NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 01-Feb-2016
Day Change Summary
Previous Current
29-Jan-2016 01-Feb-2016 Change Change % Previous Week
Open 38.38 38.99 0.61 1.6% 36.45
High 39.22 39.39 0.17 0.4% 39.29
Low 37.82 36.95 -0.87 -2.3% 34.05
Close 38.99 37.27 -1.72 -4.4% 38.99
Range 1.40 2.44 1.04 74.3% 5.24
ATR 1.89 1.93 0.04 2.1% 0.00
Volume 30,033 36,581 6,548 21.8% 135,831
Daily Pivots for day following 01-Feb-2016
Classic Woodie Camarilla DeMark
R4 45.19 43.67 38.61
R3 42.75 41.23 37.94
R2 40.31 40.31 37.72
R1 38.79 38.79 37.49 38.33
PP 37.87 37.87 37.87 37.64
S1 36.35 36.35 37.05 35.89
S2 35.43 35.43 36.82
S3 32.99 33.91 36.60
S4 30.55 31.47 35.93
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 53.16 51.32 41.87
R3 47.92 46.08 40.43
R2 42.68 42.68 39.95
R1 40.84 40.84 39.47 41.76
PP 37.44 37.44 37.44 37.91
S1 35.60 35.60 38.51 36.52
S2 32.20 32.20 38.03
S3 26.96 30.36 37.55
S4 21.72 25.12 36.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.39 34.05 5.34 14.3% 2.37 6.4% 60% True False 29,694
10 39.39 31.61 7.78 20.9% 2.30 6.2% 73% True False 26,075
20 42.64 31.61 11.03 29.6% 2.01 5.4% 51% False False 20,936
40 46.98 31.61 15.37 41.2% 1.61 4.3% 37% False False 15,112
60 52.22 31.61 20.61 55.3% 1.47 3.9% 27% False False 11,848
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.76
2.618 45.78
1.618 43.34
1.000 41.83
0.618 40.90
HIGH 39.39
0.618 38.46
0.500 38.17
0.382 37.88
LOW 36.95
0.618 35.44
1.000 34.51
1.618 33.00
2.618 30.56
4.250 26.58
Fisher Pivots for day following 01-Feb-2016
Pivot 1 day 3 day
R1 38.17 37.99
PP 37.87 37.75
S1 37.57 37.51

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

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