NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 23-Feb-2016
Day Change Summary
Previous Current
22-Feb-2016 23-Feb-2016 Change Change % Previous Week
Open 36.40 37.73 1.33 3.7% 36.56
High 37.92 37.97 0.05 0.1% 38.65
Low 36.40 36.10 -0.30 -0.8% 35.60
Close 37.73 36.52 -1.21 -3.2% 36.22
Range 1.52 1.87 0.35 23.0% 3.05
ATR 1.88 1.88 0.00 -0.1% 0.00
Volume 27,215 15,750 -11,465 -42.1% 65,400
Daily Pivots for day following 23-Feb-2016
Classic Woodie Camarilla DeMark
R4 42.47 41.37 37.55
R3 40.60 39.50 37.03
R2 38.73 38.73 36.86
R1 37.63 37.63 36.69 37.25
PP 36.86 36.86 36.86 36.67
S1 35.76 35.76 36.35 35.38
S2 34.99 34.99 36.18
S3 33.12 33.89 36.01
S4 31.25 32.02 35.49
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 35.63 3.02 8.3% 1.78 4.9% 29% False False 17,918
10 38.65 33.98 4.67 12.8% 1.94 5.3% 54% False False 19,447
20 39.92 33.98 5.94 16.3% 1.87 5.1% 43% False False 19,340
40 43.12 32.22 10.90 29.8% 1.73 4.7% 39% False False 13,472
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 45.92
2.618 42.87
1.618 41.00
1.000 39.84
0.618 39.13
HIGH 37.97
0.618 37.26
0.500 37.04
0.382 36.81
LOW 36.10
0.618 34.94
1.000 34.23
1.618 33.07
2.618 31.20
4.250 28.15
Fisher Pivots for day following 23-Feb-2016
Pivot 1 day 3 day
R1 37.04 36.99
PP 36.86 36.83
S1 36.69 36.68

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

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