NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 02-Feb-2016
Day Change Summary
Previous Current
01-Feb-2016 02-Feb-2016 Change Change % Previous Week
Open 38.08 36.07 -2.01 -5.3% 35.61
High 38.46 36.13 -2.33 -6.1% 38.52
Low 35.90 34.25 -1.65 -4.6% 33.18
Close 36.23 34.63 -1.60 -4.4% 38.00
Range 2.56 1.88 -0.68 -26.6% 5.34
ATR 2.05 2.04 0.00 -0.2% 0.00
Volume 67,976 88,187 20,211 29.7% 432,347
Daily Pivots for day following 02-Feb-2016
Classic Woodie Camarilla DeMark
R4 40.64 39.52 35.66
R3 38.76 37.64 35.15
R2 36.88 36.88 34.97
R1 35.76 35.76 34.80 35.38
PP 35.00 35.00 35.00 34.82
S1 33.88 33.88 34.46 33.50
S2 33.12 33.12 34.29
S3 31.24 32.00 34.11
S4 29.36 30.12 33.60
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 34.13 4.39 12.7% 2.26 6.5% 11% False False 86,519
10 38.52 30.79 7.73 22.3% 2.38 6.9% 50% False False 84,020
20 40.92 30.79 10.13 29.3% 2.14 6.2% 38% False False 70,063
40 46.49 30.79 15.70 45.3% 1.76 5.1% 24% False False 53,052
60 50.31 30.79 19.52 56.4% 1.63 4.7% 20% False False 44,641
80 53.77 30.79 22.98 66.4% 1.60 4.6% 17% False False 40,353
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.12
2.618 41.05
1.618 39.17
1.000 38.01
0.618 37.29
HIGH 36.13
0.618 35.41
0.500 35.19
0.382 34.97
LOW 34.25
0.618 33.09
1.000 32.37
1.618 31.21
2.618 29.33
4.250 26.26
Fisher Pivots for day following 02-Feb-2016
Pivot 1 day 3 day
R1 35.19 36.36
PP 35.00 35.78
S1 34.82 35.21

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

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