NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 26-Jan-2016
Day Change Summary
Previous Current
25-Jan-2016 26-Jan-2016 Change Change % Previous Week
Open 32.05 29.81 -2.24 -7.0% 30.17
High 32.74 32.41 -0.33 -1.0% 32.35
Low 29.68 29.25 -0.43 -1.4% 27.56
Close 30.34 31.45 1.11 3.7% 32.19
Range 3.06 3.16 0.10 3.3% 4.79
ATR 1.96 2.04 0.09 4.4% 0.00
Volume 606,892 642,432 35,540 5.9% 2,764,583
Daily Pivots for day following 26-Jan-2016
Classic Woodie Camarilla DeMark
R4 40.52 39.14 33.19
R3 37.36 35.98 32.32
R2 34.20 34.20 32.03
R1 32.82 32.82 31.74 33.51
PP 31.04 31.04 31.04 31.38
S1 29.66 29.66 31.16 30.35
S2 27.88 27.88 30.87
S3 24.72 26.50 30.58
S4 21.56 23.34 29.71
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 32.74 27.56 5.18 16.5% 2.72 8.7% 75% False False 653,995
10 33.30 27.56 5.74 18.3% 2.30 7.3% 68% False False 542,585
20 39.53 27.56 11.97 38.1% 2.01 6.4% 32% False False 346,287
40 45.66 27.56 18.10 57.6% 1.75 5.6% 21% False False 221,051
60 50.70 27.56 23.14 73.6% 1.67 5.3% 17% False False 163,647
80 53.01 27.56 25.45 80.9% 1.67 5.3% 15% False False 131,517
100 53.01 27.56 25.45 80.9% 1.68 5.3% 15% False False 109,930
120 53.08 27.56 25.52 81.1% 1.73 5.5% 15% False False 95,628
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 0.51
Widest range in 100 trading days
Fibonacci Retracements and Extensions
4.250 45.84
2.618 40.68
1.618 37.52
1.000 35.57
0.618 34.36
HIGH 32.41
0.618 31.20
0.500 30.83
0.382 30.46
LOW 29.25
0.618 27.30
1.000 26.09
1.618 24.14
2.618 20.98
4.250 15.82
Fisher Pivots for day following 26-Jan-2016
Pivot 1 day 3 day
R1 31.24 31.30
PP 31.04 31.15
S1 30.83 31.00

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

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