NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 14-Jan-2016
Day Change Summary
Previous Current
13-Jan-2016 14-Jan-2016 Change Change % Previous Week
Open 34.79 34.30 -0.49 -1.4% 41.15
High 35.42 35.28 -0.14 -0.4% 42.07
Low 33.84 33.82 -0.02 -0.1% 36.37
Close 34.12 34.96 0.84 2.5% 37.49
Range 1.58 1.46 -0.12 -7.6% 5.70
ATR 1.62 1.61 -0.01 -0.7% 0.00
Volume 64,309 78,634 14,325 22.3% 213,118
Daily Pivots for day following 14-Jan-2016
Classic Woodie Camarilla DeMark
R4 39.07 38.47 35.76
R3 37.61 37.01 35.36
R2 36.15 36.15 35.23
R1 35.55 35.55 35.09 35.85
PP 34.69 34.69 34.69 34.84
S1 34.09 34.09 34.83 34.39
S2 33.23 33.23 34.69
S3 31.77 32.63 34.56
S4 30.31 31.17 34.16
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 55.74 52.32 40.63
R3 50.04 46.62 39.06
R2 44.34 44.34 38.54
R1 40.92 40.92 38.01 39.78
PP 38.64 38.64 38.64 38.08
S1 35.22 35.22 36.97 34.08
S2 32.94 32.94 36.45
S3 27.24 29.52 35.92
S4 21.54 23.82 34.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.59 33.82 4.77 13.6% 1.84 5.3% 24% False True 62,415
10 42.07 33.82 8.25 23.6% 1.82 5.2% 14% False True 49,718
20 42.07 33.82 8.25 23.6% 1.47 4.2% 14% False True 37,446
40 48.02 33.82 14.20 40.6% 1.47 4.2% 8% False True 36,856
60 52.04 33.82 18.22 52.1% 1.45 4.2% 6% False True 33,700
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.43
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 41.49
2.618 39.10
1.618 37.64
1.000 36.74
0.618 36.18
HIGH 35.28
0.618 34.72
0.500 34.55
0.382 34.38
LOW 33.82
0.618 32.92
1.000 32.36
1.618 31.46
2.618 30.00
4.250 27.62
Fisher Pivots for day following 14-Jan-2016
Pivot 1 day 3 day
R1 34.82 35.15
PP 34.69 35.08
S1 34.55 35.02

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

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