NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 18-Feb-2016
Day Change Summary
Previous Current
17-Feb-2016 18-Feb-2016 Change Change % Previous Week
Open 35.87 38.31 2.44 6.8% 37.91
High 38.00 38.65 0.65 1.7% 38.34
Low 35.63 36.93 1.30 3.6% 33.98
Close 37.68 37.38 -0.30 -0.8% 37.02
Range 2.37 1.72 -0.65 -27.4% 4.36
ATR 1.95 1.94 -0.02 -0.9% 0.00
Volume 18,024 13,787 -4,237 -23.5% 113,288
Daily Pivots for day following 18-Feb-2016
Classic Woodie Camarilla DeMark
R4 42.81 41.82 38.33
R3 41.09 40.10 37.85
R2 39.37 39.37 37.70
R1 38.38 38.38 37.54 38.02
PP 37.65 37.65 37.65 37.47
S1 36.66 36.66 37.22 36.30
S2 35.93 35.93 37.06
S3 34.21 34.94 36.91
S4 32.49 33.22 36.43
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 38.65 33.98 4.67 12.5% 2.09 5.6% 73% True False 17,626
10 39.23 33.98 5.25 14.0% 1.85 4.9% 65% False False 20,902
20 39.92 32.60 7.32 19.6% 1.99 5.3% 65% False False 18,423
40 43.12 32.22 10.90 29.2% 1.68 4.5% 47% False False 12,371
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 True
Stretch 0.45
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 45.96
2.618 43.15
1.618 41.43
1.000 40.37
0.618 39.71
HIGH 38.65
0.618 37.99
0.500 37.79
0.382 37.59
LOW 36.93
0.618 35.87
1.000 35.21
1.618 34.15
2.618 32.43
4.250 29.62
Fisher Pivots for day following 18-Feb-2016
Pivot 1 day 3 day
R1 37.79 37.30
PP 37.65 37.21
S1 37.52 37.13

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

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