NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 09-Feb-2016
Day Change Summary
Previous Current
08-Feb-2016 09-Feb-2016 Change Change % Previous Week
Open 37.12 36.06 -1.06 -2.9% 38.99
High 37.53 36.63 -0.90 -2.4% 39.39
Low 35.98 33.71 -2.27 -6.3% 35.40
Close 36.11 33.77 -2.34 -6.5% 37.10
Range 1.55 2.92 1.37 88.4% 3.99
ATR 1.89 1.96 0.07 3.9% 0.00
Volume 35,764 46,242 10,478 29.3% 173,611
Daily Pivots for day following 09-Feb-2016
Classic Woodie Camarilla DeMark
R4 43.46 41.54 35.38
R3 40.54 38.62 34.57
R2 37.62 37.62 34.31
R1 35.70 35.70 34.04 35.20
PP 34.70 34.70 34.70 34.46
S1 32.78 32.78 33.50 32.28
S2 31.78 31.78 33.23
S3 28.86 29.86 32.97
S4 25.94 26.94 32.16
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 49.27 47.17 39.29
R3 45.28 43.18 38.20
R2 41.29 41.29 37.83
R1 39.19 39.19 37.47 38.25
PP 37.30 37.30 37.30 36.82
S1 35.20 35.20 36.73 34.26
S2 33.31 33.31 36.37
S3 29.32 31.21 36.00
S4 25.33 27.22 34.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.61 33.71 4.90 14.5% 2.04 6.0% 1% False True 37,798
10 39.39 33.71 5.68 16.8% 2.08 6.2% 1% False True 34,279
20 39.39 31.61 7.78 23.0% 2.09 6.2% 28% False False 27,744
40 42.77 31.61 11.16 33.0% 1.69 5.0% 19% False False 18,549
60 48.35 31.61 16.74 49.6% 1.55 4.6% 13% False False 15,087
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 49.04
2.618 44.27
1.618 41.35
1.000 39.55
0.618 38.43
HIGH 36.63
0.618 35.51
0.500 35.17
0.382 34.83
LOW 33.71
0.618 31.91
1.000 30.79
1.618 28.99
2.618 26.07
4.250 21.30
Fisher Pivots for day following 09-Feb-2016
Pivot 1 day 3 day
R1 35.17 36.01
PP 34.70 35.26
S1 34.24 34.52

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

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