NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 21-Jan-2016
Day Change Summary
Previous Current
20-Jan-2016 21-Jan-2016 Change Change % Previous Week
Open 29.47 28.35 -1.12 -3.8% 34.11
High 29.75 30.25 0.50 1.7% 34.31
Low 27.56 27.87 0.31 1.1% 30.06
Close 28.35 29.53 1.18 4.2% 30.39
Range 2.19 2.38 0.19 8.7% 4.25
ATR 1.76 1.80 0.04 2.5% 0.00
Volume 690,039 694,040 4,001 0.6% 1,715,715
Daily Pivots for day following 21-Jan-2016
Classic Woodie Camarilla DeMark
R4 36.36 35.32 30.84
R3 33.98 32.94 30.18
R2 31.60 31.60 29.97
R1 30.56 30.56 29.75 31.08
PP 29.22 29.22 29.22 29.48
S1 28.18 28.18 29.31 28.70
S2 26.84 26.84 29.09
S3 24.46 25.80 28.88
S4 22.08 23.42 28.22
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 32.53 27.56 4.97 16.8% 2.00 6.8% 40% False False 578,927
10 35.54 27.56 7.98 27.0% 2.01 6.8% 25% False False 437,847
20 39.53 27.56 11.97 40.5% 1.73 5.9% 16% False False 263,572
40 45.93 27.56 18.37 62.2% 1.65 5.6% 11% False False 178,270
60 50.70 27.56 23.14 78.4% 1.61 5.5% 9% False False 133,982
80 53.01 27.56 25.45 86.2% 1.60 5.4% 8% False False 108,768
100 53.08 27.56 25.52 86.4% 1.73 5.9% 8% False False 92,121
120 53.08 27.56 25.52 86.4% 1.69 5.7% 8% False False 80,213
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 0.46
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 40.37
2.618 36.48
1.618 34.10
1.000 32.63
0.618 31.72
HIGH 30.25
0.618 29.34
0.500 29.06
0.382 28.78
LOW 27.87
0.618 26.40
1.000 25.49
1.618 24.02
2.618 21.64
4.250 17.76
Fisher Pivots for day following 21-Jan-2016
Pivot 1 day 3 day
R1 29.37 29.51
PP 29.22 29.48
S1 29.06 29.46

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

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