NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 07-Jan-2016
Day Change Summary
Previous Current
06-Jan-2016 07-Jan-2016 Change Change % Previous Week
Open 39.46 37.52 -1.94 -4.9% 40.48
High 39.55 37.60 -1.95 -4.9% 40.55
Low 37.21 35.50 -1.71 -4.6% 38.96
Close 37.30 36.68 -0.62 -1.7% 39.98
Range 2.34 2.10 -0.24 -10.3% 1.59
ATR 1.45 1.50 0.05 3.2% 0.00
Volume 32,883 34,158 1,275 3.9% 53,844
Daily Pivots for day following 07-Jan-2016
Classic Woodie Camarilla DeMark
R4 42.89 41.89 37.84
R3 40.79 39.79 37.26
R2 38.69 38.69 37.07
R1 37.69 37.69 36.87 37.14
PP 36.59 36.59 36.59 36.32
S1 35.59 35.59 36.49 35.04
S2 34.49 34.49 36.30
S3 32.39 33.49 36.10
S4 30.29 31.39 35.53
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 35.50 5.85 15.9% 1.85 5.0% 20% False True 28,679
10 41.35 35.50 5.85 15.9% 1.51 4.1% 20% False True 21,627
20 42.98 35.50 7.48 20.4% 1.38 3.8% 16% False True 22,801
40 48.60 35.50 13.10 35.7% 1.40 3.8% 9% False True 20,347
60 51.63 35.50 16.13 44.0% 1.33 3.6% 7% False True 16,737
80 53.22 35.50 17.72 48.3% 1.35 3.7% 7% False True 14,255
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.53
2.618 43.10
1.618 41.00
1.000 39.70
0.618 38.90
HIGH 37.60
0.618 36.80
0.500 36.55
0.382 36.30
LOW 35.50
0.618 34.20
1.000 33.40
1.618 32.10
2.618 30.00
4.250 26.58
Fisher Pivots for day following 07-Jan-2016
Pivot 1 day 3 day
R1 36.64 37.86
PP 36.59 37.46
S1 36.55 37.07

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

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