NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary
Previous Current
19-Jan-2016 20-Jan-2016 Change Change % Previous Week
Open 32.94 32.55 -0.39 -1.2% 37.36
High 34.09 32.55 -1.54 -4.5% 37.37
Low 32.01 30.79 -1.22 -3.8% 32.87
Close 32.57 31.77 -0.80 -2.5% 33.15
Range 2.08 1.76 -0.32 -15.4% 4.50
ATR 1.68 1.69 0.01 0.4% 0.00
Volume 71,572 83,234 11,662 16.3% 312,273
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 36.98 36.14 32.74
R3 35.22 34.38 32.25
R2 33.46 33.46 32.09
R1 32.62 32.62 31.93 32.16
PP 31.70 31.70 31.70 31.48
S1 30.86 30.86 31.61 30.40
S2 29.94 29.94 31.45
S3 28.18 29.10 31.29
S4 26.42 27.34 30.80
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 35.42 30.79 4.63 14.6% 1.81 5.7% 21% False True 69,535
10 40.25 30.79 9.46 29.8% 1.95 6.1% 10% False True 60,762
20 42.07 30.79 11.28 35.5% 1.58 5.0% 9% False True 42,701
40 48.02 30.79 17.23 54.2% 1.54 4.8% 6% False True 39,928
60 52.04 30.79 21.25 66.9% 1.51 4.7% 5% False True 35,948
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 3 trading days
Fibonacci Retracements and Extensions
4.250 40.03
2.618 37.16
1.618 35.40
1.000 34.31
0.618 33.64
HIGH 32.55
0.618 31.88
0.500 31.67
0.382 31.46
LOW 30.79
0.618 29.70
1.000 29.03
1.618 27.94
2.618 26.18
4.250 23.31
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 31.74 32.92
PP 31.70 32.54
S1 31.67 32.15

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

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