NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 22-Feb-2016
Day Change Summary
Previous Current
19-Feb-2016 22-Feb-2016 Change Change % Previous Week
Open 36.40 35.60 -0.80 -2.2% 35.73
High 36.72 37.26 0.54 1.5% 38.03
Low 35.25 35.59 0.34 1.0% 34.74
Close 35.50 37.04 1.54 4.3% 35.50
Range 1.47 1.67 0.20 13.6% 3.29
ATR 2.05 2.03 -0.02 -1.0% 0.00
Volume 29,375 43,186 13,811 47.0% 137,589
Daily Pivots for day following 22-Feb-2016
Classic Woodie Camarilla DeMark
R4 41.64 41.01 37.96
R3 39.97 39.34 37.50
R2 38.30 38.30 37.35
R1 37.67 37.67 37.19 37.99
PP 36.63 36.63 36.63 36.79
S1 36.00 36.00 36.89 36.32
S2 34.96 34.96 36.73
S3 33.29 34.33 36.58
S4 31.62 32.66 36.12
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 45.96 44.02 37.31
R3 42.67 40.73 36.40
R2 39.38 39.38 36.10
R1 37.44 37.44 35.80 36.77
PP 36.09 36.09 36.09 35.75
S1 34.15 34.15 35.20 33.48
S2 32.80 32.80 34.90
S3 29.51 30.86 34.60
S4 26.22 27.57 33.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.03 34.74 3.29 8.9% 2.16 5.8% 70% False False 36,155
10 38.03 33.14 4.89 13.2% 2.04 5.5% 80% False False 39,048
20 39.39 33.14 6.25 16.9% 2.10 5.7% 62% False False 34,996
40 42.64 31.61 11.03 29.8% 1.87 5.1% 49% False False 24,323
60 48.35 31.61 16.74 45.2% 1.65 4.5% 32% False False 19,458
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.36
2.618 41.63
1.618 39.96
1.000 38.93
0.618 38.29
HIGH 37.26
0.618 36.62
0.500 36.43
0.382 36.23
LOW 35.59
0.618 34.56
1.000 33.92
1.618 32.89
2.618 31.22
4.250 28.49
Fisher Pivots for day following 22-Feb-2016
Pivot 1 day 3 day
R1 36.84 36.89
PP 36.63 36.74
S1 36.43 36.59

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

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