NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 17-Feb-2016
Day Change Summary
Previous Current
16-Feb-2016 17-Feb-2016 Change Change % Previous Week
Open 36.56 35.87 -0.69 -1.9% 37.91
High 38.58 38.00 -0.58 -1.5% 38.34
Low 35.60 35.63 0.03 0.1% 33.98
Close 35.68 37.68 2.00 5.6% 37.02
Range 2.98 2.37 -0.61 -20.5% 4.36
ATR 1.92 1.95 0.03 1.7% 0.00
Volume 18,771 18,024 -747 -4.0% 113,288
Daily Pivots for day following 17-Feb-2016
Classic Woodie Camarilla DeMark
R4 44.21 43.32 38.98
R3 41.84 40.95 38.33
R2 39.47 39.47 38.11
R1 38.58 38.58 37.90 39.03
PP 37.10 37.10 37.10 37.33
S1 36.21 36.21 37.46 36.66
S2 34.73 34.73 37.25
S3 32.36 33.84 37.03
S4 29.99 31.47 36.38
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 49.53 47.63 39.42
R3 45.17 43.27 38.22
R2 40.81 40.81 37.82
R1 38.91 38.91 37.42 37.68
PP 36.45 36.45 36.45 35.83
S1 34.55 34.55 36.62 33.32
S2 32.09 32.09 36.22
S3 27.73 30.19 35.82
S4 23.37 25.83 34.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.58 33.98 4.60 12.2% 1.98 5.3% 80% False False 20,060
10 39.23 33.98 5.25 13.9% 1.92 5.1% 70% False False 21,513
20 39.92 32.22 7.70 20.4% 1.98 5.2% 71% False False 18,398
40 43.12 32.22 10.90 28.9% 1.66 4.4% 50% False False 12,095
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.07
2.618 44.20
1.618 41.83
1.000 40.37
0.618 39.46
HIGH 38.00
0.618 37.09
0.500 36.82
0.382 36.54
LOW 35.63
0.618 34.17
1.000 33.26
1.618 31.80
2.618 29.43
4.250 25.56
Fisher Pivots for day following 17-Feb-2016
Pivot 1 day 3 day
R1 37.39 37.40
PP 37.10 37.11
S1 36.82 36.83

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

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