NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 05-Jan-2016
Day Change Summary
Previous Current
04-Jan-2016 05-Jan-2016 Change Change % Previous Week
Open 39.57 39.09 -0.48 -1.2% 39.84
High 40.50 39.31 -1.19 -2.9% 39.88
Low 38.51 38.04 -0.47 -1.2% 38.16
Close 38.93 38.23 -0.70 -1.8% 39.13
Range 1.99 1.27 -0.72 -36.2% 1.72
ATR 1.45 1.43 -0.01 -0.9% 0.00
Volume 44,605 60,841 16,236 36.4% 97,031
Daily Pivots for day following 05-Jan-2016
Classic Woodie Camarilla DeMark
R4 42.34 41.55 38.93
R3 41.07 40.28 38.58
R2 39.80 39.80 38.46
R1 39.01 39.01 38.35 38.77
PP 38.53 38.53 38.53 38.41
S1 37.74 37.74 38.11 37.50
S2 37.26 37.26 38.00
S3 35.99 36.47 37.88
S4 34.72 35.20 37.53
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 38.04 2.46 6.4% 1.40 3.7% 8% False True 36,597
10 40.50 37.39 3.11 8.1% 1.25 3.3% 27% False False 34,635
20 43.51 37.39 6.12 16.0% 1.39 3.6% 14% False False 42,704
40 48.84 37.39 11.45 30.0% 1.41 3.7% 7% False False 32,511
60 53.35 37.39 15.96 41.7% 1.42 3.7% 5% False False 26,396
80 53.35 37.39 15.96 41.7% 1.44 3.8% 5% False False 22,129
100 53.50 37.39 16.11 42.1% 1.55 4.1% 5% False False 19,272
Crabel Price Patterns
NR True
NR4 False
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 True
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 44.71
2.618 42.63
1.618 41.36
1.000 40.58
0.618 40.09
HIGH 39.31
0.618 38.82
0.500 38.68
0.382 38.53
LOW 38.04
0.618 37.26
1.000 36.77
1.618 35.99
2.618 34.72
4.250 32.64
Fisher Pivots for day following 05-Jan-2016
Pivot 1 day 3 day
R1 38.68 39.27
PP 38.53 38.92
S1 38.38 38.58

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

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