NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 08-Jan-2016
Day Change Summary
Previous Current
07-Jan-2016 08-Jan-2016 Change Change % Previous Week
Open 37.52 37.27 -0.25 -0.7% 40.96
High 37.60 37.55 -0.05 -0.1% 41.35
Low 35.50 35.94 0.44 1.2% 35.50
Close 36.68 36.55 -0.13 -0.4% 36.55
Range 2.10 1.61 -0.49 -23.3% 5.85
ATR 1.50 1.50 0.01 0.5% 0.00
Volume 34,158 40,924 6,766 19.8% 164,173
Daily Pivots for day following 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 41.51 40.64 37.44
R3 39.90 39.03 36.99
R2 38.29 38.29 36.85
R1 37.42 37.42 36.70 37.05
PP 36.68 36.68 36.68 36.50
S1 35.81 35.81 36.40 35.44
S2 35.07 35.07 36.25
S3 33.46 34.20 36.11
S4 31.85 32.59 35.66
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 55.35 51.80 39.77
R3 49.50 45.95 38.16
R2 43.65 43.65 37.62
R1 40.10 40.10 37.09 38.95
PP 37.80 37.80 37.80 37.23
S1 34.25 34.25 36.01 33.10
S2 31.95 31.95 35.48
S3 26.10 28.40 34.94
S4 20.25 22.55 33.33
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 16.0% 1.85 5.1% 18% False False 32,834
10 41.35 35.50 5.85 16.0% 1.52 4.2% 18% False False 23,194
20 42.11 35.50 6.61 18.1% 1.37 3.7% 16% False False 23,447
40 48.35 35.50 12.85 35.2% 1.41 3.9% 8% False False 21,103
60 51.63 35.50 16.13 44.1% 1.34 3.7% 7% False False 17,251
80 53.22 35.50 17.72 48.5% 1.36 3.7% 6% False False 14,680
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 44.39
2.618 41.76
1.618 40.15
1.000 39.16
0.618 38.54
HIGH 37.55
0.618 36.93
0.500 36.75
0.382 36.56
LOW 35.94
0.618 34.95
1.000 34.33
1.618 33.34
2.618 31.73
4.250 29.10
Fisher Pivots for day following 08-Jan-2016
Pivot 1 day 3 day
R1 36.75 37.53
PP 36.68 37.20
S1 36.62 36.88

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

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