NYMEX Light Sweet Crude Oil Future June 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 33.35 34.68 1.33 4.0% 35.99
High 35.32 37.05 1.73 4.9% 36.52
Low 33.14 33.69 0.55 1.7% 32.10
Close 35.24 33.93 -1.31 -3.7% 35.24
Range 2.18 3.36 1.18 54.1% 4.42
ATR 2.07 2.17 0.09 4.4% 0.00
Volume 104,939 106,544 1,605 1.5% 551,978
Daily Pivots for day following 16-Feb-2016
Classic Woodie Camarilla DeMark
R4 44.97 42.81 35.78
R3 41.61 39.45 34.85
R2 38.25 38.25 34.55
R1 36.09 36.09 34.24 35.49
PP 34.89 34.89 34.89 34.59
S1 32.73 32.73 33.62 32.13
S2 31.53 31.53 33.31
S3 28.17 29.37 33.01
S4 24.81 26.01 32.08
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 47.88 45.98 37.67
R3 43.46 41.56 36.46
R2 39.04 39.04 36.05
R1 37.14 37.14 35.65 35.88
PP 34.62 34.62 34.62 33.99
S1 32.72 32.72 34.83 31.46
S2 30.20 30.20 34.43
S3 25.78 28.30 34.02
S4 21.36 23.88 32.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.05 32.10 4.95 14.6% 2.30 6.8% 37% True False 114,672
10 37.65 32.10 5.55 16.4% 2.11 6.2% 33% False False 105,828
20 38.52 30.79 7.73 22.8% 2.26 6.6% 41% False False 94,093
40 42.07 30.79 11.28 33.2% 1.88 5.5% 28% False False 65,797
60 48.02 30.79 17.23 50.8% 1.75 5.1% 18% False False 56,313
80 52.04 30.79 21.25 62.6% 1.67 4.9% 15% False False 49,106
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 0.48
Widest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 51.33
2.618 45.85
1.618 42.49
1.000 40.41
0.618 39.13
HIGH 37.05
0.618 35.77
0.500 35.37
0.382 34.97
LOW 33.69
0.618 31.61
1.000 30.33
1.618 28.25
2.618 24.89
4.250 19.41
Fisher Pivots for day following 16-Feb-2016
Pivot 1 day 3 day
R1 35.37 34.58
PP 34.89 34.36
S1 34.41 34.15

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

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