NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 12-Feb-2016
Day Change Summary
Previous Current
11-Feb-2016 12-Feb-2016 Change Change % Previous Week
Open 32.97 33.35 0.38 1.2% 35.99
High 33.50 35.32 1.82 5.4% 36.52
Low 32.10 33.14 1.04 3.2% 32.10
Close 32.21 35.24 3.03 9.4% 35.24
Range 1.40 2.18 0.78 55.7% 4.42
ATR 2.00 2.07 0.08 4.0% 0.00
Volume 128,795 104,939 -23,856 -18.5% 551,978
Daily Pivots for day following 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 41.11 40.35 36.44
R3 38.93 38.17 35.84
R2 36.75 36.75 35.64
R1 35.99 35.99 35.44 36.37
PP 34.57 34.57 34.57 34.76
S1 33.81 33.81 35.04 34.19
S2 32.39 32.39 34.84
S3 30.21 31.63 34.64
S4 28.03 29.45 34.04
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 47.88 45.98 37.67
R3 43.46 41.56 36.46
R2 39.04 39.04 36.05
R1 37.14 37.14 35.65 35.88
PP 34.62 34.62 34.62 33.99
S1 32.72 32.72 34.83 31.46
S2 30.20 30.20 34.43
S3 25.78 28.30 34.02
S4 21.36 23.88 32.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.52 32.10 4.42 12.5% 1.97 5.6% 71% False False 110,395
10 38.46 32.10 6.36 18.0% 2.03 5.8% 49% False False 101,971
20 38.52 30.79 7.73 21.9% 2.20 6.2% 58% False False 91,262
40 42.07 30.79 11.28 32.0% 1.83 5.2% 39% False False 64,354
60 48.02 30.79 17.23 48.9% 1.71 4.9% 26% False False 54,991
80 52.04 30.79 21.25 60.3% 1.64 4.6% 21% False False 48,090
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.42
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 44.59
2.618 41.03
1.618 38.85
1.000 37.50
0.618 36.67
HIGH 35.32
0.618 34.49
0.500 34.23
0.382 33.97
LOW 33.14
0.618 31.79
1.000 30.96
1.618 29.61
2.618 27.43
4.250 23.88
Fisher Pivots for day following 12-Feb-2016
Pivot 1 day 3 day
R1 34.90 34.73
PP 34.57 34.22
S1 34.23 33.71

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

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