NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 34.19 34.26 0.07 0.2% 38.99
High 35.35 34.57 -0.78 -2.2% 39.39
Low 33.80 33.14 -0.66 -2.0% 35.40
Close 34.06 33.28 -0.78 -2.3% 37.10
Range 1.55 1.43 -0.12 -7.7% 3.99
ATR 1.94 1.90 -0.04 -1.9% 0.00
Volume 48,137 47,705 -432 -0.9% 173,611
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 37.95 37.05 34.07
R3 36.52 35.62 33.67
R2 35.09 35.09 33.54
R1 34.19 34.19 33.41 33.93
PP 33.66 33.66 33.66 33.53
S1 32.76 32.76 33.15 32.50
S2 32.23 32.23 33.02
S3 30.80 31.33 32.89
S4 29.37 29.90 32.49
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 38.30 33.14 5.16 15.5% 1.77 5.3% 3% False True 41,652
10 39.39 33.14 6.25 18.8% 1.86 5.6% 2% False True 38,149
20 39.39 31.61 7.78 23.4% 2.05 6.2% 21% False False 30,469
40 42.73 31.61 11.12 33.4% 1.69 5.1% 15% False False 20,214
60 48.35 31.61 16.74 50.3% 1.56 4.7% 10% False False 16,586
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 0.42
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 40.65
2.618 38.31
1.618 36.88
1.000 36.00
0.618 35.45
HIGH 34.57
0.618 34.02
0.500 33.86
0.382 33.69
LOW 33.14
0.618 32.26
1.000 31.71
1.618 30.83
2.618 29.40
4.250 27.06
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 33.86 34.89
PP 33.66 34.35
S1 33.47 33.82

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

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