NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 28-Jan-2016
Day Change Summary
Previous Current
27-Jan-2016 28-Jan-2016 Change Change % Previous Week
Open 34.42 35.96 1.54 4.5% 32.94
High 36.63 38.52 1.89 5.2% 35.74
Low 34.13 35.65 1.52 4.5% 30.79
Close 36.12 37.09 0.97 2.7% 35.65
Range 2.50 2.87 0.37 14.8% 4.95
ATR 1.98 2.05 0.06 3.2% 0.00
Volume 85,164 94,114 8,950 10.5% 323,263
Daily Pivots for day following 28-Jan-2016
Classic Woodie Camarilla DeMark
R4 45.70 44.26 38.67
R3 42.83 41.39 37.88
R2 39.96 39.96 37.62
R1 38.52 38.52 37.35 39.24
PP 37.09 37.09 37.09 37.45
S1 35.65 35.65 36.83 36.37
S2 34.22 34.22 36.56
S3 31.35 32.78 36.30
S4 28.48 29.91 35.51
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 38.52 32.80 5.72 15.4% 2.76 7.5% 75% True False 83,386
10 38.52 30.79 7.73 20.8% 2.36 6.4% 82% True False 78,701
20 42.07 30.79 11.28 30.4% 2.06 5.6% 56% False False 60,986
40 46.54 30.79 15.75 42.5% 1.72 4.6% 40% False False 48,832
60 52.04 30.79 21.25 57.3% 1.62 4.4% 30% False False 41,639
80 53.77 30.79 22.98 62.0% 1.60 4.3% 27% False False 38,497
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.72
2.618 46.03
1.618 43.16
1.000 41.39
0.618 40.29
HIGH 38.52
0.618 37.42
0.500 37.09
0.382 36.75
LOW 35.65
0.618 33.88
1.000 32.78
1.618 31.01
2.618 28.14
4.250 23.45
Fisher Pivots for day following 28-Jan-2016
Pivot 1 day 3 day
R1 37.09 36.68
PP 37.09 36.26
S1 37.09 35.85

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

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