NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 05-Jan-2016
Day Change Summary
Previous Current
04-Jan-2016 05-Jan-2016 Change Change % Previous Week
Open 40.96 39.98 -0.98 -2.4% 40.48
High 41.35 40.21 -1.14 -2.8% 40.55
Low 39.40 38.95 -0.45 -1.1% 38.96
Close 39.80 39.15 -0.65 -1.6% 39.98
Range 1.95 1.26 -0.69 -35.4% 1.59
ATR 1.39 1.38 -0.01 -0.7% 0.00
Volume 25,207 31,001 5,794 23.0% 53,844
Daily Pivots for day following 05-Jan-2016
Classic Woodie Camarilla DeMark
R4 43.22 42.44 39.84
R3 41.96 41.18 39.50
R2 40.70 40.70 39.38
R1 39.92 39.92 39.27 39.68
PP 39.44 39.44 39.44 39.32
S1 38.66 38.66 39.03 38.42
S2 38.18 38.18 38.92
S3 36.92 37.40 38.80
S4 35.66 36.14 38.46
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 38.95 2.40 6.1% 1.36 3.5% 8% False True 19,712
10 41.35 38.21 3.14 8.0% 1.20 3.1% 30% False False 18,743
20 44.08 38.21 5.87 15.0% 1.33 3.4% 16% False False 23,355
40 49.25 38.21 11.04 28.2% 1.34 3.4% 9% False False 19,435
60 53.22 38.21 15.01 38.3% 1.31 3.4% 6% False False 16,040
80 53.22 38.21 15.01 38.3% 1.33 3.4% 6% False False 13,525
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 45.57
2.618 43.51
1.618 42.25
1.000 41.47
0.618 40.99
HIGH 40.21
0.618 39.73
0.500 39.58
0.382 39.43
LOW 38.95
0.618 38.17
1.000 37.69
1.618 36.91
2.618 35.65
4.250 33.60
Fisher Pivots for day following 05-Jan-2016
Pivot 1 day 3 day
R1 39.58 40.15
PP 39.44 39.82
S1 39.29 39.48

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

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