NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 22-Feb-2016
Day Change Summary
Previous Current
19-Feb-2016 22-Feb-2016 Change Change % Previous Week
Open 35.57 34.80 -0.77 -2.2% 34.68
High 35.81 36.45 0.64 1.8% 37.05
Low 34.30 34.45 0.15 0.4% 33.69
Close 34.59 36.18 1.59 4.6% 34.59
Range 1.51 2.00 0.49 32.5% 3.36
ATR 2.12 2.11 -0.01 -0.4% 0.00
Volume 72,363 101,792 29,429 40.7% 350,738
Daily Pivots for day following 22-Feb-2016
Classic Woodie Camarilla DeMark
R4 41.69 40.94 37.28
R3 39.69 38.94 36.73
R2 37.69 37.69 36.55
R1 36.94 36.94 36.36 37.32
PP 35.69 35.69 35.69 35.88
S1 34.94 34.94 36.00 35.32
S2 33.69 33.69 35.81
S3 31.69 32.94 35.63
S4 29.69 30.94 35.08
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 33.69 3.36 9.3% 2.26 6.2% 74% False False 90,506
10 37.05 32.10 4.95 13.7% 2.11 5.8% 82% False False 100,450
20 38.52 32.10 6.42 17.7% 2.20 6.1% 64% False False 95,229
40 42.07 30.79 11.28 31.2% 1.99 5.5% 48% False False 71,680
60 48.02 30.79 17.23 47.6% 1.79 4.9% 31% False False 60,337
80 52.04 30.79 21.25 58.7% 1.72 4.7% 25% False False 52,383
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 44.95
2.618 41.69
1.618 39.69
1.000 38.45
0.618 37.69
HIGH 36.45
0.618 35.69
0.500 35.45
0.382 35.21
LOW 34.45
0.618 33.21
1.000 32.45
1.618 31.21
2.618 29.21
4.250 25.95
Fisher Pivots for day following 22-Feb-2016
Pivot 1 day 3 day
R1 35.94 36.01
PP 35.69 35.84
S1 35.45 35.67

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

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