NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 07-Jan-2016
Day Change Summary
Previous Current
06-Jan-2016 07-Jan-2016 Change Change % Previous Week
Open 40.25 38.38 -1.87 -4.6% 41.11
High 40.25 38.49 -1.76 -4.4% 41.25
Low 38.07 36.37 -1.70 -4.5% 39.62
Close 38.16 37.58 -0.58 -1.5% 40.71
Range 2.18 2.12 -0.06 -2.8% 1.63
ATR 1.45 1.50 0.05 3.3% 0.00
Volume 44,196 46,620 2,424 5.5% 62,527
Daily Pivots for day following 07-Jan-2016
Classic Woodie Camarilla DeMark
R4 43.84 42.83 38.75
R3 41.72 40.71 38.16
R2 39.60 39.60 37.97
R1 38.59 38.59 37.77 38.04
PP 37.48 37.48 37.48 37.20
S1 36.47 36.47 37.39 35.92
S2 35.36 35.36 37.19
S3 33.24 34.35 37.00
S4 31.12 32.23 36.41
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 36.37 5.70 15.2% 1.81 4.8% 21% False True 37,020
10 42.07 36.37 5.70 15.2% 1.51 4.0% 21% False True 27,736
20 43.51 36.37 7.14 19.0% 1.38 3.7% 17% False True 34,385
40 49.02 36.37 12.65 33.7% 1.43 3.8% 10% False True 32,946
60 52.04 36.37 15.67 41.7% 1.41 3.8% 8% False True 30,594
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.50
2.618 44.04
1.618 41.92
1.000 40.61
0.618 39.80
HIGH 38.49
0.618 37.68
0.500 37.43
0.382 37.18
LOW 36.37
0.618 35.06
1.000 34.25
1.618 32.94
2.618 30.82
4.250 27.36
Fisher Pivots for day following 07-Jan-2016
Pivot 1 day 3 day
R1 37.53 38.65
PP 37.48 38.29
S1 37.43 37.94

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

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