NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 01-Feb-2016
Day Change Summary
Previous Current
29-Jan-2016 01-Feb-2016 Change Change % Previous Week
Open 37.39 38.08 0.69 1.8% 35.61
High 38.37 38.46 0.09 0.2% 38.52
Low 36.88 35.90 -0.98 -2.7% 33.18
Close 38.00 36.23 -1.77 -4.7% 38.00
Range 1.49 2.56 1.07 71.8% 5.34
ATR 2.01 2.05 0.04 2.0% 0.00
Volume 97,156 67,976 -29,180 -30.0% 432,347
Daily Pivots for day following 01-Feb-2016
Classic Woodie Camarilla DeMark
R4 44.54 42.95 37.64
R3 41.98 40.39 36.93
R2 39.42 39.42 36.70
R1 37.83 37.83 36.46 37.35
PP 36.86 36.86 36.86 36.62
S1 35.27 35.27 36.00 34.79
S2 34.30 34.30 35.76
S3 31.74 32.71 35.53
S4 29.18 30.15 34.82
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 52.59 50.63 40.94
R3 47.25 45.29 39.47
R2 41.91 41.91 38.98
R1 39.95 39.95 38.49 40.93
PP 36.57 36.57 36.57 37.06
S1 34.61 34.61 37.51 35.59
S2 31.23 31.23 37.02
S3 25.89 29.27 36.53
S4 20.55 23.93 35.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.52 33.18 5.34 14.7% 2.48 6.8% 57% False False 84,532
10 38.52 30.79 7.73 21.3% 2.40 6.6% 70% False False 82,358
20 42.07 30.79 11.28 31.1% 2.14 5.9% 48% False False 67,448
40 46.54 30.79 15.75 43.5% 1.75 4.8% 35% False False 51,652
60 52.04 30.79 21.25 58.7% 1.64 4.5% 26% False False 43,620
80 53.77 30.79 22.98 63.4% 1.60 4.4% 24% False False 39,782
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.34
2.618 45.16
1.618 42.60
1.000 41.02
0.618 40.04
HIGH 38.46
0.618 37.48
0.500 37.18
0.382 36.88
LOW 35.90
0.618 34.32
1.000 33.34
1.618 31.76
2.618 29.20
4.250 25.02
Fisher Pivots for day following 01-Feb-2016
Pivot 1 day 3 day
R1 37.18 37.09
PP 36.86 36.80
S1 36.55 36.52

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

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