NYMEX Light Sweet Crude Oil Future August 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 37.10 35.05 -2.05 -5.5% 39.08
High 37.49 35.85 -1.64 -4.4% 39.50
Low 34.56 34.67 0.11 0.3% 36.28
Close 34.58 34.90 0.32 0.9% 37.99
Range 2.93 1.18 -1.75 -59.7% 3.22
ATR 1.82 1.78 -0.04 -2.2% 0.00
Volume 22,605 25,955 3,350 14.8% 109,830
Daily Pivots for day following 10-Feb-2016
Classic Woodie Camarilla DeMark
R4 38.68 37.97 35.55
R3 37.50 36.79 35.22
R2 36.32 36.32 35.12
R1 35.61 35.61 35.01 35.38
PP 35.14 35.14 35.14 35.02
S1 34.43 34.43 34.79 34.20
S2 33.96 33.96 34.68
S3 32.78 33.25 34.58
S4 31.60 32.07 34.25
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 47.58 46.01 39.76
R3 44.36 42.79 38.88
R2 41.14 41.14 38.58
R1 39.57 39.57 38.29 38.75
PP 37.92 37.92 37.92 37.51
S1 36.35 36.35 37.69 35.53
S2 34.70 34.70 37.40
S3 31.48 33.13 37.10
S4 28.26 29.91 36.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.23 34.56 4.67 13.4% 1.60 4.6% 7% False False 24,178
10 39.92 34.56 5.36 15.4% 1.73 5.0% 6% False False 21,233
20 39.92 32.22 7.70 22.1% 1.86 5.3% 35% False False 16,670
40 43.24 32.22 11.02 31.6% 1.56 4.5% 24% False False 10,671
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 0.36
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 40.87
2.618 38.94
1.618 37.76
1.000 37.03
0.618 36.58
HIGH 35.85
0.618 35.40
0.500 35.26
0.382 35.12
LOW 34.67
0.618 33.94
1.000 33.49
1.618 32.76
2.618 31.58
4.250 29.66
Fisher Pivots for day following 10-Feb-2016
Pivot 1 day 3 day
R1 35.26 36.45
PP 35.14 35.93
S1 35.02 35.42

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

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