NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 12-Feb-2016
Day Change Summary
Previous Current
11-Feb-2016 12-Feb-2016 Change Change % Previous Week
Open 34.26 34.46 0.20 0.6% 37.12
High 34.57 36.32 1.75 5.1% 37.53
Low 33.14 34.18 1.04 3.1% 33.14
Close 33.28 36.24 2.96 8.9% 36.24
Range 1.43 2.14 0.71 49.7% 4.39
ATR 1.90 1.98 0.08 4.3% 0.00
Volume 47,705 31,858 -15,847 -33.2% 209,706
Daily Pivots for day following 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 42.00 41.26 37.42
R3 39.86 39.12 36.83
R2 37.72 37.72 36.63
R1 36.98 36.98 36.44 37.35
PP 35.58 35.58 35.58 35.77
S1 34.84 34.84 36.04 35.21
S2 33.44 33.44 35.85
S3 31.30 32.70 35.65
S4 29.16 30.56 35.06
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 48.81 46.91 38.65
R3 44.42 42.52 37.45
R2 40.03 40.03 37.04
R1 38.13 38.13 36.64 36.89
PP 35.64 35.64 35.64 35.01
S1 33.74 33.74 35.84 32.50
S2 31.25 31.25 35.44
S3 26.86 29.35 35.03
S4 22.47 24.96 33.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.53 33.14 4.39 12.1% 1.92 5.3% 71% False False 41,941
10 39.39 33.14 6.25 17.2% 1.94 5.3% 50% False False 38,331
20 39.39 31.61 7.78 21.5% 2.10 5.8% 60% False False 30,947
40 42.64 31.61 11.03 30.4% 1.71 4.7% 42% False False 20,828
60 48.35 31.61 16.74 46.2% 1.57 4.3% 28% False False 17,039
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 45.42
2.618 41.92
1.618 39.78
1.000 38.46
0.618 37.64
HIGH 36.32
0.618 35.50
0.500 35.25
0.382 35.00
LOW 34.18
0.618 32.86
1.000 32.04
1.618 30.72
2.618 28.58
4.250 25.09
Fisher Pivots for day following 12-Feb-2016
Pivot 1 day 3 day
R1 35.91 35.74
PP 35.58 35.23
S1 35.25 34.73

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

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