NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 11-Jan-2016
Day Change Summary
Previous Current
08-Jan-2016 11-Jan-2016 Change Change % Previous Week
Open 37.27 36.10 -1.17 -3.1% 40.96
High 37.55 36.46 -1.09 -2.9% 41.35
Low 35.94 34.33 -1.61 -4.5% 35.50
Close 36.55 34.79 -1.76 -4.8% 36.55
Range 1.61 2.13 0.52 32.3% 5.85
ATR 1.50 1.56 0.05 3.4% 0.00
Volume 40,924 35,393 -5,531 -13.5% 164,173
Daily Pivots for day following 11-Jan-2016
Classic Woodie Camarilla DeMark
R4 41.58 40.32 35.96
R3 39.45 38.19 35.38
R2 37.32 37.32 35.18
R1 36.06 36.06 34.99 35.63
PP 35.19 35.19 35.19 34.98
S1 33.93 33.93 34.59 33.50
S2 33.06 33.06 34.40
S3 30.93 31.80 34.20
S4 28.80 29.67 33.62
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 55.35 51.80 39.77
R3 49.50 45.95 38.16
R2 43.65 43.65 37.62
R1 40.10 40.10 37.09 38.95
PP 37.80 37.80 37.80 37.23
S1 34.25 34.25 36.01 33.10
S2 31.95 31.95 35.48
S3 26.10 28.40 34.94
S4 20.25 22.55 33.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.21 34.33 5.88 16.9% 1.89 5.4% 8% False True 34,871
10 41.35 34.33 7.02 20.2% 1.63 4.7% 7% False True 25,341
20 41.66 34.33 7.33 21.1% 1.44 4.1% 6% False True 23,790
40 47.45 34.33 13.12 37.7% 1.43 4.1% 4% False True 21,626
60 51.63 34.33 17.30 49.7% 1.37 3.9% 3% False True 17,732
80 53.22 34.33 18.89 54.3% 1.37 3.9% 2% False True 15,072
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 0.19
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 45.51
2.618 42.04
1.618 39.91
1.000 38.59
0.618 37.78
HIGH 36.46
0.618 35.65
0.500 35.40
0.382 35.14
LOW 34.33
0.618 33.01
1.000 32.20
1.618 30.88
2.618 28.75
4.250 25.28
Fisher Pivots for day following 11-Jan-2016
Pivot 1 day 3 day
R1 35.40 35.97
PP 35.19 35.57
S1 34.99 35.18

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

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