NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 05-Feb-2016
Day Change Summary
Previous Current
04-Feb-2016 05-Feb-2016 Change Change % Previous Week
Open 37.71 37.59 -0.12 -0.3% 38.99
High 38.61 38.30 -0.31 -0.8% 39.39
Low 36.94 36.88 -0.06 -0.2% 35.40
Close 37.39 37.10 -0.29 -0.8% 37.10
Range 1.67 1.42 -0.25 -15.0% 3.99
ATR 1.96 1.92 -0.04 -2.0% 0.00
Volume 37,306 30,413 -6,893 -18.5% 173,611
Daily Pivots for day following 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 41.69 40.81 37.88
R3 40.27 39.39 37.49
R2 38.85 38.85 37.36
R1 37.97 37.97 37.23 37.70
PP 37.43 37.43 37.43 37.29
S1 36.55 36.55 36.97 36.28
S2 36.01 36.01 36.84
S3 34.59 35.13 36.71
S4 33.17 33.71 36.32
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 49.27 47.17 39.29
R3 45.28 43.18 38.20
R2 41.29 41.29 37.83
R1 39.19 39.19 37.47 38.25
PP 37.30 37.30 37.30 36.82
S1 35.20 35.20 36.73 34.26
S2 33.31 33.31 36.37
S3 29.32 31.21 36.00
S4 25.33 27.22 34.91
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 10.8% 1.96 5.3% 43% False False 34,722
10 39.39 34.05 5.34 14.4% 2.16 5.8% 57% False False 30,944
20 39.39 31.61 7.78 21.0% 2.03 5.5% 71% False False 25,297
40 43.93 31.61 12.32 33.2% 1.63 4.4% 45% False False 17,305
60 49.30 31.61 17.69 47.7% 1.51 4.1% 31% False False 13,832
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 44.34
2.618 42.02
1.618 40.60
1.000 39.72
0.618 39.18
HIGH 38.30
0.618 37.76
0.500 37.59
0.382 37.42
LOW 36.88
0.618 36.00
1.000 35.46
1.618 34.58
2.618 33.16
4.250 30.85
Fisher Pivots for day following 05-Feb-2016
Pivot 1 day 3 day
R1 37.59 37.07
PP 37.43 37.04
S1 37.26 37.01

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

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