NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 40.85 40.25 -0.60 -1.5% 41.11
High 40.92 40.25 -0.67 -1.6% 41.25
Low 39.72 38.07 -1.65 -4.2% 39.62
Close 39.94 38.16 -1.78 -4.5% 40.71
Range 1.20 2.18 0.98 81.7% 1.63
ATR 1.40 1.45 0.06 4.0% 0.00
Volume 36,682 44,196 7,514 20.5% 62,527
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 45.37 43.94 39.36
R3 43.19 41.76 38.76
R2 41.01 41.01 38.56
R1 39.58 39.58 38.36 39.21
PP 38.83 38.83 38.83 38.64
S1 37.40 37.40 37.96 37.03
S2 36.65 36.65 37.76
S3 34.47 35.22 37.56
S4 32.29 33.04 36.96
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 38.07 4.00 10.5% 1.55 4.1% 2% False True 30,529
10 42.07 38.07 4.00 10.5% 1.35 3.5% 2% False True 26,648
20 43.51 38.07 5.44 14.3% 1.35 3.5% 2% False True 34,965
40 49.45 38.07 11.38 29.8% 1.41 3.7% 1% False True 32,509
60 53.20 38.07 15.13 39.6% 1.42 3.7% 1% False True 30,285
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 0.25
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 49.52
2.618 45.96
1.618 43.78
1.000 42.43
0.618 41.60
HIGH 40.25
0.618 39.42
0.500 39.16
0.382 38.90
LOW 38.07
0.618 36.72
1.000 35.89
1.618 34.54
2.618 32.36
4.250 28.81
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 39.16 40.07
PP 38.83 39.43
S1 38.49 38.80

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

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