NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 26-Jan-2016
Day Change Summary
Previous Current
25-Jan-2016 26-Jan-2016 Change Change % Previous Week
Open 35.61 33.90 -1.71 -4.8% 32.94
High 36.24 36.15 -0.09 -0.2% 35.74
Low 33.70 33.18 -0.52 -1.5% 30.79
Close 34.21 35.27 1.06 3.1% 35.65
Range 2.54 2.97 0.43 16.9% 4.95
ATR 1.87 1.94 0.08 4.2% 0.00
Volume 77,662 78,251 589 0.8% 323,263
Daily Pivots for day following 26-Jan-2016
Classic Woodie Camarilla DeMark
R4 43.78 42.49 36.90
R3 40.81 39.52 36.09
R2 37.84 37.84 35.81
R1 36.55 36.55 35.54 37.20
PP 34.87 34.87 34.87 35.19
S1 33.58 33.58 35.00 34.23
S2 31.90 31.90 34.73
S3 28.93 30.61 34.45
S4 25.96 27.64 33.64
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 15.5% 2.50 7.1% 82% False False 81,520
10 36.47 30.79 5.68 16.1% 2.21 6.3% 79% False False 73,353
20 42.07 30.79 11.28 32.0% 1.92 5.4% 40% False False 53,354
40 47.83 30.79 17.04 48.3% 1.65 4.7% 26% False False 45,286
60 52.04 30.79 21.25 60.2% 1.58 4.5% 21% False False 39,553
80 53.77 30.79 22.98 65.2% 1.58 4.5% 19% False False 36,977
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 0.53
Widest range in 82 trading days
Fibonacci Retracements and Extensions
4.250 48.77
2.618 43.93
1.618 40.96
1.000 39.12
0.618 37.99
HIGH 36.15
0.618 35.02
0.500 34.67
0.382 34.31
LOW 33.18
0.618 31.34
1.000 30.21
1.618 28.37
2.618 25.40
4.250 20.56
Fisher Pivots for day following 26-Jan-2016
Pivot 1 day 3 day
R1 35.07 35.02
PP 34.87 34.77
S1 34.67 34.52

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

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