NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 08-Feb-2016
Day Change Summary
Previous Current
05-Feb-2016 08-Feb-2016 Change Change % Previous Week
Open 34.92 34.52 -0.40 -1.1% 36.92
High 35.81 35.06 -0.75 -2.1% 37.27
Low 34.21 33.35 -0.86 -2.5% 32.75
Close 34.47 33.43 -1.04 -3.0% 34.47
Range 1.60 1.71 0.11 6.9% 4.52
ATR 2.08 2.05 -0.03 -1.3% 0.00
Volume 126,751 128,578 1,827 1.4% 534,808
Daily Pivots for day following 08-Feb-2016
Classic Woodie Camarilla DeMark
R4 39.08 37.96 34.37
R3 37.37 36.25 33.90
R2 35.66 35.66 33.74
R1 34.54 34.54 33.59 34.25
PP 33.95 33.95 33.95 33.80
S1 32.83 32.83 33.27 32.54
S2 32.24 32.24 33.12
S3 30.53 31.12 32.96
S4 28.82 29.41 32.49
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 48.39 45.95 36.96
R3 43.87 41.43 35.71
R2 39.35 39.35 35.30
R1 36.91 36.91 34.88 35.87
PP 34.83 34.83 34.83 34.31
S1 32.39 32.39 34.06 31.35
S2 30.31 30.31 33.64
S3 25.79 27.87 33.23
S4 21.27 23.35 31.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.49 32.75 3.74 11.2% 2.03 6.1% 18% False False 116,975
10 37.52 32.05 5.47 16.4% 2.29 6.9% 25% False False 101,963
20 37.52 29.85 7.67 22.9% 2.21 6.6% 47% False False 82,822
40 42.11 29.85 12.26 36.7% 1.79 5.4% 29% False False 53,135
60 48.35 29.85 18.50 55.3% 1.68 5.0% 19% False False 41,676
80 51.63 29.85 21.78 65.2% 1.56 4.7% 16% False False 33,644
100 53.22 29.85 23.37 69.9% 1.53 4.6% 15% False False 28,308
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 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 42.33
2.618 39.54
1.618 37.83
1.000 36.77
0.618 36.12
HIGH 35.06
0.618 34.41
0.500 34.21
0.382 34.00
LOW 33.35
0.618 32.29
1.000 31.64
1.618 30.58
2.618 28.87
4.250 26.08
Fisher Pivots for day following 08-Feb-2016
Pivot 1 day 3 day
R1 34.21 34.92
PP 33.95 34.42
S1 33.69 33.93

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

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