NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 22-Jan-2016
Day Change Summary
Previous Current
21-Jan-2016 22-Jan-2016 Change Change % Previous Week
Open 28.35 29.84 1.49 5.3% 30.17
High 30.25 32.35 2.10 6.9% 32.35
Low 27.87 29.53 1.66 6.0% 27.56
Close 29.53 32.19 2.66 9.0% 32.19
Range 2.38 2.82 0.44 18.5% 4.79
ATR 1.80 1.87 0.07 4.0% 0.00
Volume 694,040 636,573 -57,467 -8.3% 2,764,583
Daily Pivots for day following 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 39.82 38.82 33.74
R3 37.00 36.00 32.97
R2 34.18 34.18 32.71
R1 33.18 33.18 32.45 33.68
PP 31.36 31.36 31.36 31.61
S1 30.36 30.36 31.93 30.86
S2 28.54 28.54 31.67
S3 25.72 27.54 31.41
S4 22.90 24.72 30.64
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 45.07 43.42 34.82
R3 40.28 38.63 33.51
R2 35.49 35.49 33.07
R1 33.84 33.84 32.63 34.67
PP 30.70 30.70 30.70 31.11
S1 29.05 29.05 31.75 29.88
S2 25.91 25.91 31.31
S3 21.12 24.26 30.87
S4 16.33 19.47 29.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 32.35 27.56 4.79 14.9% 2.29 7.1% 97% True False 624,713
10 35.54 27.56 7.98 24.8% 2.08 6.5% 58% False False 477,766
20 39.53 27.56 11.97 37.2% 1.83 5.7% 39% False False 291,037
40 45.93 27.56 18.37 57.1% 1.67 5.2% 25% False False 192,293
60 50.70 27.56 23.14 71.9% 1.64 5.1% 20% False False 144,016
80 53.01 27.56 25.45 79.1% 1.62 5.0% 18% False False 116,402
100 53.08 27.56 25.52 79.3% 1.72 5.3% 18% False False 98,177
120 53.08 27.56 25.52 79.3% 1.70 5.3% 18% False False 85,419
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 0.47
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 44.34
2.618 39.73
1.618 36.91
1.000 35.17
0.618 34.09
HIGH 32.35
0.618 31.27
0.500 30.94
0.382 30.61
LOW 29.53
0.618 27.79
1.000 26.71
1.618 24.97
2.618 22.15
4.250 17.55
Fisher Pivots for day following 22-Jan-2016
Pivot 1 day 3 day
R1 31.77 31.45
PP 31.36 30.70
S1 30.94 29.96

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

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