NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 13-Jan-2016
Day Change Summary
Previous Current
12-Jan-2016 13-Jan-2016 Change Change % Previous Week
Open 34.59 33.88 -0.71 -2.1% 40.96
High 35.54 34.57 -0.97 -2.7% 41.35
Low 33.23 33.01 -0.22 -0.7% 35.50
Close 33.70 33.28 -0.42 -1.2% 36.55
Range 2.31 1.56 -0.75 -32.5% 5.85
ATR 1.61 1.61 0.00 -0.2% 0.00
Volume 38,618 61,729 23,111 59.8% 164,173
Daily Pivots for day following 13-Jan-2016
Classic Woodie Camarilla DeMark
R4 38.30 37.35 34.14
R3 36.74 35.79 33.71
R2 35.18 35.18 33.57
R1 34.23 34.23 33.42 33.93
PP 33.62 33.62 33.62 33.47
S1 32.67 32.67 33.14 32.37
S2 32.06 32.06 32.99
S3 30.50 31.11 32.85
S4 28.94 29.55 32.42
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 37.60 33.01 4.59 13.8% 1.94 5.8% 6% False True 42,164
10 41.35 33.01 8.34 25.1% 1.77 5.3% 3% False True 33,115
20 41.66 33.01 8.65 26.0% 1.47 4.4% 3% False True 25,971
40 47.45 33.01 14.44 43.4% 1.45 4.4% 2% False True 23,429
60 51.63 33.01 18.62 55.9% 1.39 4.2% 1% False True 19,141
80 53.22 33.01 20.21 60.7% 1.38 4.1% 1% False True 16,240
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.36
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 41.20
2.618 38.65
1.618 37.09
1.000 36.13
0.618 35.53
HIGH 34.57
0.618 33.97
0.500 33.79
0.382 33.61
LOW 33.01
0.618 32.05
1.000 31.45
1.618 30.49
2.618 28.93
4.250 26.38
Fisher Pivots for day following 13-Jan-2016
Pivot 1 day 3 day
R1 33.79 34.74
PP 33.62 34.25
S1 33.45 33.77

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

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