NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 39.98 39.46 -0.52 -1.3% 40.48
High 40.21 39.55 -0.66 -1.6% 40.55
Low 38.95 37.21 -1.74 -4.5% 38.96
Close 39.15 37.30 -1.85 -4.7% 39.98
Range 1.26 2.34 1.08 85.7% 1.59
ATR 1.38 1.45 0.07 5.0% 0.00
Volume 31,001 32,883 1,882 6.1% 53,844
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 45.04 43.51 38.59
R3 42.70 41.17 37.94
R2 40.36 40.36 37.73
R1 38.83 38.83 37.51 38.43
PP 38.02 38.02 38.02 37.82
S1 36.49 36.49 37.09 36.09
S2 35.68 35.68 36.87
S3 33.34 34.15 36.66
S4 31.00 31.81 36.01
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 44.60 43.88 40.85
R3 43.01 42.29 40.42
R2 41.42 41.42 40.27
R1 40.70 40.70 40.13 40.27
PP 39.83 39.83 39.83 39.61
S1 39.11 39.11 39.83 38.68
S2 38.24 38.24 39.69
S3 36.65 37.52 39.54
S4 35.06 35.93 39.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.35 37.21 4.14 11.1% 1.59 4.3% 2% False True 24,067
10 41.35 37.21 4.14 11.1% 1.36 3.6% 2% False True 20,355
20 42.98 37.21 5.77 15.5% 1.35 3.6% 2% False True 22,888
40 49.02 37.21 11.81 31.7% 1.37 3.7% 1% False True 19,831
60 52.36 37.21 15.15 40.6% 1.34 3.6% 1% False True 16,317
80 53.22 37.21 16.01 42.9% 1.34 3.6% 1% False True 13,880
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 49.50
2.618 45.68
1.618 43.34
1.000 41.89
0.618 41.00
HIGH 39.55
0.618 38.66
0.500 38.38
0.382 38.10
LOW 37.21
0.618 35.76
1.000 34.87
1.618 33.42
2.618 31.08
4.250 27.27
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 38.38 39.28
PP 38.02 38.62
S1 37.66 37.96

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

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