NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 10-Feb-2016
Day Change Summary
Previous Current
09-Feb-2016 10-Feb-2016 Change Change % Previous Week
Open 36.06 34.19 -1.87 -5.2% 38.99
High 36.63 35.35 -1.28 -3.5% 39.39
Low 33.71 33.80 0.09 0.3% 35.40
Close 33.77 34.06 0.29 0.9% 37.10
Range 2.92 1.55 -1.37 -46.9% 3.99
ATR 1.96 1.94 -0.03 -1.4% 0.00
Volume 46,242 48,137 1,895 4.1% 173,611
Daily Pivots for day following 10-Feb-2016
Classic Woodie Camarilla DeMark
R4 39.05 38.11 34.91
R3 37.50 36.56 34.49
R2 35.95 35.95 34.34
R1 35.01 35.01 34.20 34.71
PP 34.40 34.40 34.40 34.25
S1 33.46 33.46 33.92 33.16
S2 32.85 32.85 33.78
S3 31.30 31.91 33.63
S4 29.75 30.36 33.21
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 38.61 33.71 4.90 14.4% 1.82 5.3% 7% False False 39,572
10 39.39 33.71 5.68 16.7% 1.99 5.8% 6% False False 35,969
20 39.39 31.61 7.78 22.8% 2.06 6.0% 31% False False 29,154
40 42.73 31.61 11.12 32.6% 1.69 5.0% 22% False False 19,338
60 48.35 31.61 16.74 49.1% 1.56 4.6% 15% False False 15,853
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 41.94
2.618 39.41
1.618 37.86
1.000 36.90
0.618 36.31
HIGH 35.35
0.618 34.76
0.500 34.58
0.382 34.39
LOW 33.80
0.618 32.84
1.000 32.25
1.618 31.29
2.618 29.74
4.250 27.21
Fisher Pivots for day following 10-Feb-2016
Pivot 1 day 3 day
R1 34.58 35.62
PP 34.40 35.10
S1 34.23 34.58

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

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