NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 07-Jan-2016
Day Change Summary
Previous Current
06-Jan-2016 07-Jan-2016 Change Change % Previous Week
Open 36.18 34.09 -2.09 -5.8% 38.00
High 36.39 34.26 -2.13 -5.9% 38.09
Low 33.77 32.10 -1.67 -4.9% 36.22
Close 33.97 33.27 -0.70 -2.1% 37.04
Range 2.62 2.16 -0.46 -17.6% 1.87
ATR 1.60 1.64 0.04 2.5% 0.00
Volume 563,811 617,409 53,598 9.5% 1,014,124
Daily Pivots for day following 07-Jan-2016
Classic Woodie Camarilla DeMark
R4 39.69 38.64 34.46
R3 37.53 36.48 33.86
R2 35.37 35.37 33.67
R1 34.32 34.32 33.47 33.77
PP 33.21 33.21 33.21 32.93
S1 32.16 32.16 33.07 31.61
S2 31.05 31.05 32.87
S3 28.89 30.00 32.68
S4 26.73 27.84 32.08
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 42.73 41.75 38.07
R3 40.86 39.88 37.55
R2 38.99 38.99 37.38
R1 38.01 38.01 37.21 37.57
PP 37.12 37.12 37.12 36.89
S1 36.14 36.14 36.87 35.70
S2 35.25 35.25 36.70
S3 33.38 34.27 36.53
S4 31.51 32.40 36.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.39 32.10 6.29 18.9% 1.95 5.9% 19% False True 461,391
10 38.39 32.10 6.29 18.9% 1.61 4.8% 19% False True 361,799
20 40.34 32.10 8.24 24.8% 1.53 4.6% 14% False True 322,275
40 46.79 32.10 14.69 44.2% 1.57 4.7% 8% False True 215,849
60 50.15 32.10 18.05 54.3% 1.55 4.7% 6% False True 157,272
80 52.60 32.10 20.50 61.6% 1.61 4.8% 6% False True 123,878
100 52.60 32.10 20.50 61.6% 1.73 5.2% 6% False True 103,247
120 54.03 32.10 21.93 65.9% 1.66 5.0% 5% False True 87,864
Crabel Price Patterns
NR True
NR4 False
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 43.44
2.618 39.91
1.618 37.75
1.000 36.42
0.618 35.59
HIGH 34.26
0.618 33.43
0.500 33.18
0.382 32.93
LOW 32.10
0.618 30.77
1.000 29.94
1.618 28.61
2.618 26.45
4.250 22.92
Fisher Pivots for day following 07-Jan-2016
Pivot 1 day 3 day
R1 33.24 34.60
PP 33.21 34.16
S1 33.18 33.71

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

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