NYMEX Light Sweet Crude Oil Future July 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 35.31 37.39 2.08 5.9% 37.12
High 37.40 37.93 0.53 1.4% 37.53
Low 34.77 36.17 1.40 4.0% 33.14
Close 36.91 36.66 -0.25 -0.7% 36.24
Range 2.63 1.76 -0.87 -33.1% 4.39
ATR 2.12 2.09 -0.03 -1.2% 0.00
Volume 37,954 29,532 -8,422 -22.2% 209,706
Daily Pivots for day following 18-Feb-2016
Classic Woodie Camarilla DeMark
R4 42.20 41.19 37.63
R3 40.44 39.43 37.14
R2 38.68 38.68 36.98
R1 37.67 37.67 36.82 37.30
PP 36.92 36.92 36.92 36.73
S1 35.91 35.91 36.50 35.54
S2 35.16 35.16 36.34
S3 33.40 34.15 36.18
S4 31.64 32.39 35.69
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 13.3% 2.25 6.1% 72% False False 37,555
10 38.61 33.14 5.47 14.9% 2.04 5.6% 64% False False 38,563
20 39.39 32.05 7.34 20.0% 2.20 6.0% 63% False False 33,523
40 42.64 31.61 11.03 30.1% 1.82 5.0% 46% False False 22,890
60 48.35 31.61 16.74 45.7% 1.66 4.5% 30% False False 18,491
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 45.41
2.618 42.54
1.618 40.78
1.000 39.69
0.618 39.02
HIGH 37.93
0.618 37.26
0.500 37.05
0.382 36.84
LOW 36.17
0.618 35.08
1.000 34.41
1.618 33.32
2.618 31.56
4.250 28.69
Fisher Pivots for day following 18-Feb-2016
Pivot 1 day 3 day
R1 37.05 36.57
PP 36.92 36.48
S1 36.79 36.39

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

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