NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 31.89 31.57 -0.32 -1.0% 36.92
High 32.93 32.05 -0.88 -2.7% 37.27
Low 31.26 30.67 -0.59 -1.9% 32.75
Close 31.52 30.76 -0.76 -2.4% 34.47
Range 1.67 1.38 -0.29 -17.4% 4.52
ATR 2.08 2.03 -0.05 -2.4% 0.00
Volume 186,709 179,754 -6,955 -3.7% 534,808
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 35.30 34.41 31.52
R3 33.92 33.03 31.14
R2 32.54 32.54 31.01
R1 31.65 31.65 30.89 31.41
PP 31.16 31.16 31.16 31.04
S1 30.27 30.27 30.63 30.03
S2 29.78 29.78 30.51
S3 28.40 28.89 30.38
S4 27.02 27.51 30.00
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 35.81 30.67 5.14 16.7% 1.86 6.0% 2% False True 155,297
10 37.29 30.67 6.62 21.5% 2.03 6.6% 1% False True 127,072
20 37.52 29.85 7.67 24.9% 2.21 7.2% 12% False False 102,093
40 41.66 29.85 11.81 38.4% 1.84 6.0% 8% False False 64,032
60 47.45 29.85 17.60 57.2% 1.70 5.5% 5% False False 49,650
80 51.63 29.85 21.78 70.8% 1.60 5.2% 4% False False 39,879
100 53.22 29.85 23.37 76.0% 1.55 5.0% 4% False False 33,410
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.51
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 37.92
2.618 35.66
1.618 34.28
1.000 33.43
0.618 32.90
HIGH 32.05
0.618 31.52
0.500 31.36
0.382 31.20
LOW 30.67
0.618 29.82
1.000 29.29
1.618 28.44
2.618 27.06
4.250 24.81
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 31.36 32.44
PP 31.16 31.88
S1 30.96 31.32

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

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