NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 22-Jan-2016
Day Change Summary
Previous Current
21-Jan-2016 22-Jan-2016 Change Change % Previous Week
Open 30.84 32.22 1.38 4.5% 32.07
High 32.62 34.77 2.15 6.6% 34.77
Low 30.35 31.87 1.52 5.0% 29.85
Close 31.93 34.67 2.74 8.6% 34.67
Range 2.27 2.90 0.63 27.8% 4.92
ATR 1.72 1.80 0.08 4.9% 0.00
Volume 72,305 74,539 2,234 3.1% 295,404
Daily Pivots for day following 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 42.47 41.47 36.27
R3 39.57 38.57 35.47
R2 36.67 36.67 35.20
R1 35.67 35.67 34.94 36.17
PP 33.77 33.77 33.77 34.02
S1 32.77 32.77 34.40 33.27
S2 30.87 30.87 34.14
S3 27.97 29.87 33.87
S4 25.07 26.97 33.08
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 47.86 46.18 37.38
R3 42.94 41.26 36.02
R2 38.02 38.02 35.57
R1 36.34 36.34 35.12 37.18
PP 33.10 33.10 33.10 33.52
S1 31.42 31.42 34.22 32.26
S2 28.18 28.18 33.77
S3 23.26 26.50 33.32
S4 18.34 21.58 31.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.77 29.85 4.92 14.2% 2.24 6.5% 98% True False 66,723
10 37.55 29.85 7.70 22.2% 2.02 5.8% 63% False False 59,725
20 41.35 29.85 11.50 33.2% 1.77 5.1% 42% False False 40,676
40 47.45 29.85 17.60 50.8% 1.56 4.5% 27% False False 31,604
60 51.63 29.85 21.78 62.8% 1.51 4.4% 22% False False 25,371
80 53.22 29.85 23.37 67.4% 1.45 4.2% 21% False False 21,095
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 98 trading days
Fibonacci Retracements and Extensions
4.250 47.10
2.618 42.36
1.618 39.46
1.000 37.67
0.618 36.56
HIGH 34.77
0.618 33.66
0.500 33.32
0.382 32.98
LOW 31.87
0.618 30.08
1.000 28.97
1.618 27.18
2.618 24.28
4.250 19.55
Fisher Pivots for day following 22-Jan-2016
Pivot 1 day 3 day
R1 34.22 33.88
PP 33.77 33.10
S1 33.32 32.31

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

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