NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 27-Jan-2016
Day Change Summary
Previous Current
26-Jan-2016 27-Jan-2016 Change Change % Previous Week
Open 32.70 33.27 0.57 1.7% 32.07
High 35.13 35.58 0.45 1.3% 34.77
Low 32.05 33.04 0.99 3.1% 29.85
Close 34.22 35.07 0.85 2.5% 34.67
Range 3.08 2.54 -0.54 -17.5% 4.92
ATR 1.95 1.99 0.04 2.2% 0.00
Volume 76,605 97,119 20,514 26.8% 295,404
Daily Pivots for day following 27-Jan-2016
Classic Woodie Camarilla DeMark
R4 42.18 41.17 36.47
R3 39.64 38.63 35.77
R2 37.10 37.10 35.54
R1 36.09 36.09 35.30 36.60
PP 34.56 34.56 34.56 34.82
S1 33.55 33.55 34.84 34.06
S2 32.02 32.02 34.60
S3 29.48 31.01 34.37
S4 26.94 28.47 33.67
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 35.58 30.35 5.23 14.9% 2.69 7.7% 90% True False 80,212
10 35.58 29.85 5.73 16.3% 2.25 6.4% 91% True False 73,653
20 41.35 29.85 11.50 32.8% 1.99 5.7% 45% False False 50,853
40 46.46 29.85 16.61 47.4% 1.67 4.8% 31% False False 36,845
60 51.63 29.85 21.78 62.1% 1.57 4.5% 24% False False 29,087
80 53.22 29.85 23.37 66.6% 1.50 4.3% 22% False False 24,096
100 53.22 29.85 23.37 66.6% 1.47 4.2% 22% False False 20,209
Crabel Price Patterns
NR True
NR4 True
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 0.44
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 46.38
2.618 42.23
1.618 39.69
1.000 38.12
0.618 37.15
HIGH 35.58
0.618 34.61
0.500 34.31
0.382 34.01
LOW 33.04
0.618 31.47
1.000 30.50
1.618 28.93
2.618 26.39
4.250 22.25
Fisher Pivots for day following 27-Jan-2016
Pivot 1 day 3 day
R1 34.82 34.65
PP 34.56 34.23
S1 34.31 33.82

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

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