NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 14-Jan-2016
Day Change Summary
Previous Current
13-Jan-2016 14-Jan-2016 Change Change % Previous Week
Open 32.94 32.39 -0.55 -1.7% 39.57
High 33.63 33.49 -0.14 -0.4% 40.50
Low 32.08 32.10 0.02 0.1% 34.48
Close 32.35 33.12 0.77 2.4% 35.48
Range 1.55 1.39 -0.16 -10.3% 6.02
ATR 1.65 1.64 -0.02 -1.1% 0.00
Volume 115,710 150,610 34,900 30.2% 366,677
Daily Pivots for day following 14-Jan-2016
Classic Woodie Camarilla DeMark
R4 37.07 36.49 33.88
R3 35.68 35.10 33.50
R2 34.29 34.29 33.37
R1 33.71 33.71 33.25 34.00
PP 32.90 32.90 32.90 33.05
S1 32.32 32.32 32.99 32.61
S2 31.51 31.51 32.87
S3 30.12 30.93 32.74
S4 28.73 29.54 32.36
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 54.88 51.20 38.79
R3 48.86 45.18 37.14
R2 42.84 42.84 36.58
R1 39.16 39.16 36.03 37.99
PP 36.82 36.82 36.82 36.24
S1 33.14 33.14 34.93 31.97
S2 30.80 30.80 34.38
S3 24.78 27.12 33.82
S4 18.76 21.10 32.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.67 32.08 4.59 13.9% 1.85 5.6% 23% False False 101,782
10 40.50 32.08 8.42 25.4% 1.86 5.6% 12% False False 81,184
20 40.50 32.08 8.42 25.4% 1.51 4.6% 12% False False 57,462
40 46.78 32.08 14.70 44.4% 1.51 4.6% 7% False False 45,609
60 51.29 32.08 19.21 58.0% 1.47 4.5% 5% False False 36,264
80 53.35 32.08 21.27 64.2% 1.48 4.5% 5% False False 29,856
100 53.50 32.08 21.42 64.7% 1.62 4.9% 5% False False 25,454
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 39.40
2.618 37.13
1.618 35.74
1.000 34.88
0.618 34.35
HIGH 33.49
0.618 32.96
0.500 32.80
0.382 32.63
LOW 32.10
0.618 31.24
1.000 30.71
1.618 29.85
2.618 28.46
4.250 26.19
Fisher Pivots for day following 14-Jan-2016
Pivot 1 day 3 day
R1 33.01 33.27
PP 32.90 33.22
S1 32.80 33.17

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

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