NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 24-Feb-2016
Day Change Summary
Previous Current
23-Feb-2016 24-Feb-2016 Change Change % Previous Week
Open 36.16 34.50 -1.66 -4.6% 34.68
High 36.44 35.62 -0.82 -2.3% 37.05
Low 34.37 33.76 -0.61 -1.8% 33.69
Close 34.86 35.44 0.58 1.7% 34.59
Range 2.07 1.86 -0.21 -10.1% 3.36
ATR 2.11 2.09 -0.02 -0.9% 0.00
Volume 79,015 103,965 24,950 31.6% 350,738
Daily Pivots for day following 24-Feb-2016
Classic Woodie Camarilla DeMark
R4 40.52 39.84 36.46
R3 38.66 37.98 35.95
R2 36.80 36.80 35.78
R1 36.12 36.12 35.61 36.46
PP 34.94 34.94 34.94 35.11
S1 34.26 34.26 35.27 34.60
S2 33.08 33.08 35.10
S3 31.22 32.40 34.93
S4 29.36 30.54 34.42
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 37.04 33.76 3.28 9.3% 1.84 5.2% 51% False True 86,799
10 37.05 32.10 4.95 14.0% 2.04 5.8% 67% False False 99,041
20 38.52 32.10 6.42 18.1% 2.12 6.0% 52% False False 96,583
40 42.07 30.79 11.28 31.8% 2.02 5.7% 41% False False 74,968
60 47.83 30.79 17.04 48.1% 1.81 5.1% 27% False False 62,385
80 52.04 30.79 21.25 60.0% 1.71 4.8% 22% False False 53,810
100 53.77 30.79 22.98 64.8% 1.69 4.8% 20% False False 48,898
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.48
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 43.53
2.618 40.49
1.618 38.63
1.000 37.48
0.618 36.77
HIGH 35.62
0.618 34.91
0.500 34.69
0.382 34.47
LOW 33.76
0.618 32.61
1.000 31.90
1.618 30.75
2.618 28.89
4.250 25.86
Fisher Pivots for day following 24-Feb-2016
Pivot 1 day 3 day
R1 35.19 35.33
PP 34.94 35.22
S1 34.69 35.11

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

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