NYMEX Light Sweet Crude Oil Future March 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 30.17 29.47 -0.70 -2.3% 34.11
High 31.36 29.75 -1.61 -5.1% 34.31
Low 29.35 27.56 -1.79 -6.1% 30.06
Close 29.57 28.35 -1.22 -4.1% 30.39
Range 2.01 2.19 0.18 9.0% 4.25
ATR 1.72 1.76 0.03 1.9% 0.00
Volume 743,931 690,039 -53,892 -7.2% 1,715,715
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 35.12 33.93 29.55
R3 32.93 31.74 28.95
R2 30.74 30.74 28.75
R1 29.55 29.55 28.55 29.05
PP 28.55 28.55 28.55 28.31
S1 27.36 27.36 28.15 26.86
S2 26.36 26.36 27.95
S3 24.17 25.17 27.75
S4 21.98 22.98 27.15
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 32.67 27.56 5.11 18.0% 1.85 6.5% 15% False True 511,766
10 37.57 27.56 10.01 35.3% 2.03 7.1% 8% False True 388,003
20 39.53 27.56 11.97 42.2% 1.65 5.8% 7% False True 232,377
40 45.93 27.56 18.37 64.8% 1.63 5.7% 4% False True 162,337
60 50.70 27.56 23.14 81.6% 1.59 5.6% 3% False True 123,043
80 53.01 27.56 25.45 89.8% 1.59 5.6% 3% False True 100,459
100 53.08 27.56 25.52 90.0% 1.74 6.1% 3% False True 85,458
120 53.08 27.56 25.52 90.0% 1.68 5.9% 3% False True 74,518
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 39.06
2.618 35.48
1.618 33.29
1.000 31.94
0.618 31.10
HIGH 29.75
0.618 28.91
0.500 28.66
0.382 28.40
LOW 27.56
0.618 26.21
1.000 25.37
1.618 24.02
2.618 21.83
4.250 18.25
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 28.66 29.85
PP 28.55 29.35
S1 28.45 28.85

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

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