NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 05-Jan-2016
Day Change Summary
Previous Current
04-Jan-2016 05-Jan-2016 Change Change % Previous Week
Open 41.15 40.85 -0.30 -0.7% 41.11
High 42.07 40.92 -1.15 -2.7% 41.25
Low 40.15 39.72 -0.43 -1.1% 39.62
Close 40.55 39.94 -0.61 -1.5% 40.71
Range 1.92 1.20 -0.72 -37.5% 1.63
ATR 1.41 1.40 -0.02 -1.1% 0.00
Volume 35,888 36,682 794 2.2% 62,527
Daily Pivots for day following 05-Jan-2016
Classic Woodie Camarilla DeMark
R4 43.79 43.07 40.60
R3 42.59 41.87 40.27
R2 41.39 41.39 40.16
R1 40.67 40.67 40.05 40.43
PP 40.19 40.19 40.19 40.08
S1 39.47 39.47 39.83 39.23
S2 38.99 38.99 39.72
S3 37.79 38.27 39.61
S4 36.59 37.07 39.28
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 6.1% 1.37 3.4% 13% False False 24,198
10 42.07 38.89 3.18 8.0% 1.22 3.0% 33% False False 24,640
20 44.83 38.89 5.94 14.9% 1.35 3.4% 18% False False 36,259
40 49.73 38.89 10.84 27.1% 1.38 3.5% 10% False False 32,109
60 53.77 38.89 14.88 37.3% 1.41 3.5% 7% False False 30,357
Crabel Price Patterns
NR True
NR4 False
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 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 46.02
2.618 44.06
1.618 42.86
1.000 42.12
0.618 41.66
HIGH 40.92
0.618 40.46
0.500 40.32
0.382 40.18
LOW 39.72
0.618 38.98
1.000 38.52
1.618 37.78
2.618 36.58
4.250 34.62
Fisher Pivots for day following 05-Jan-2016
Pivot 1 day 3 day
R1 40.32 40.85
PP 40.19 40.54
S1 40.07 40.24

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

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