NYMEX Light Sweet Crude Oil Future July 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 34.51 35.54 1.03 3.0% 32.80
High 36.94 37.45 0.51 1.4% 36.53
Low 34.05 35.03 0.98 2.9% 31.61
Close 36.12 36.98 0.86 2.4% 36.44
Range 2.89 2.42 -0.47 -16.3% 4.92
ATR 1.83 1.87 0.04 2.3% 0.00
Volume 24,717 31,234 6,517 26.4% 88,338
Daily Pivots for day following 27-Jan-2016
Classic Woodie Camarilla DeMark
R4 43.75 42.78 38.31
R3 41.33 40.36 37.65
R2 38.91 38.91 37.42
R1 37.94 37.94 37.20 38.43
PP 36.49 36.49 36.49 36.73
S1 35.52 35.52 36.76 36.01
S2 34.07 34.07 36.54
S3 31.65 33.10 36.31
S4 29.23 30.68 35.65
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 49.62 47.95 39.15
R3 44.70 43.03 37.79
R2 39.78 39.78 37.34
R1 38.11 38.11 36.89 38.95
PP 34.86 34.86 34.86 35.28
S1 33.19 33.19 35.99 34.03
S2 29.94 29.94 35.54
S3 25.02 28.27 35.09
S4 20.10 23.35 33.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.45 32.05 5.40 14.6% 2.57 6.9% 91% True False 24,598
10 37.45 31.61 5.84 15.8% 2.13 5.7% 92% True False 22,340
20 42.64 31.61 11.03 29.8% 1.86 5.0% 49% False False 16,992
40 47.40 31.61 15.79 42.7% 1.53 4.1% 34% False False 13,152
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 0.31
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 47.74
2.618 43.79
1.618 41.37
1.000 39.87
0.618 38.95
HIGH 37.45
0.618 36.53
0.500 36.24
0.382 35.95
LOW 35.03
0.618 33.53
1.000 32.61
1.618 31.11
2.618 28.69
4.250 24.75
Fisher Pivots for day following 27-Jan-2016
Pivot 1 day 3 day
R1 36.73 36.57
PP 36.49 36.16
S1 36.24 35.75

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

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