NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 28-Jan-2016
Day Change Summary
Previous Current
27-Jan-2016 28-Jan-2016 Change Change % Previous Week
Open 32.00 33.67 1.67 5.2% 31.28
High 34.30 36.28 1.98 5.8% 33.63
Low 31.65 33.24 1.59 5.0% 28.76
Close 33.76 34.71 0.95 2.8% 33.51
Range 2.65 3.04 0.39 14.7% 4.87
ATR 2.05 2.12 0.07 3.5% 0.00
Volume 179,258 202,581 23,323 13.0% 589,095
Daily Pivots for day following 28-Jan-2016
Classic Woodie Camarilla DeMark
R4 43.86 42.33 36.38
R3 40.82 39.29 35.55
R2 37.78 37.78 35.27
R1 36.25 36.25 34.99 37.02
PP 34.74 34.74 34.74 35.13
S1 33.21 33.21 34.43 33.98
S2 31.70 31.70 34.15
S3 28.66 30.17 33.87
S4 25.62 27.13 33.04
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 46.58 44.91 36.19
R3 41.71 40.04 34.85
R2 36.84 36.84 34.40
R1 35.17 35.17 33.96 36.01
PP 31.97 31.97 31.97 32.38
S1 30.30 30.30 33.06 31.14
S2 27.10 27.10 32.62
S3 22.23 25.43 32.17
S4 17.36 20.56 30.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.28 30.70 5.58 16.1% 2.91 8.4% 72% True False 166,967
10 36.28 28.76 7.52 21.7% 2.44 7.0% 79% True False 150,251
20 40.50 28.76 11.74 33.8% 2.13 6.1% 51% False False 109,412
40 45.29 28.76 16.53 47.6% 1.78 5.1% 36% False False 74,646
60 51.29 28.76 22.53 64.9% 1.66 4.8% 26% False False 56,341
80 53.35 28.76 24.59 70.8% 1.62 4.7% 24% False False 45,645
100 53.35 28.76 24.59 70.8% 1.59 4.6% 24% False False 38,151
120 53.50 28.76 24.74 71.3% 1.65 4.7% 24% False False 33,209
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.20
2.618 44.24
1.618 41.20
1.000 39.32
0.618 38.16
HIGH 36.28
0.618 35.12
0.500 34.76
0.382 34.40
LOW 33.24
0.618 31.36
1.000 30.20
1.618 28.32
2.618 25.28
4.250 20.32
Fisher Pivots for day following 28-Jan-2016
Pivot 1 day 3 day
R1 34.76 34.30
PP 34.74 33.90
S1 34.73 33.49

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

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