NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 22-Jan-2016
Day Change Summary
Previous Current
21-Jan-2016 22-Jan-2016 Change Change % Previous Week
Open 31.94 33.25 1.31 4.1% 32.94
High 33.53 35.74 2.21 6.6% 35.74
Low 31.26 32.80 1.54 4.9% 30.79
Close 32.86 35.65 2.79 8.5% 35.65
Range 2.27 2.94 0.67 29.5% 4.95
ATR 1.73 1.81 0.09 5.0% 0.00
Volume 86,715 81,742 -4,973 -5.7% 323,263
Daily Pivots for day following 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 43.55 42.54 37.27
R3 40.61 39.60 36.46
R2 37.67 37.67 36.19
R1 36.66 36.66 35.92 37.17
PP 34.73 34.73 34.73 34.98
S1 33.72 33.72 35.38 34.23
S2 31.79 31.79 35.11
S3 28.85 30.78 34.84
S4 25.91 27.84 34.03
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 48.91 47.23 38.37
R3 43.96 42.28 37.01
R2 39.01 39.01 36.56
R1 37.33 37.33 36.10 38.17
PP 34.06 34.06 34.06 34.48
S1 32.38 32.38 35.20 33.22
S2 29.11 29.11 34.74
S3 24.16 27.43 34.29
S4 19.21 22.48 32.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.74 30.79 4.95 13.9% 2.25 6.3% 98% True False 74,638
10 38.59 30.79 7.80 21.9% 2.04 5.7% 62% False False 68,526
20 42.07 30.79 11.28 31.6% 1.77 5.0% 43% False False 48,131
40 48.02 30.79 17.23 48.3% 1.58 4.4% 28% False False 42,891
60 52.04 30.79 21.25 59.6% 1.55 4.4% 23% False False 38,101
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 0.48
Widest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 48.24
2.618 43.44
1.618 40.50
1.000 38.68
0.618 37.56
HIGH 35.74
0.618 34.62
0.500 34.27
0.382 33.92
LOW 32.80
0.618 30.98
1.000 29.86
1.618 28.04
2.618 25.10
4.250 20.31
Fisher Pivots for day following 22-Jan-2016
Pivot 1 day 3 day
R1 35.19 34.86
PP 34.73 34.06
S1 34.27 33.27

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

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