NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 19-Jan-2016
Day Change Summary
Previous Current
15-Jan-2016 19-Jan-2016 Change Change % Previous Week
Open 35.05 32.94 -2.11 -6.0% 37.36
High 35.05 34.09 -0.96 -2.7% 37.37
Low 32.87 32.01 -0.86 -2.6% 32.87
Close 33.15 32.57 -0.58 -1.7% 33.15
Range 2.18 2.08 -0.10 -4.6% 4.50
ATR 1.65 1.68 0.03 1.9% 0.00
Volume 49,927 71,572 21,645 43.4% 312,273
Daily Pivots for day following 19-Jan-2016
Classic Woodie Camarilla DeMark
R4 39.13 37.93 33.71
R3 37.05 35.85 33.14
R2 34.97 34.97 32.95
R1 33.77 33.77 32.76 33.33
PP 32.89 32.89 32.89 32.67
S1 31.69 31.69 32.38 31.25
S2 30.81 30.81 32.19
S3 28.73 29.61 32.00
S4 26.65 27.53 31.43
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 36.47 32.01 4.46 13.7% 1.93 5.9% 13% False True 65,186
10 40.92 32.01 8.91 27.4% 1.89 5.8% 6% False True 56,107
20 42.07 32.01 10.06 30.9% 1.55 4.8% 6% False True 39,590
40 48.02 32.01 16.01 49.2% 1.52 4.7% 3% False True 38,544
60 52.04 32.01 20.03 61.5% 1.49 4.6% 3% False True 34,876
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 42.93
2.618 39.54
1.618 37.46
1.000 36.17
0.618 35.38
HIGH 34.09
0.618 33.30
0.500 33.05
0.382 32.80
LOW 32.01
0.618 30.72
1.000 29.93
1.618 28.64
2.618 26.56
4.250 23.17
Fisher Pivots for day following 19-Jan-2016
Pivot 1 day 3 day
R1 33.05 33.65
PP 32.89 33.29
S1 32.73 32.93

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

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