NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 04-Jan-2016
Day Change Summary
Previous Current
31-Dec-2015 04-Jan-2016 Change Change % Previous Week
Open 40.12 41.15 1.03 2.6% 41.11
High 41.25 42.07 0.82 2.0% 41.25
Low 39.62 40.15 0.53 1.3% 39.62
Close 40.71 40.55 -0.16 -0.4% 40.71
Range 1.63 1.92 0.29 17.8% 1.63
ATR 1.37 1.41 0.04 2.8% 0.00
Volume 21,716 35,888 14,172 65.3% 62,527
Daily Pivots for day following 04-Jan-2016
Classic Woodie Camarilla DeMark
R4 46.68 45.54 41.61
R3 44.76 43.62 41.08
R2 42.84 42.84 40.90
R1 41.70 41.70 40.73 41.31
PP 40.92 40.92 40.92 40.73
S1 39.78 39.78 40.37 39.39
S2 39.00 39.00 40.20
S3 37.08 37.86 40.02
S4 35.16 35.94 39.49
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 45.42 44.69 41.61
R3 43.79 43.06 41.16
R2 42.16 42.16 41.01
R1 41.43 41.43 40.86 40.98
PP 40.53 40.53 40.53 40.30
S1 39.80 39.80 40.56 39.35
S2 38.90 38.90 40.41
S3 37.27 38.17 40.26
S4 35.64 36.54 39.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.07 39.62 2.45 6.0% 1.39 3.4% 38% True False 19,683
10 42.07 38.89 3.18 7.8% 1.21 3.0% 52% True False 23,072
20 46.49 38.89 7.60 18.7% 1.38 3.4% 22% False False 36,041
40 50.31 38.89 11.42 28.2% 1.38 3.4% 15% False False 31,929
60 53.77 38.89 14.88 36.7% 1.42 3.5% 11% False False 30,449
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 0.28
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 50.23
2.618 47.10
1.618 45.18
1.000 43.99
0.618 43.26
HIGH 42.07
0.618 41.34
0.500 41.11
0.382 40.88
LOW 40.15
0.618 38.96
1.000 38.23
1.618 37.04
2.618 35.12
4.250 31.99
Fisher Pivots for day following 04-Jan-2016
Pivot 1 day 3 day
R1 41.11 40.85
PP 40.92 40.75
S1 40.74 40.65

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

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