NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 18-Feb-2016
Day Change Summary
Previous Current
17-Feb-2016 18-Feb-2016 Change Change % Previous Week
Open 34.06 36.27 2.21 6.5% 35.99
High 36.48 37.04 0.56 1.5% 36.52
Low 33.81 35.29 1.48 4.4% 32.10
Close 35.97 35.76 -0.21 -0.6% 35.24
Range 2.67 1.75 -0.92 -34.5% 4.42
ATR 2.20 2.17 -0.03 -1.5% 0.00
Volume 94,967 76,864 -18,103 -19.1% 551,978
Daily Pivots for day following 18-Feb-2016
Classic Woodie Camarilla DeMark
R4 41.28 40.27 36.72
R3 39.53 38.52 36.24
R2 37.78 37.78 36.08
R1 36.77 36.77 35.92 36.40
PP 36.03 36.03 36.03 35.85
S1 35.02 35.02 35.60 34.65
S2 34.28 34.28 35.44
S3 32.53 33.27 35.28
S4 30.78 31.52 34.80
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% 2.27 6.4% 74% False False 102,421
10 37.65 32.10 5.55 15.5% 2.08 5.8% 66% False False 102,659
20 38.52 31.26 7.26 20.3% 2.28 6.4% 62% False False 94,944
40 42.07 30.79 11.28 31.5% 1.93 5.4% 44% False False 68,823
60 48.02 30.79 17.23 48.2% 1.79 5.0% 29% False False 58,267
80 52.04 30.79 21.25 59.4% 1.70 4.8% 23% False False 50,697
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 0.55
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 44.48
2.618 41.62
1.618 39.87
1.000 38.79
0.618 38.12
HIGH 37.04
0.618 36.37
0.500 36.17
0.382 35.96
LOW 35.29
0.618 34.21
1.000 33.54
1.618 32.46
2.618 30.71
4.250 27.85
Fisher Pivots for day following 18-Feb-2016
Pivot 1 day 3 day
R1 36.17 35.63
PP 36.03 35.50
S1 35.90 35.37

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

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