NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 28-Jan-2016
Day Change Summary
Previous Current
27-Jan-2016 28-Jan-2016 Change Change % Previous Week
Open 30.55 32.19 1.64 5.4% 30.17
High 32.84 34.82 1.98 6.0% 32.35
Low 30.14 31.74 1.60 5.3% 27.56
Close 32.30 33.22 0.92 2.8% 32.19
Range 2.70 3.08 0.38 14.1% 4.79
ATR 2.09 2.16 0.07 3.4% 0.00
Volume 738,551 833,378 94,827 12.8% 2,764,583
Daily Pivots for day following 28-Jan-2016
Classic Woodie Camarilla DeMark
R4 42.50 40.94 34.91
R3 39.42 37.86 34.07
R2 36.34 36.34 33.78
R1 34.78 34.78 33.50 35.56
PP 33.26 33.26 33.26 33.65
S1 31.70 31.70 32.94 32.48
S2 30.18 30.18 32.66
S3 27.10 28.62 32.37
S4 24.02 25.54 31.53
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 34.82 29.25 5.57 16.8% 2.96 8.9% 71% True False 691,565
10 34.82 27.56 7.26 21.9% 2.48 7.5% 78% True False 635,246
20 39.53 27.56 11.97 36.0% 2.17 6.5% 47% False False 419,679
40 44.45 27.56 16.89 50.8% 1.83 5.5% 34% False False 258,470
60 50.70 27.56 23.14 69.7% 1.72 5.2% 24% False False 188,796
80 53.01 27.56 25.45 76.6% 1.69 5.1% 22% False False 150,284
100 53.01 27.56 25.45 76.6% 1.68 5.1% 22% False False 125,084
120 53.08 27.56 25.52 76.8% 1.76 5.3% 22% False False 108,462
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.91
2.618 42.88
1.618 39.80
1.000 37.90
0.618 36.72
HIGH 34.82
0.618 33.64
0.500 33.28
0.382 32.92
LOW 31.74
0.618 29.84
1.000 28.66
1.618 26.76
2.618 23.68
4.250 18.65
Fisher Pivots for day following 28-Jan-2016
Pivot 1 day 3 day
R1 33.28 32.83
PP 33.26 32.43
S1 33.24 32.04

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

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