NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 39.09 38.46 -0.63 -1.6% 39.84
High 39.31 38.59 -0.72 -1.8% 39.88
Low 38.04 36.21 -1.83 -4.8% 38.16
Close 38.23 36.31 -1.92 -5.0% 39.13
Range 1.27 2.38 1.11 87.4% 1.72
ATR 1.43 1.50 0.07 4.7% 0.00
Volume 60,841 77,416 16,575 27.2% 97,031
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 44.18 42.62 37.62
R3 41.80 40.24 36.96
R2 39.42 39.42 36.75
R1 37.86 37.86 36.53 37.45
PP 37.04 37.04 37.04 36.83
S1 35.48 35.48 36.09 35.07
S2 34.66 34.66 35.87
S3 32.28 33.10 35.66
S4 29.90 30.72 35.00
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 36.21 4.29 11.8% 1.63 4.5% 2% False True 47,988
10 40.50 36.21 4.29 11.8% 1.41 3.9% 2% False True 39,029
20 42.28 36.21 6.07 16.7% 1.40 3.9% 2% False True 43,997
40 48.47 36.21 12.26 33.8% 1.44 4.0% 1% False True 33,894
60 52.54 36.21 16.33 45.0% 1.43 3.9% 1% False True 27,422
80 53.35 36.21 17.14 47.2% 1.46 4.0% 1% False True 23,020
100 53.50 36.21 17.29 47.6% 1.57 4.3% 1% False True 19,927
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 0.27
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 48.71
2.618 44.82
1.618 42.44
1.000 40.97
0.618 40.06
HIGH 38.59
0.618 37.68
0.500 37.40
0.382 37.12
LOW 36.21
0.618 34.74
1.000 33.83
1.618 32.36
2.618 29.98
4.250 26.10
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 37.40 38.36
PP 37.04 37.67
S1 36.67 36.99

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

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