NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 19-Feb-2016
Day Change Summary
Previous Current
18-Feb-2016 19-Feb-2016 Change Change % Previous Week
Open 35.13 34.37 -0.76 -2.2% 33.29
High 35.83 34.62 -1.21 -3.4% 35.83
Low 34.08 33.04 -1.04 -3.1% 32.36
Close 34.55 33.39 -1.16 -3.4% 33.39
Range 1.75 1.58 -0.17 -9.7% 3.47
ATR 2.21 2.16 -0.04 -2.0% 0.00
Volume 113,097 113,852 755 0.7% 549,830
Daily Pivots for day following 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 38.42 37.49 34.26
R3 36.84 35.91 33.82
R2 35.26 35.26 33.68
R1 34.33 34.33 33.53 34.01
PP 33.68 33.68 33.68 33.52
S1 32.75 32.75 33.25 32.43
S2 32.10 32.10 33.10
S3 30.52 31.17 32.96
S4 28.94 29.59 32.52
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 44.27 42.30 35.30
R3 40.80 38.83 34.34
R2 37.33 37.33 34.03
R1 35.36 35.36 33.71 36.35
PP 33.86 33.86 33.86 34.35
S1 31.89 31.89 33.07 32.88
S2 30.39 30.39 32.75
S3 26.92 28.42 32.44
S4 23.45 24.95 31.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.83 31.71 4.12 12.3% 2.33 7.0% 41% False False 142,865
10 35.83 30.67 5.16 15.5% 2.09 6.3% 53% False False 149,081
20 37.52 30.67 6.85 20.5% 2.30 6.9% 40% False False 120,507
40 41.35 29.85 11.50 34.4% 1.98 5.9% 31% False False 79,264
60 47.45 29.85 17.60 52.7% 1.79 5.4% 20% False False 60,374
80 51.63 29.85 21.78 65.2% 1.69 5.1% 16% False False 48,287
100 53.22 29.85 23.37 70.0% 1.60 4.8% 15% False False 40,289
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.54
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 41.34
2.618 38.76
1.618 37.18
1.000 36.20
0.618 35.60
HIGH 34.62
0.618 34.02
0.500 33.83
0.382 33.64
LOW 33.04
0.618 32.06
1.000 31.46
1.618 30.48
2.618 28.90
4.250 26.33
Fisher Pivots for day following 19-Feb-2016
Pivot 1 day 3 day
R1 33.83 34.16
PP 33.68 33.90
S1 33.54 33.65

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

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