NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 29-Feb-2016
Day Change Summary
Previous Current
26-Feb-2016 29-Feb-2016 Change Change % Previous Week
Open 36.75 36.75 0.00 0.0% 35.60
High 38.48 37.95 -0.53 -1.4% 38.48
Low 36.57 36.47 -0.10 -0.3% 34.74
Close 36.72 37.79 1.07 2.9% 36.72
Range 1.91 1.48 -0.43 -22.5% 3.74
ATR 1.99 1.96 -0.04 -1.8% 0.00
Volume 35,345 32,651 -2,694 -7.6% 174,877
Daily Pivots for day following 29-Feb-2016
Classic Woodie Camarilla DeMark
R4 41.84 41.30 38.60
R3 40.36 39.82 38.20
R2 38.88 38.88 38.06
R1 38.34 38.34 37.93 38.61
PP 37.40 37.40 37.40 37.54
S1 36.86 36.86 37.65 37.13
S2 35.92 35.92 37.52
S3 34.44 35.38 37.38
S4 32.96 33.90 36.98
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 47.87 46.03 38.78
R3 44.13 42.29 37.75
R2 40.39 40.39 37.41
R1 38.55 38.55 37.06 39.47
PP 36.65 36.65 36.65 37.11
S1 34.81 34.81 36.38 35.73
S2 32.91 32.91 36.03
S3 29.17 31.07 35.69
S4 25.43 27.33 34.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.48 34.74 3.74 9.9% 1.82 4.8% 82% False False 32,868
10 38.48 34.74 3.74 9.9% 1.99 5.3% 82% False False 34,511
20 39.39 33.14 6.25 16.5% 1.97 5.2% 74% False False 36,421
40 42.64 31.61 11.03 29.2% 1.97 5.2% 56% False False 27,935
60 46.98 31.61 15.37 40.7% 1.71 4.5% 40% False False 21,702
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 0.46
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 44.24
2.618 41.82
1.618 40.34
1.000 39.43
0.618 38.86
HIGH 37.95
0.618 37.38
0.500 37.21
0.382 37.04
LOW 36.47
0.618 35.56
1.000 34.99
1.618 34.08
2.618 32.60
4.250 30.18
Fisher Pivots for day following 29-Feb-2016
Pivot 1 day 3 day
R1 37.60 37.51
PP 37.40 37.24
S1 37.21 36.96

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

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