NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 21-Jan-2016
Day Change Summary
Previous Current
20-Jan-2016 21-Jan-2016 Change Change % Previous Week
Open 31.58 30.84 -0.74 -2.3% 36.10
High 31.77 32.62 0.85 2.7% 36.46
Low 29.85 30.35 0.50 1.7% 32.01
Close 30.83 31.93 1.10 3.6% 32.31
Range 1.92 2.27 0.35 18.2% 4.45
ATR 1.67 1.72 0.04 2.5% 0.00
Volume 79,181 72,305 -6,876 -8.7% 260,922
Daily Pivots for day following 21-Jan-2016
Classic Woodie Camarilla DeMark
R4 38.44 37.46 33.18
R3 36.17 35.19 32.55
R2 33.90 33.90 32.35
R1 32.92 32.92 32.14 33.41
PP 31.63 31.63 31.63 31.88
S1 30.65 30.65 31.72 31.14
S2 29.36 29.36 31.51
S3 27.09 28.38 31.31
S4 24.82 26.11 30.68
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 34.41 29.85 4.56 14.3% 1.94 6.1% 46% False False 69,209
10 37.60 29.85 7.75 24.3% 1.94 6.1% 27% False False 55,686
20 41.35 29.85 11.50 36.0% 1.65 5.2% 18% False False 38,021
40 47.45 29.85 17.60 55.1% 1.54 4.8% 12% False False 30,307
60 51.63 29.85 21.78 68.2% 1.48 4.6% 10% False False 24,213
80 53.22 29.85 23.37 73.2% 1.42 4.5% 9% False False 20,234
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 42.27
2.618 38.56
1.618 36.29
1.000 34.89
0.618 34.02
HIGH 32.62
0.618 31.75
0.500 31.49
0.382 31.22
LOW 30.35
0.618 28.95
1.000 28.08
1.618 26.68
2.618 24.41
4.250 20.70
Fisher Pivots for day following 21-Jan-2016
Pivot 1 day 3 day
R1 31.78 31.80
PP 31.63 31.67
S1 31.49 31.54

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

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