NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 29-Jan-2016
Day Change Summary
Previous Current
28-Jan-2016 29-Jan-2016 Change Change % Previous Week
Open 35.96 37.39 1.43 4.0% 35.61
High 38.52 38.37 -0.15 -0.4% 38.52
Low 35.65 36.88 1.23 3.5% 33.18
Close 37.09 38.00 0.91 2.5% 38.00
Range 2.87 1.49 -1.38 -48.1% 5.34
ATR 2.05 2.01 -0.04 -1.9% 0.00
Volume 94,114 97,156 3,042 3.2% 432,347
Daily Pivots for day following 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 42.22 41.60 38.82
R3 40.73 40.11 38.41
R2 39.24 39.24 38.27
R1 38.62 38.62 38.14 38.93
PP 37.75 37.75 37.75 37.91
S1 37.13 37.13 37.86 37.44
S2 36.26 36.26 37.73
S3 34.77 35.64 37.59
S4 33.28 34.15 37.18
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 52.59 50.63 40.94
R3 47.25 45.29 39.47
R2 41.91 41.91 38.98
R1 39.95 39.95 38.49 40.93
PP 36.57 36.57 36.57 37.06
S1 34.61 34.61 37.51 35.59
S2 31.23 31.23 37.02
S3 25.89 29.27 36.53
S4 20.55 23.93 35.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.52 33.18 5.34 14.1% 2.47 6.5% 90% False False 86,469
10 38.52 30.79 7.73 20.3% 2.36 6.2% 93% False False 80,553
20 42.07 30.79 11.28 29.7% 2.09 5.5% 64% False False 65,135
40 46.54 30.79 15.75 41.4% 1.73 4.6% 46% False False 50,671
60 52.04 30.79 21.25 55.9% 1.63 4.3% 34% False False 43,001
80 53.77 30.79 22.98 60.5% 1.60 4.2% 31% False False 39,433
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 44.70
2.618 42.27
1.618 40.78
1.000 39.86
0.618 39.29
HIGH 38.37
0.618 37.80
0.500 37.63
0.382 37.45
LOW 36.88
0.618 35.96
1.000 35.39
1.618 34.47
2.618 32.98
4.250 30.55
Fisher Pivots for day following 29-Jan-2016
Pivot 1 day 3 day
R1 37.88 37.44
PP 37.75 36.88
S1 37.63 36.33

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

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