NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 27-Jan-2016
Day Change Summary
Previous Current
26-Jan-2016 27-Jan-2016 Change Change % Previous Week
Open 33.90 34.42 0.52 1.5% 32.94
High 36.15 36.63 0.48 1.3% 35.74
Low 33.18 34.13 0.95 2.9% 30.79
Close 35.27 36.12 0.85 2.4% 35.65
Range 2.97 2.50 -0.47 -15.8% 4.95
ATR 1.94 1.98 0.04 2.0% 0.00
Volume 78,251 85,164 6,913 8.8% 323,263
Daily Pivots for day following 27-Jan-2016
Classic Woodie Camarilla DeMark
R4 43.13 42.12 37.50
R3 40.63 39.62 36.81
R2 38.13 38.13 36.58
R1 37.12 37.12 36.35 37.63
PP 35.63 35.63 35.63 35.88
S1 34.62 34.62 35.89 35.13
S2 33.13 33.13 35.66
S3 30.63 32.12 35.43
S4 28.13 29.62 34.75
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 36.63 31.26 5.37 14.9% 2.64 7.3% 91% True False 81,906
10 36.63 30.79 5.84 16.2% 2.23 6.2% 91% True False 75,721
20 42.07 30.79 11.28 31.2% 1.98 5.5% 47% False False 56,907
40 47.03 30.79 16.24 45.0% 1.67 4.6% 33% False False 47,096
60 52.04 30.79 21.25 58.8% 1.60 4.4% 25% False False 40,496
80 53.77 30.79 22.98 63.6% 1.58 4.4% 23% False False 37,762
Crabel Price Patterns
NR True
NR4 True
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 0.48
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 47.26
2.618 43.18
1.618 40.68
1.000 39.13
0.618 38.18
HIGH 36.63
0.618 35.68
0.500 35.38
0.382 35.09
LOW 34.13
0.618 32.59
1.000 31.63
1.618 30.09
2.618 27.59
4.250 23.51
Fisher Pivots for day following 27-Jan-2016
Pivot 1 day 3 day
R1 35.87 35.72
PP 35.63 35.31
S1 35.38 34.91

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

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