NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 16-Feb-2016
Day Change Summary
Previous Current
12-Feb-2016 16-Feb-2016 Change Change % Previous Week
Open 34.46 35.73 1.27 3.7% 37.12
High 36.32 38.03 1.71 4.7% 37.53
Low 34.18 34.74 0.56 1.6% 33.14
Close 36.24 34.89 -1.35 -3.7% 36.24
Range 2.14 3.29 1.15 53.7% 4.39
ATR 1.98 2.08 0.09 4.7% 0.00
Volume 31,858 40,728 8,870 27.8% 209,706
Daily Pivots for day following 16-Feb-2016
Classic Woodie Camarilla DeMark
R4 45.76 43.61 36.70
R3 42.47 40.32 35.79
R2 39.18 39.18 35.49
R1 37.03 37.03 35.19 36.46
PP 35.89 35.89 35.89 35.60
S1 33.74 33.74 34.59 33.17
S2 32.60 32.60 34.29
S3 29.31 30.45 33.99
S4 26.02 27.16 33.08
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 48.81 46.91 38.65
R3 44.42 42.52 37.45
R2 40.03 40.03 37.04
R1 38.13 38.13 36.64 36.89
PP 35.64 35.64 35.64 35.01
S1 33.74 33.74 35.84 32.50
S2 31.25 31.25 35.44
S3 26.86 29.35 35.03
S4 22.47 24.96 33.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.03 33.14 4.89 14.0% 2.27 6.5% 36% True False 42,934
10 38.61 33.14 5.47 15.7% 2.02 5.8% 32% False False 38,746
20 39.39 31.61 7.78 22.3% 2.16 6.2% 42% False False 32,410
40 42.64 31.61 11.03 31.6% 1.76 5.0% 30% False False 21,596
60 48.35 31.61 16.74 48.0% 1.61 4.6% 20% False False 17,603
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 0.46
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 52.01
2.618 46.64
1.618 43.35
1.000 41.32
0.618 40.06
HIGH 38.03
0.618 36.77
0.500 36.39
0.382 36.00
LOW 34.74
0.618 32.71
1.000 31.45
1.618 29.42
2.618 26.13
4.250 20.76
Fisher Pivots for day following 16-Feb-2016
Pivot 1 day 3 day
R1 36.39 35.59
PP 35.89 35.35
S1 35.39 35.12

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

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