NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 17-Feb-2016
Day Change Summary
Previous Current
16-Feb-2016 17-Feb-2016 Change Change % Previous Week
Open 34.68 34.06 -0.62 -1.8% 35.99
High 37.05 36.48 -0.57 -1.5% 36.52
Low 33.69 33.81 0.12 0.4% 32.10
Close 33.93 35.97 2.04 6.0% 35.24
Range 3.36 2.67 -0.69 -20.5% 4.42
ATR 2.17 2.20 0.04 1.7% 0.00
Volume 106,544 94,967 -11,577 -10.9% 551,978
Daily Pivots for day following 17-Feb-2016
Classic Woodie Camarilla DeMark
R4 43.43 42.37 37.44
R3 40.76 39.70 36.70
R2 38.09 38.09 36.46
R1 37.03 37.03 36.21 37.56
PP 35.42 35.42 35.42 35.69
S1 34.36 34.36 35.73 34.89
S2 32.75 32.75 35.48
S3 30.08 31.69 35.24
S4 27.41 29.02 34.50
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 37.05 32.10 4.95 13.8% 2.25 6.2% 78% False False 111,283
10 37.65 32.10 5.55 15.4% 2.19 6.1% 70% False False 106,506
20 38.52 30.79 7.73 21.5% 2.29 6.4% 67% False False 95,263
40 42.07 30.79 11.28 31.4% 1.92 5.3% 46% False False 67,426
60 48.02 30.79 17.23 47.9% 1.77 4.9% 30% False False 57,450
80 52.04 30.79 21.25 59.1% 1.69 4.7% 24% False False 49,972
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.83
2.618 43.47
1.618 40.80
1.000 39.15
0.618 38.13
HIGH 36.48
0.618 35.46
0.500 35.15
0.382 34.83
LOW 33.81
0.618 32.16
1.000 31.14
1.618 29.49
2.618 26.82
4.250 22.46
Fisher Pivots for day following 17-Feb-2016
Pivot 1 day 3 day
R1 35.70 35.68
PP 35.42 35.39
S1 35.15 35.10

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

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