NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 02-Feb-2016
Day Change Summary
Previous Current
01-Feb-2016 02-Feb-2016 Change Change % Previous Week
Open 33.83 31.37 -2.46 -7.3% 32.05
High 34.18 31.53 -2.65 -7.8% 34.82
Low 31.29 29.57 -1.72 -5.5% 29.25
Close 31.62 29.88 -1.74 -5.5% 33.62
Range 2.89 1.96 -0.93 -32.2% 5.57
ATR 2.19 2.18 -0.01 -0.4% 0.00
Volume 595,612 602,564 6,952 1.2% 3,439,363
Daily Pivots for day following 02-Feb-2016
Classic Woodie Camarilla DeMark
R4 36.21 35.00 30.96
R3 34.25 33.04 30.42
R2 32.29 32.29 30.24
R1 31.08 31.08 30.06 30.71
PP 30.33 30.33 30.33 30.14
S1 29.12 29.12 29.70 28.75
S2 28.37 28.37 29.52
S3 26.41 27.16 29.34
S4 24.45 25.20 28.80
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 49.27 47.02 36.68
R3 43.70 41.45 35.15
R2 38.13 38.13 34.64
R1 35.88 35.88 34.13 37.01
PP 32.56 32.56 32.56 33.13
S1 30.31 30.31 33.11 31.44
S2 26.99 26.99 32.60
S3 21.42 24.74 32.09
S4 15.85 19.17 30.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.82 29.57 5.25 17.6% 2.48 8.3% 6% False True 677,643
10 34.82 27.56 7.26 24.3% 2.60 8.7% 32% False False 665,819
20 38.31 27.56 10.75 36.0% 2.27 7.6% 22% False False 498,735
40 44.45 27.56 16.89 56.5% 1.88 6.3% 14% False False 298,642
60 48.99 27.56 21.43 71.7% 1.74 5.8% 11% False False 217,583
80 53.01 27.56 25.45 85.2% 1.70 5.7% 9% False False 171,596
100 53.01 27.56 25.45 85.2% 1.70 5.7% 9% False False 142,788
120 53.08 27.56 25.52 85.4% 1.78 5.9% 9% False False 123,108
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 39.86
2.618 36.66
1.618 34.70
1.000 33.49
0.618 32.74
HIGH 31.53
0.618 30.78
0.500 30.55
0.382 30.32
LOW 29.57
0.618 28.36
1.000 27.61
1.618 26.40
2.618 24.44
4.250 21.24
Fisher Pivots for day following 02-Feb-2016
Pivot 1 day 3 day
R1 30.55 31.99
PP 30.33 31.28
S1 30.10 30.58

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

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