NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 04-Feb-2016
Day Change Summary
Previous Current
03-Feb-2016 04-Feb-2016 Change Change % Previous Week
Open 34.44 37.00 2.56 7.4% 35.61
High 37.04 37.65 0.61 1.6% 38.52
Low 34.18 35.94 1.76 5.1% 33.18
Close 36.67 36.30 -0.37 -1.0% 38.00
Range 2.86 1.71 -1.15 -40.2% 5.34
ATR 2.10 2.07 -0.03 -1.3% 0.00
Volume 115,336 107,562 -7,774 -6.7% 432,347
Daily Pivots for day following 04-Feb-2016
Classic Woodie Camarilla DeMark
R4 41.76 40.74 37.24
R3 40.05 39.03 36.77
R2 38.34 38.34 36.61
R1 37.32 37.32 36.46 36.98
PP 36.63 36.63 36.63 36.46
S1 35.61 35.61 36.14 35.27
S2 34.92 34.92 35.99
S3 33.21 33.90 35.83
S4 31.50 32.19 35.36
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 38.46 34.18 4.28 11.8% 2.10 5.8% 50% False False 95,243
10 38.52 32.80 5.72 15.8% 2.43 6.7% 61% False False 89,315
20 38.59 30.79 7.80 21.5% 2.20 6.0% 71% False False 77,164
40 43.51 30.79 12.72 35.0% 1.77 4.9% 43% False False 56,065
60 49.45 30.79 18.66 51.4% 1.67 4.6% 30% False False 47,394
80 53.20 30.79 22.41 61.7% 1.61 4.4% 25% False False 42,005
Crabel Price Patterns
NR True
NR4 True
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 0.43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 44.92
2.618 42.13
1.618 40.42
1.000 39.36
0.618 38.71
HIGH 37.65
0.618 37.00
0.500 36.80
0.382 36.59
LOW 35.94
0.618 34.88
1.000 34.23
1.618 33.17
2.618 31.46
4.250 28.67
Fisher Pivots for day following 04-Feb-2016
Pivot 1 day 3 day
R1 36.80 36.17
PP 36.63 36.04
S1 36.47 35.92

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

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