NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 27-Jan-2016
Day Change Summary
Previous Current
26-Jan-2016 27-Jan-2016 Change Change % Previous Week
Open 29.81 30.55 0.74 2.5% 30.17
High 32.41 32.84 0.43 1.3% 32.35
Low 29.25 30.14 0.89 3.0% 27.56
Close 31.45 32.30 0.85 2.7% 32.19
Range 3.16 2.70 -0.46 -14.6% 4.79
ATR 2.04 2.09 0.05 2.3% 0.00
Volume 642,432 738,551 96,119 15.0% 2,764,583
Daily Pivots for day following 27-Jan-2016
Classic Woodie Camarilla DeMark
R4 39.86 38.78 33.79
R3 37.16 36.08 33.04
R2 34.46 34.46 32.80
R1 33.38 33.38 32.55 33.92
PP 31.76 31.76 31.76 32.03
S1 30.68 30.68 32.05 31.22
S2 29.06 29.06 31.81
S3 26.36 27.98 31.56
S4 23.66 25.28 30.82
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 32.84 27.87 4.97 15.4% 2.82 8.7% 89% True False 663,697
10 32.84 27.56 5.28 16.3% 2.34 7.2% 90% True False 587,732
20 39.53 27.56 11.97 37.1% 2.07 6.4% 40% False False 380,755
40 44.93 27.56 17.37 53.8% 1.78 5.5% 27% False False 238,845
60 50.70 27.56 23.14 71.6% 1.69 5.2% 20% False False 175,306
80 53.01 27.56 25.45 78.8% 1.68 5.2% 19% False False 140,364
100 53.01 27.56 25.45 78.8% 1.67 5.2% 19% False False 117,048
120 53.08 27.56 25.52 79.0% 1.74 5.4% 19% False False 101,656
Crabel Price Patterns
NR True
NR4 True
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 0.44
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 44.32
2.618 39.91
1.618 37.21
1.000 35.54
0.618 34.51
HIGH 32.84
0.618 31.81
0.500 31.49
0.382 31.17
LOW 30.14
0.618 28.47
1.000 27.44
1.618 25.77
2.618 23.07
4.250 18.67
Fisher Pivots for day following 27-Jan-2016
Pivot 1 day 3 day
R1 32.03 31.88
PP 31.76 31.46
S1 31.49 31.05

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

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