NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 33.14 32.97 -0.17 -0.5% 38.08
High 34.32 33.50 -0.82 -2.4% 38.46
Low 32.70 32.10 -0.60 -1.8% 34.18
Close 32.96 32.21 -0.75 -2.3% 35.94
Range 1.62 1.40 -0.22 -13.6% 4.28
ATR 2.04 2.00 -0.05 -2.2% 0.00
Volume 121,174 128,795 7,621 6.3% 467,740
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 36.80 35.91 32.98
R3 35.40 34.51 32.60
R2 34.00 34.00 32.47
R1 33.11 33.11 32.34 32.86
PP 32.60 32.60 32.60 32.48
S1 31.71 31.71 32.08 31.46
S2 31.20 31.20 31.95
S3 29.80 30.31 31.83
S4 28.40 28.91 31.44
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 49.03 46.77 38.29
R3 44.75 42.49 37.12
R2 40.47 40.47 36.72
R1 38.21 38.21 36.33 37.20
PP 36.19 36.19 36.19 35.69
S1 33.93 33.93 35.55 32.92
S2 31.91 31.91 35.16
S3 27.63 29.65 34.76
S4 23.35 25.37 33.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.19 32.10 5.09 15.8% 1.83 5.7% 2% False True 107,143
10 38.46 32.10 6.36 19.7% 1.96 6.1% 2% False True 101,193
20 38.52 30.79 7.73 24.0% 2.16 6.7% 18% False False 89,947
40 42.30 30.79 11.51 35.7% 1.82 5.6% 12% False False 62,813
60 48.02 30.79 17.23 53.5% 1.71 5.3% 8% False False 53,902
80 52.04 30.79 21.25 66.0% 1.63 5.1% 7% False False 47,127
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.45
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 39.45
2.618 37.17
1.618 35.77
1.000 34.90
0.618 34.37
HIGH 33.50
0.618 32.97
0.500 32.80
0.382 32.63
LOW 32.10
0.618 31.23
1.000 30.70
1.618 29.83
2.618 28.43
4.250 26.15
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 32.80 33.85
PP 32.60 33.30
S1 32.41 32.76

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

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