NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 05-Feb-2016
Day Change Summary
Previous Current
04-Feb-2016 05-Feb-2016 Change Change % Previous Week
Open 37.00 36.38 -0.62 -1.7% 38.08
High 37.65 37.19 -0.46 -1.2% 38.46
Low 35.94 35.71 -0.23 -0.6% 34.18
Close 36.30 35.94 -0.36 -1.0% 35.94
Range 1.71 1.48 -0.23 -13.5% 4.28
ATR 2.07 2.03 -0.04 -2.0% 0.00
Volume 107,562 88,679 -18,883 -17.6% 467,740
Daily Pivots for day following 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 40.72 39.81 36.75
R3 39.24 38.33 36.35
R2 37.76 37.76 36.21
R1 36.85 36.85 36.08 36.57
PP 36.28 36.28 36.28 36.14
S1 35.37 35.37 35.80 35.09
S2 34.80 34.80 35.67
S3 33.32 33.89 35.53
S4 31.84 32.41 35.13
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 49.03 46.77 38.29
R3 44.75 42.49 37.12
R2 40.47 40.47 36.72
R1 38.21 38.21 36.33 37.20
PP 36.19 36.19 36.19 35.69
S1 33.93 33.93 35.55 32.92
S2 31.91 31.91 35.16
S3 27.63 29.65 34.76
S4 23.35 25.37 33.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.46 34.18 4.28 11.9% 2.10 5.8% 41% False False 93,548
10 38.52 33.18 5.34 14.9% 2.29 6.4% 52% False False 90,008
20 38.59 30.79 7.80 21.7% 2.16 6.0% 66% False False 79,267
40 43.51 30.79 12.72 35.4% 1.77 4.9% 40% False False 56,826
60 49.02 30.79 18.23 50.7% 1.67 4.7% 28% False False 48,386
80 52.04 30.79 21.25 59.1% 1.60 4.4% 24% False False 42,762
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 0.45
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 43.48
2.618 41.06
1.618 39.58
1.000 38.67
0.618 38.10
HIGH 37.19
0.618 36.62
0.500 36.45
0.382 36.28
LOW 35.71
0.618 34.80
1.000 34.23
1.618 33.32
2.618 31.84
4.250 29.42
Fisher Pivots for day following 05-Feb-2016
Pivot 1 day 3 day
R1 36.45 35.93
PP 36.28 35.92
S1 36.11 35.92

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

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