NYMEX Light Sweet Crude Oil Future June 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 36.27 35.57 -0.70 -1.9% 34.68
High 37.04 35.81 -1.23 -3.3% 37.05
Low 35.29 34.30 -0.99 -2.8% 33.69
Close 35.76 34.59 -1.17 -3.3% 34.59
Range 1.75 1.51 -0.24 -13.7% 3.36
ATR 2.17 2.12 -0.05 -2.2% 0.00
Volume 76,864 72,363 -4,501 -5.9% 350,738
Daily Pivots for day following 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 39.43 38.52 35.42
R3 37.92 37.01 35.01
R2 36.41 36.41 34.87
R1 35.50 35.50 34.73 35.20
PP 34.90 34.90 34.90 34.75
S1 33.99 33.99 34.45 33.69
S2 33.39 33.39 34.31
S3 31.88 32.48 34.17
S4 30.37 30.97 33.76
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 45.19 43.25 36.44
R3 41.83 39.89 35.51
R2 38.47 38.47 35.21
R1 36.53 36.53 34.90 35.82
PP 35.11 35.11 35.11 34.76
S1 33.17 33.17 34.28 32.46
S2 31.75 31.75 33.97
S3 28.39 29.81 33.67
S4 25.03 26.45 32.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.05 33.14 3.91 11.3% 2.29 6.6% 37% False False 91,135
10 37.19 32.10 5.09 14.7% 2.06 6.0% 49% False False 99,139
20 38.52 32.10 6.42 18.6% 2.25 6.5% 39% False False 94,227
40 42.07 30.79 11.28 32.6% 1.95 5.6% 34% False False 70,029
60 48.02 30.79 17.23 49.8% 1.79 5.2% 22% False False 59,108
80 52.04 30.79 21.25 61.4% 1.70 4.9% 18% False False 51,340
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 42.23
2.618 39.76
1.618 38.25
1.000 37.32
0.618 36.74
HIGH 35.81
0.618 35.23
0.500 35.06
0.382 34.88
LOW 34.30
0.618 33.37
1.000 32.79
1.618 31.86
2.618 30.35
4.250 27.88
Fisher Pivots for day following 19-Feb-2016
Pivot 1 day 3 day
R1 35.06 35.43
PP 34.90 35.15
S1 34.75 34.87

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

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