NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 25-Feb-2016
Day Change Summary
Previous Current
24-Feb-2016 25-Feb-2016 Change Change % Previous Week
Open 35.48 36.46 0.98 2.8% 35.73
High 36.57 37.35 0.78 2.1% 38.03
Low 34.74 35.44 0.70 2.0% 34.74
Close 36.44 37.05 0.61 1.7% 35.50
Range 1.83 1.91 0.08 4.4% 3.29
ATR 2.01 2.00 -0.01 -0.3% 0.00
Volume 33,468 36,166 2,698 8.1% 137,589
Daily Pivots for day following 25-Feb-2016
Classic Woodie Camarilla DeMark
R4 42.34 41.61 38.10
R3 40.43 39.70 37.58
R2 38.52 38.52 37.40
R1 37.79 37.79 37.23 38.16
PP 36.61 36.61 36.61 36.80
S1 35.88 35.88 36.87 36.25
S2 34.70 34.70 36.70
S3 32.79 33.97 36.52
S4 30.88 32.06 36.00
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 37.35 34.74 2.61 7.0% 1.77 4.8% 89% True False 33,781
10 38.03 33.14 4.89 13.2% 2.01 5.4% 80% False False 35,668
20 39.39 33.14 6.25 16.9% 2.00 5.4% 63% False False 35,818
40 42.64 31.61 11.03 29.8% 1.93 5.2% 49% False False 26,405
60 47.40 31.61 15.79 42.6% 1.69 4.5% 34% False False 20,707
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.47
2.618 42.35
1.618 40.44
1.000 39.26
0.618 38.53
HIGH 37.35
0.618 36.62
0.500 36.40
0.382 36.17
LOW 35.44
0.618 34.26
1.000 33.53
1.618 32.35
2.618 30.44
4.250 27.32
Fisher Pivots for day following 25-Feb-2016
Pivot 1 day 3 day
R1 36.83 36.72
PP 36.61 36.38
S1 36.40 36.05

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

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