NYMEX Light Sweet Crude Oil Future August 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 37.12 36.40 -0.72 -1.9% 36.56
High 37.40 37.92 0.52 1.4% 38.65
Low 36.00 36.40 0.40 1.1% 35.60
Close 36.22 37.73 1.51 4.2% 36.22
Range 1.40 1.52 0.12 8.6% 3.05
ATR 1.90 1.88 -0.01 -0.7% 0.00
Volume 14,818 27,215 12,397 83.7% 65,400
Daily Pivots for day following 22-Feb-2016
Classic Woodie Camarilla DeMark
R4 41.91 41.34 38.57
R3 40.39 39.82 38.15
R2 38.87 38.87 38.01
R1 38.30 38.30 37.87 38.59
PP 37.35 37.35 37.35 37.49
S1 36.78 36.78 37.59 37.07
S2 35.83 35.83 37.45
S3 34.31 35.26 37.31
S4 32.79 33.74 36.89
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 45.97 44.15 37.90
R3 42.92 41.10 37.06
R2 39.87 39.87 36.78
R1 38.05 38.05 36.50 37.44
PP 36.82 36.82 36.82 36.52
S1 35.00 35.00 35.94 34.39
S2 33.77 33.77 35.66
S3 30.72 31.95 35.38
S4 27.67 28.90 34.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.65 35.60 3.05 8.1% 2.00 5.3% 70% False False 18,523
10 38.65 33.98 4.67 12.4% 1.89 5.0% 80% False False 20,590
20 39.92 33.98 5.94 15.7% 1.88 5.0% 63% False False 19,481
40 43.12 32.22 10.90 28.9% 1.72 4.6% 51% False False 13,193
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.38
2.618 41.90
1.618 40.38
1.000 39.44
0.618 38.86
HIGH 37.92
0.618 37.34
0.500 37.16
0.382 36.98
LOW 36.40
0.618 35.46
1.000 34.88
1.618 33.94
2.618 32.42
4.250 29.94
Fisher Pivots for day following 22-Feb-2016
Pivot 1 day 3 day
R1 37.54 37.60
PP 37.35 37.46
S1 37.16 37.33

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

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