NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 12-Jan-2016
Day Change Summary
Previous Current
11-Jan-2016 12-Jan-2016 Change Change % Previous Week
Open 36.10 34.59 -1.51 -4.2% 40.96
High 36.46 35.54 -0.92 -2.5% 41.35
Low 34.33 33.23 -1.10 -3.2% 35.50
Close 34.79 33.70 -1.09 -3.1% 36.55
Range 2.13 2.31 0.18 8.5% 5.85
ATR 1.56 1.61 0.05 3.5% 0.00
Volume 35,393 38,618 3,225 9.1% 164,173
Daily Pivots for day following 12-Jan-2016
Classic Woodie Camarilla DeMark
R4 41.09 39.70 34.97
R3 38.78 37.39 34.34
R2 36.47 36.47 34.12
R1 35.08 35.08 33.91 34.62
PP 34.16 34.16 34.16 33.93
S1 32.77 32.77 33.49 32.31
S2 31.85 31.85 33.28
S3 29.54 30.46 33.06
S4 27.23 28.15 32.43
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 39.55 33.23 6.32 18.8% 2.10 6.2% 7% False True 36,395
10 41.35 33.23 8.12 24.1% 1.73 5.1% 6% False True 28,053
20 41.66 33.23 8.43 25.0% 1.48 4.4% 6% False True 24,319
40 47.45 33.23 14.22 42.2% 1.45 4.3% 3% False True 22,221
60 51.63 33.23 18.40 54.6% 1.38 4.1% 3% False True 18,206
80 53.22 33.23 19.99 59.3% 1.39 4.1% 2% False True 15,500
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.29
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 45.36
2.618 41.59
1.618 39.28
1.000 37.85
0.618 36.97
HIGH 35.54
0.618 34.66
0.500 34.39
0.382 34.11
LOW 33.23
0.618 31.80
1.000 30.92
1.618 29.49
2.618 27.18
4.250 23.41
Fisher Pivots for day following 12-Jan-2016
Pivot 1 day 3 day
R1 34.39 35.39
PP 34.16 34.83
S1 33.93 34.26

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

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