NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary
Previous Current
19-Jan-2016 20-Jan-2016 Change Change % Previous Week
Open 32.07 31.58 -0.49 -1.5% 36.10
High 33.22 31.77 -1.45 -4.4% 36.46
Low 31.24 29.85 -1.39 -4.4% 32.01
Close 31.68 30.83 -0.85 -2.7% 32.31
Range 1.98 1.92 -0.06 -3.0% 4.45
ATR 1.65 1.67 0.02 1.1% 0.00
Volume 69,379 79,181 9,802 14.1% 260,922
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 36.58 35.62 31.89
R3 34.66 33.70 31.36
R2 32.74 32.74 31.18
R1 31.78 31.78 31.01 31.30
PP 30.82 30.82 30.82 30.58
S1 29.86 29.86 30.65 29.38
S2 28.90 28.90 30.48
S3 26.98 27.94 30.30
S4 25.06 26.02 29.77
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 46.94 44.08 34.76
R3 42.49 39.63 33.53
R2 38.04 38.04 33.13
R1 35.18 35.18 32.72 34.39
PP 33.59 33.59 33.59 33.20
S1 30.73 30.73 31.90 29.94
S2 29.14 29.14 31.49
S3 24.69 26.28 31.09
S4 20.24 21.83 29.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.57 29.85 4.72 15.3% 1.80 5.8% 21% False True 67,094
10 39.55 29.85 9.70 31.5% 1.95 6.3% 10% False True 51,744
20 41.35 29.85 11.50 37.3% 1.57 5.1% 9% False True 35,244
40 47.45 29.85 17.60 57.1% 1.51 4.9% 6% False True 28,968
60 51.63 29.85 21.78 70.6% 1.46 4.7% 4% False True 23,138
80 53.22 29.85 23.37 75.8% 1.40 4.6% 4% False True 19,404
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 0.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 39.93
2.618 36.80
1.618 34.88
1.000 33.69
0.618 32.96
HIGH 31.77
0.618 31.04
0.500 30.81
0.382 30.58
LOW 29.85
0.618 28.66
1.000 27.93
1.618 26.74
2.618 24.82
4.250 21.69
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 30.82 31.99
PP 30.82 31.60
S1 30.81 31.22

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

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