NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 03-Feb-2016
Day Change Summary
Previous Current
02-Feb-2016 03-Feb-2016 Change Change % Previous Week
Open 37.05 35.52 -1.53 -4.1% 36.45
High 37.05 38.02 0.97 2.6% 39.29
Low 35.41 35.40 -0.01 0.0% 34.05
Close 35.78 37.71 1.93 5.4% 38.99
Range 1.64 2.62 0.98 59.8% 5.24
ATR 1.93 1.98 0.05 2.6% 0.00
Volume 30,046 39,265 9,219 30.7% 135,831
Daily Pivots for day following 03-Feb-2016
Classic Woodie Camarilla DeMark
R4 44.90 43.93 39.15
R3 42.28 41.31 38.43
R2 39.66 39.66 38.19
R1 38.69 38.69 37.95 39.18
PP 37.04 37.04 37.04 37.29
S1 36.07 36.07 37.47 36.56
S2 34.42 34.42 37.23
S3 31.80 33.45 36.99
S4 29.18 30.83 36.27
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 53.16 51.32 41.87
R3 47.92 46.08 40.43
R2 42.68 42.68 39.95
R1 40.84 40.84 39.47 41.76
PP 37.44 37.44 37.44 37.91
S1 35.60 35.60 38.51 36.52
S2 32.20 32.20 38.03
S3 26.96 30.36 37.55
S4 21.72 25.12 36.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.39 35.40 3.99 10.6% 2.16 5.7% 58% False True 32,366
10 39.39 32.05 7.34 19.5% 2.37 6.3% 77% False False 28,482
20 40.73 31.61 9.12 24.2% 2.08 5.5% 67% False False 23,195
40 45.11 31.61 13.50 35.8% 1.64 4.3% 45% False False 16,474
60 49.81 31.61 18.20 48.3% 1.50 4.0% 34% False False 12,838
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 49.16
2.618 44.88
1.618 42.26
1.000 40.64
0.618 39.64
HIGH 38.02
0.618 37.02
0.500 36.71
0.382 36.40
LOW 35.40
0.618 33.78
1.000 32.78
1.618 31.16
2.618 28.54
4.250 24.27
Fisher Pivots for day following 03-Feb-2016
Pivot 1 day 3 day
R1 37.38 37.61
PP 37.04 37.50
S1 36.71 37.40

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

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