NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 26-Feb-2016
Day Change Summary
Previous Current
25-Feb-2016 26-Feb-2016 Change Change % Previous Week
Open 35.43 36.00 0.57 1.6% 34.80
High 36.50 37.65 1.15 3.2% 37.65
Low 34.42 35.68 1.26 3.7% 33.76
Close 36.12 35.83 -0.29 -0.8% 35.83
Range 2.08 1.97 -0.11 -5.3% 3.89
ATR 2.09 2.08 -0.01 -0.4% 0.00
Volume 110,402 108,111 -2,291 -2.1% 503,285
Daily Pivots for day following 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 42.30 41.03 36.91
R3 40.33 39.06 36.37
R2 38.36 38.36 36.19
R1 37.09 37.09 36.01 36.74
PP 36.39 36.39 36.39 36.21
S1 35.12 35.12 35.65 34.77
S2 34.42 34.42 35.47
S3 32.45 33.15 35.29
S4 30.48 31.18 34.75
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 47.42 45.51 37.97
R3 43.53 41.62 36.90
R2 39.64 39.64 36.54
R1 37.73 37.73 36.19 38.69
PP 35.75 35.75 35.75 36.22
S1 33.84 33.84 35.47 34.80
S2 31.86 31.86 35.12
S3 27.97 29.95 34.76
S4 24.08 26.06 33.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.65 33.76 3.89 10.9% 2.00 5.6% 53% True False 100,657
10 37.65 33.14 4.51 12.6% 2.15 6.0% 60% True False 95,896
20 38.46 32.10 6.36 17.8% 2.05 5.7% 59% False False 98,544
40 42.07 30.79 11.28 31.5% 2.06 5.7% 45% False False 79,765
60 46.54 30.79 15.75 44.0% 1.83 5.1% 32% False False 65,403
80 52.04 30.79 21.25 59.3% 1.73 4.8% 24% False False 55,866
100 53.77 30.79 22.98 64.1% 1.69 4.7% 22% False False 50,506
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.02
2.618 42.81
1.618 40.84
1.000 39.62
0.618 38.87
HIGH 37.65
0.618 36.90
0.500 36.67
0.382 36.43
LOW 35.68
0.618 34.46
1.000 33.71
1.618 32.49
2.618 30.52
4.250 27.31
Fisher Pivots for day following 26-Feb-2016
Pivot 1 day 3 day
R1 36.67 35.79
PP 36.39 35.75
S1 36.11 35.71

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

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