06
0.618 28.78
1.000 27.99
1.618 26.71
2.618 24.64
4.250 21.26
Fisher Pivots for day following 15-Jan-2016
Pivot 1 day 3 day
R1 31.10 31.37
PP 30.86 31.04
S1 30.63 30.72

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

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