NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 16-Feb-2016
Day Change Summary
Previous Current
12-Feb-2016 16-Feb-2016 Change Change % Previous Week
Open 31.97 33.29 1.32 4.1% 34.52
High 33.93 35.68 1.75 5.2% 35.06
Low 31.71 32.36 0.65 2.0% 30.67
Close 33.85 32.64 -1.21 -3.6% 33.85
Range 2.22 3.32 1.10 49.5% 4.39
ATR 2.11 2.20 0.09 4.1% 0.00
Volume 164,498 172,830 8,332 5.1% 814,234
Daily Pivots for day following 16-Feb-2016
Classic Woodie Camarilla DeMark
R4 43.52 41.40 34.47
R3 40.20 38.08 33.55
R2 36.88 36.88 33.25
R1 34.76 34.76 32.94 34.16
PP 33.56 33.56 33.56 33.26
S1 31.44 31.44 32.34 30.84
S2 30.24 30.24 32.03
S3 26.92 28.12 31.73
S4 23.60 24.80 30.81
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 46.36 44.50 36.26
R3 41.97 40.11 35.06
R2 37.58 37.58 34.65
R1 35.72 35.72 34.25 34.46
PP 33.19 33.19 33.19 32.56
S1 31.33 31.33 33.45 30.07
S2 28.80 28.80 33.05
S3 24.41 26.94 32.64
S4 20.02 22.55 31.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.68 30.67 5.01 15.3% 2.30 7.1% 39% True False 171,697
10 36.49 30.67 5.82 17.8% 2.17 6.6% 34% False False 144,336
20 37.52 29.85 7.67 23.5% 2.31 7.1% 36% False False 112,701
40 41.35 29.85 11.50 35.2% 1.90 5.8% 24% False False 71,143
60 47.45 29.85 17.60 53.9% 1.75 5.3% 16% False False 54,943
80 51.63 29.85 21.78 66.7% 1.65 5.0% 13% False False 43,898
100 53.22 29.85 23.37 71.6% 1.58 4.8% 12% False False 36,713
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 114 trading days
Fibonacci Retracements and Extensions
4.250 49.79
2.618 44.37
1.618 41.05
1.000 39.00
0.618 37.73
HIGH 35.68
0.618 34.41
0.500 34.02
0.382 33.63
LOW 32.36
0.618 30.31
1.000 29.04
1.618 26.99
2.618 23.67
4.250 18.25
Fisher Pivots for day following 16-Feb-2016
Pivot 1 day 3 day
R1 34.02 33.18
PP 33.56 33.00
S1 33.10 32.82

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

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