NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 04-Jan-2016
Day Change Summary
Previous Current
31-Dec-2015 04-Jan-2016 Change Change % Previous Week
Open 38.70 39.57 0.87 2.2% 39.84
High 39.76 40.50 0.74 1.9% 39.88
Low 38.16 38.51 0.35 0.9% 38.16
Close 39.13 38.93 -0.20 -0.5% 39.13
Range 1.60 1.99 0.39 24.4% 1.72
ATR 1.40 1.45 0.04 3.0% 0.00
Volume 32,589 44,605 12,016 36.9% 97,031
Daily Pivots for day following 04-Jan-2016
Classic Woodie Camarilla DeMark
R4 45.28 44.10 40.02
R3 43.29 42.11 39.48
R2 41.30 41.30 39.29
R1 40.12 40.12 39.11 39.72
PP 39.31 39.31 39.31 39.11
S1 38.13 38.13 38.75 37.73
S2 37.32 37.32 38.57
S3 35.33 36.14 38.38
S4 33.34 34.15 37.84
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 44.22 43.39 40.08
R3 42.50 41.67 39.60
R2 40.78 40.78 39.45
R1 39.95 39.95 39.29 39.51
PP 39.06 39.06 39.06 38.83
S1 38.23 38.23 38.97 37.79
S2 37.34 37.34 38.81
S3 35.62 36.51 38.66
S4 33.90 34.79 38.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.50 38.16 2.34 6.0% 1.43 3.7% 33% True False 28,327
10 40.50 37.39 3.11 8.0% 1.24 3.2% 50% True False 31,189
20 45.29 37.39 7.90 20.3% 1.43 3.7% 19% False False 41,094
40 49.46 37.39 12.07 31.0% 1.41 3.6% 13% False False 31,434
60 53.35 37.39 15.96 41.0% 1.43 3.7% 10% False False 25,586
80 53.35 37.39 15.96 41.0% 1.46 3.7% 10% False False 21,444
100 53.50 37.39 16.11 41.4% 1.55 4.0% 10% False False 18,765
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 0.28
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 48.96
2.618 45.71
1.618 43.72
1.000 42.49
0.618 41.73
HIGH 40.50
0.618 39.74
0.500 39.51
0.382 39.27
LOW 38.51
0.618 37.28
1.000 36.52
1.618 35.29
2.618 33.30
4.250 30.05
Fisher Pivots for day following 04-Jan-2016
Pivot 1 day 3 day
R1 39.51 39.33
PP 39.31 39.20
S1 39.12 39.06

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

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