NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 04-Jan-2016
Day Change Summary
Previous Current
31-Dec-2015 04-Jan-2016 Change Change % Previous Week
Open 39.38 40.96 1.58 4.0% 40.48
High 40.55 41.35 0.80 2.0% 40.55
Low 38.96 39.40 0.44 1.1% 38.96
Close 39.98 39.80 -0.18 -0.5% 39.98
Range 1.59 1.95 0.36 22.6% 1.59
ATR 1.35 1.39 0.04 3.2% 0.00
Volume 20,146 25,207 5,061 25.1% 53,844
Daily Pivots for day following 04-Jan-2016
Classic Woodie Camarilla DeMark
R4 46.03 44.87 40.87
R3 44.08 42.92 40.34
R2 42.13 42.13 40.16
R1 40.97 40.97 39.98 40.58
PP 40.18 40.18 40.18 39.99
S1 39.02 39.02 39.62 38.63
S2 38.23 38.23 39.44
S3 36.28 37.07 39.26
S4 34.33 35.12 38.73
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 44.60 43.88 40.85
R3 43.01 42.29 40.42
R2 41.42 41.42 40.27
R1 40.70 40.70 40.13 40.27
PP 39.83 39.83 39.83 39.61
S1 39.11 39.11 39.83 38.68
S2 38.24 38.24 39.69
S3 36.65 37.52 39.54
S4 35.06 35.93 39.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.35 38.96 2.39 6.0% 1.37 3.4% 35% True False 15,810
10 41.35 38.21 3.14 7.9% 1.19 3.0% 51% True False 16,967
20 46.00 38.21 7.79 19.6% 1.37 3.4% 20% False False 22,742
40 49.75 38.21 11.54 29.0% 1.33 3.4% 14% False False 19,029
60 53.22 38.21 15.01 37.7% 1.32 3.3% 11% False False 15,760
80 53.22 38.21 15.01 37.7% 1.34 3.4% 11% False False 13,191
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 0.19
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 49.64
2.618 46.46
1.618 44.51
1.000 43.30
0.618 42.56
HIGH 41.35
0.618 40.61
0.500 40.38
0.382 40.14
LOW 39.40
0.618 38.19
1.000 37.45
1.618 36.24
2.618 34.29
4.250 31.11
Fisher Pivots for day following 04-Jan-2016
Pivot 1 day 3 day
R1 40.38 40.16
PP 40.18 40.04
S1 39.99 39.92

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

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