NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 15-Jan-2016
Day Change Summary
Previous Current
14-Jan-2016 15-Jan-2016 Change Change % Previous Week
Open 34.30 35.05 0.75 2.2% 37.36
High 35.28 35.05 -0.23 -0.7% 37.37
Low 33.82 32.87 -0.95 -2.8% 32.87
Close 34.96 33.15 -1.81 -5.2% 33.15
Range 1.46 2.18 0.72 49.3% 4.50
ATR 1.61 1.65 0.04 2.6% 0.00
Volume 78,634 49,927 -28,707 -36.5% 312,273
Daily Pivots for day following 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 40.23 38.87 34.35
R3 38.05 36.69 33.75
R2 35.87 35.87 33.55
R1 34.51 34.51 33.35 34.10
PP 33.69 33.69 33.69 33.49
S1 32.33 32.33 32.95 31.92
S2 31.51 31.51 32.75
S3 29.33 30.15 32.55
S4 27.15 27.97 31.95
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 47.96 45.06 35.63
R3 43.46 40.56 34.39
R2 38.96 38.96 33.98
R1 36.06 36.06 33.56 35.26
PP 34.46 34.46 34.46 34.07
S1 31.56 31.56 32.74 30.76
S2 29.96 29.96 32.33
S3 25.46 27.06 31.91
S4 20.96 22.56 30.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.37 32.87 4.50 13.6% 1.92 5.8% 6% False True 62,454
10 42.07 32.87 9.20 27.8% 1.88 5.7% 3% False True 52,539
20 42.07 32.87 9.20 27.8% 1.50 4.5% 3% False True 37,500
40 48.02 32.87 15.15 45.7% 1.49 4.5% 2% False True 37,424
60 52.04 32.87 19.17 57.8% 1.48 4.5% 1% False True 34,111
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 44.32
2.618 40.76
1.618 38.58
1.000 37.23
0.618 36.40
HIGH 35.05
0.618 34.22
0.500 33.96
0.382 33.70
LOW 32.87
0.618 31.52
1.000 30.69
1.618 29.34
2.618 27.16
4.250 23.61
Fisher Pivots for day following 15-Jan-2016
Pivot 1 day 3 day
R1 33.96 34.15
PP 33.69 33.81
S1 33.42 33.48

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

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