NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 28-Jan-2016
Day Change Summary
Previous Current
27-Jan-2016 28-Jan-2016 Change Change % Previous Week
Open 33.27 34.99 1.72 5.2% 32.07
High 35.58 37.52 1.94 5.5% 34.77
Low 33.04 34.58 1.54 4.7% 29.85
Close 35.07 36.03 0.96 2.7% 34.67
Range 2.54 2.94 0.40 15.7% 4.92
ATR 1.99 2.06 0.07 3.4% 0.00
Volume 97,119 96,347 -772 -0.8% 295,404
Daily Pivots for day following 28-Jan-2016
Classic Woodie Camarilla DeMark
R4 44.86 43.39 37.65
R3 41.92 40.45 36.84
R2 38.98 38.98 36.57
R1 37.51 37.51 36.30 38.25
PP 36.04 36.04 36.04 36.41
S1 34.57 34.57 35.76 35.31
S2 33.10 33.10 35.49
S3 30.16 31.63 35.22
S4 27.22 28.69 34.41
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 37.52 31.87 5.65 15.7% 2.83 7.8% 74% True False 85,020
10 37.52 29.85 7.67 21.3% 2.38 6.6% 81% True False 77,115
20 41.35 29.85 11.50 31.9% 2.08 5.8% 54% False False 55,115
40 46.00 29.85 16.15 44.8% 1.71 4.8% 38% False False 38,825
60 51.63 29.85 21.78 60.4% 1.59 4.4% 28% False False 30,536
80 53.22 29.85 23.37 64.9% 1.52 4.2% 26% False False 25,197
100 53.22 29.85 23.37 64.9% 1.49 4.1% 26% False False 21,101
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 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.02
2.618 45.22
1.618 42.28
1.000 40.46
0.618 39.34
HIGH 37.52
0.618 36.40
0.500 36.05
0.382 35.70
LOW 34.58
0.618 32.76
1.000 31.64
1.618 29.82
2.618 26.88
4.250 22.09
Fisher Pivots for day following 28-Jan-2016
Pivot 1 day 3 day
R1 36.05 35.62
PP 36.04 35.20
S1 36.04 34.79

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

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