NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 24-Feb-2016
Day Change Summary
Previous Current
23-Feb-2016 24-Feb-2016 Change Change % Previous Week
Open 37.19 35.48 -1.71 -4.6% 35.73
High 37.29 36.57 -0.72 -1.9% 38.03
Low 35.31 34.74 -0.57 -1.6% 34.74
Close 35.78 36.44 0.66 1.8% 35.50
Range 1.98 1.83 -0.15 -7.6% 3.29
ATR 2.02 2.01 -0.01 -0.7% 0.00
Volume 26,712 33,468 6,756 25.3% 137,589
Daily Pivots for day following 24-Feb-2016
Classic Woodie Camarilla DeMark
R4 41.41 40.75 37.45
R3 39.58 38.92 36.94
R2 37.75 37.75 36.78
R1 37.09 37.09 36.61 37.42
PP 35.92 35.92 35.92 36.08
S1 35.26 35.26 36.27 35.59
S2 34.09 34.09 36.10
S3 32.26 33.43 35.94
S4 30.43 31.60 35.43
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 45.96 44.02 37.31
R3 42.67 40.73 36.40
R2 39.38 39.38 36.10
R1 37.44 37.44 35.80 36.77
PP 36.09 36.09 36.09 35.75
S1 34.15 34.15 35.20 33.48
S2 32.80 32.80 34.90
S3 29.51 30.86 34.60
S4 26.22 27.57 33.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.93 34.74 3.19 8.8% 1.74 4.8% 53% False True 32,454
10 38.03 33.14 4.89 13.4% 1.98 5.4% 67% False False 36,865
20 39.39 33.14 6.25 17.2% 2.03 5.6% 53% False False 35,572
40 42.64 31.61 11.03 30.3% 1.91 5.2% 44% False False 25,563
60 48.29 31.61 16.68 45.8% 1.68 4.6% 29% False False 20,180
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.35
2.618 41.36
1.618 39.53
1.000 38.40
0.618 37.70
HIGH 36.57
0.618 35.87
0.500 35.66
0.382 35.44
LOW 34.74
0.618 33.61
1.000 32.91
1.618 31.78
2.618 29.95
4.250 26.96
Fisher Pivots for day following 24-Feb-2016
Pivot 1 day 3 day
R1 36.18 36.30
PP 35.92 36.16
S1 35.66 36.02

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

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