NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 15-Jan-2016
Day Change Summary
Previous Current
14-Jan-2016 15-Jan-2016 Change Change % Previous Week
Open 33.30 34.11 0.81 2.4% 36.10
High 34.41 34.13 -0.28 -0.8% 36.46
Low 33.00 32.01 -0.99 -3.0% 32.01
Close 34.09 32.31 -1.78 -5.2% 32.31
Range 1.41 2.12 0.71 50.4% 4.45
ATR 1.59 1.63 0.04 2.4% 0.00
Volume 86,968 38,214 -48,754 -56.1% 260,922
Daily Pivots for day following 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 39.18 37.86 33.48
R3 37.06 35.74 32.89
R2 34.94 34.94 32.70
R1 33.62 33.62 32.50 33.22
PP 32.82 32.82 32.82 32.62
S1 31.50 31.50 32.12 31.10
S2 30.70 30.70 31.92
S3 28.58 29.38 31.73
S4 26.46 27.26 31.14
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 46.94 44.08 34.76
R3 42.49 39.63 33.53
R2 38.04 38.04 33.13
R1 35.18 35.18 32.72 34.39
PP 33.59 33.59 33.59 33.20
S1 30.73 30.73 31.90 29.94
S2 29.14 29.14 31.49
S3 24.69 26.28 31.09
S4 20.24 21.83 29.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.46 32.01 4.45 13.8% 1.91 5.9% 7% False True 52,184
10 41.35 32.01 9.34 28.9% 1.88 5.8% 3% False True 42,509
20 41.35 32.01 9.34 28.9% 1.49 4.6% 3% False True 29,586
40 47.45 32.01 15.44 47.8% 1.46 4.5% 2% False True 26,064
60 51.63 32.01 19.62 60.7% 1.43 4.4% 2% False True 20,964
80 53.22 32.01 21.21 65.6% 1.40 4.3% 1% False True 17,716
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 43.14
2.618 39.68
1.618 37.56
1.000 36.25
0.618 35.44
HIGH 34.13
0.618 33.32
0.500 33.07
0.382 32.82
LOW 32.01
0.618 30.70
1.000 29.89
1.618 28.58
2.618 26.46
4.250 23.00
Fisher Pivots for day following 15-Jan-2016
Pivot 1 day 3 day
R1 33.07 33.29
PP 32.82 32.96
S1 32.56 32.64

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

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