NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 08-Feb-2016
Day Change Summary
Previous Current
05-Feb-2016 08-Feb-2016 Change Change % Previous Week
Open 36.38 35.99 -0.39 -1.1% 38.08
High 37.19 36.52 -0.67 -1.8% 38.46
Low 35.71 34.82 -0.89 -2.5% 34.18
Close 35.94 34.92 -1.02 -2.8% 35.94
Range 1.48 1.70 0.22 14.9% 4.28
ATR 2.03 2.01 -0.02 -1.2% 0.00
Volume 88,679 85,158 -3,521 -4.0% 467,740
Daily Pivots for day following 08-Feb-2016
Classic Woodie Camarilla DeMark
R4 40.52 39.42 35.86
R3 38.82 37.72 35.39
R2 37.12 37.12 35.23
R1 36.02 36.02 35.08 35.72
PP 35.42 35.42 35.42 35.27
S1 34.32 34.32 34.76 34.02
S2 33.72 33.72 34.61
S3 32.02 32.62 34.45
S4 30.32 30.92 33.99
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 37.65 34.18 3.47 9.9% 1.93 5.5% 21% False False 96,984
10 38.52 33.18 5.34 15.3% 2.20 6.3% 33% False False 90,758
20 38.52 30.79 7.73 22.1% 2.16 6.2% 53% False False 81,039
40 42.73 30.79 11.94 34.2% 1.77 5.1% 35% False False 57,585
60 48.75 30.79 17.96 51.4% 1.68 4.8% 23% False False 49,515
80 52.04 30.79 21.25 60.9% 1.60 4.6% 19% False False 43,393
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 43.75
2.618 40.97
1.618 39.27
1.000 38.22
0.618 37.57
HIGH 36.52
0.618 35.87
0.500 35.67
0.382 35.47
LOW 34.82
0.618 33.77
1.000 33.12
1.618 32.07
2.618 30.37
4.250 27.60
Fisher Pivots for day following 08-Feb-2016
Pivot 1 day 3 day
R1 35.67 36.24
PP 35.42 35.80
S1 35.17 35.36

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

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