NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 21-Jan-2016
Day Change Summary
Previous Current
20-Jan-2016 21-Jan-2016 Change Change % Previous Week
Open 30.76 29.65 -1.11 -3.6% 35.18
High 30.78 31.54 0.76 2.5% 35.42
Low 28.76 29.22 0.46 1.6% 31.06
Close 29.69 30.83 1.14 3.8% 31.38
Range 2.02 2.32 0.30 14.9% 4.36
ATR 1.72 1.76 0.04 2.5% 0.00
Volume 162,565 151,646 -10,919 -6.7% 492,932
Daily Pivots for day following 21-Jan-2016
Classic Woodie Camarilla DeMark
R4 37.49 36.48 32.11
R3 35.17 34.16 31.47
R2 32.85 32.85 31.26
R1 31.84 31.84 31.04 32.35
PP 30.53 30.53 30.53 30.78
S1 29.52 29.52 30.62 30.03
S2 28.21 28.21 30.40
S3 25.89 27.20 30.19
S4 23.57 24.88 29.55
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 45.70 42.90 33.78
R3 41.34 38.54 32.58
R2 36.98 36.98 32.18
R1 34.18 34.18 31.78 33.40
PP 32.62 32.62 32.62 32.23
S1 29.82 29.82 30.98 29.04
S2 28.26 28.26 30.58
S3 23.90 25.46 30.18
S4 19.54 21.10 28.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 33.49 28.76 4.73 15.3% 1.97 6.4% 44% False False 133,536
10 36.67 28.76 7.91 25.7% 1.99 6.4% 26% False False 111,346
20 40.50 28.76 11.74 38.1% 1.70 5.5% 18% False False 75,187
40 46.78 28.76 18.02 58.4% 1.60 5.2% 11% False False 56,358
60 51.29 28.76 22.53 73.1% 1.55 5.0% 9% False False 43,784
80 53.35 28.76 24.59 79.8% 1.52 4.9% 8% False False 35,763
100 53.50 28.76 24.74 80.2% 1.63 5.3% 8% False False 30,349
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 0.47
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 41.40
2.618 37.61
1.618 35.29
1.000 33.86
0.618 32.97
HIGH 31.54
0.618 30.65
0.500 30.38
0.382 30.11
LOW 29.22
0.618 27.79
1.000 26.90
1.618 25.47
2.618 23.15
4.250 19.36
Fisher Pivots for day following 21-Jan-2016
Pivot 1 day 3 day
R1 30.68 30.74
PP 30.53 30.64
S1 30.38 30.55

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

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