NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 25-Jan-2016
Day Change Summary
Previous Current
22-Jan-2016 25-Jan-2016 Change Change % Previous Week
Open 33.25 35.61 2.36 7.1% 32.94
High 35.74 36.24 0.50 1.4% 35.74
Low 32.80 33.70 0.90 2.7% 30.79
Close 35.65 34.21 -1.44 -4.0% 35.65
Range 2.94 2.54 -0.40 -13.6% 4.95
ATR 1.81 1.87 0.05 2.9% 0.00
Volume 81,742 77,662 -4,080 -5.0% 323,263
Daily Pivots for day following 25-Jan-2016
Classic Woodie Camarilla DeMark
R4 42.34 40.81 35.61
R3 39.80 38.27 34.91
R2 37.26 37.26 34.68
R1 35.73 35.73 34.44 35.23
PP 34.72 34.72 34.72 34.46
S1 33.19 33.19 33.98 32.69
S2 32.18 32.18 33.74
S3 29.64 30.65 33.51
S4 27.10 28.11 32.81
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 36.24 30.79 5.45 15.9% 2.32 6.8% 63% True False 80,185
10 37.37 30.79 6.58 19.2% 2.12 6.2% 52% False False 71,319
20 42.07 30.79 11.28 33.0% 1.83 5.3% 30% False False 50,274
40 48.02 30.79 17.23 50.4% 1.61 4.7% 20% False False 43,959
60 52.04 30.79 21.25 62.1% 1.58 4.6% 16% False False 38,939
80 53.77 30.79 22.98 67.2% 1.56 4.5% 15% False False 36,266
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 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.04
2.618 42.89
1.618 40.35
1.000 38.78
0.618 37.81
HIGH 36.24
0.618 35.27
0.500 34.97
0.382 34.67
LOW 33.70
0.618 32.13
1.000 31.16
1.618 29.59
2.618 27.05
4.250 22.91
Fisher Pivots for day following 25-Jan-2016
Pivot 1 day 3 day
R1 34.97 34.06
PP 34.72 33.90
S1 34.46 33.75

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

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