NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 03-Feb-2016
Day Change Summary
Previous Current
02-Feb-2016 03-Feb-2016 Change Change % Previous Week
Open 36.07 34.44 -1.63 -4.5% 35.61
High 36.13 37.04 0.91 2.5% 38.52
Low 34.25 34.18 -0.07 -0.2% 33.18
Close 34.63 36.67 2.04 5.9% 38.00
Range 1.88 2.86 0.98 52.1% 5.34
ATR 2.04 2.10 0.06 2.9% 0.00
Volume 88,187 115,336 27,149 30.8% 432,347
Daily Pivots for day following 03-Feb-2016
Classic Woodie Camarilla DeMark
R4 44.54 43.47 38.24
R3 41.68 40.61 37.46
R2 38.82 38.82 37.19
R1 37.75 37.75 36.93 38.29
PP 35.96 35.96 35.96 36.23
S1 34.89 34.89 36.41 35.43
S2 33.10 33.10 36.15
S3 30.24 32.03 35.88
S4 27.38 29.17 35.10
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 52.59 50.63 40.94
R3 47.25 45.29 39.47
R2 41.91 41.91 38.98
R1 39.95 39.95 38.49 40.93
PP 36.57 36.57 36.57 37.06
S1 34.61 34.61 37.51 35.59
S2 31.23 31.23 37.02
S3 25.89 29.27 36.53
S4 20.55 23.93 35.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.52 34.18 4.34 11.8% 2.33 6.4% 57% False True 92,553
10 38.52 31.26 7.26 19.8% 2.49 6.8% 75% False False 87,230
20 40.25 30.79 9.46 25.8% 2.22 6.1% 62% False False 73,996
40 44.83 30.79 14.04 38.3% 1.78 4.9% 42% False False 55,127
60 49.73 30.79 18.94 51.6% 1.66 4.5% 31% False False 46,071
80 53.77 30.79 22.98 62.7% 1.61 4.4% 26% False False 41,267
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 49.20
2.618 44.53
1.618 41.67
1.000 39.90
0.618 38.81
HIGH 37.04
0.618 35.95
0.500 35.61
0.382 35.27
LOW 34.18
0.618 32.41
1.000 31.32
1.618 29.55
2.618 26.69
4.250 22.03
Fisher Pivots for day following 03-Feb-2016
Pivot 1 day 3 day
R1 36.32 36.55
PP 35.96 36.44
S1 35.61 36.32

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

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