NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 19-Jan-2016
Day Change Summary
Previous Current
15-Jan-2016 19-Jan-2016 Change Change % Previous Week
Open 32.11 30.17 -1.94 -6.0% 34.11
High 32.13 31.36 -0.77 -2.4% 34.31
Low 30.06 29.35 -0.71 -2.4% 30.06
Close 30.39 29.57 -0.82 -2.7% 30.39
Range 2.07 2.01 -0.06 -2.9% 4.25
ATR 1.70 1.72 0.02 1.3% 0.00
Volume 358,984 743,931 384,947 107.2% 1,715,715
Daily Pivots for day following 19-Jan-2016
Classic Woodie Camarilla DeMark
R4 36.12 34.86 30.68
R3 34.11 32.85 30.12
R2 32.10 32.10 29.94
R1 30.84 30.84 29.75 30.47
PP 30.09 30.09 30.09 29.91
S1 28.83 28.83 29.39 28.46
S2 28.08 28.08 29.20
S3 26.07 26.82 29.02
S4 24.06 24.81 28.46
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 33.30 29.35 3.95 13.4% 1.87 6.3% 6% False True 431,176
10 38.31 29.35 8.96 30.3% 1.94 6.6% 2% False True 331,651
20 39.53 29.35 10.18 34.4% 1.60 5.4% 2% False True 201,327
40 45.93 29.35 16.58 56.1% 1.60 5.4% 1% False True 146,453
60 50.70 29.35 21.35 72.2% 1.57 5.3% 1% False True 112,176
80 53.01 29.35 23.66 80.0% 1.58 5.3% 1% False True 92,126
100 53.08 29.35 23.73 80.3% 1.73 5.8% 1% False True 78,739
120 53.08 29.35 23.73 80.3% 1.67 5.7% 1% False True 68,893
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 39.90
2.618 36.62
1.618 34.61
1.000 33.37
0.618 32.60
HIGH 31.36
0.618 30.59
0.500 30.36
0.382 30.12
LOW 29.35
0.618 28.11
1.000 27.34
1.618 26.10
2.618 24.09
4.250 20.81
Fisher Pivots for day following 19-Jan-2016
Pivot 1 day 3 day
R1 30.36 30.94
PP 30.09 30.48
S1 29.83 30.03

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

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