NYMEX Light Sweet Crude Oil Future September 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 36.87 38.30 1.43 3.9% 37.04
High 38.52 38.59 0.07 0.2% 39.23
Low 36.87 36.73 -0.14 -0.4% 36.18
Close 38.35 37.18 -1.17 -3.1% 36.87
Range 1.65 1.86 0.21 12.7% 3.05
ATR 1.88 1.87 0.00 -0.1% 0.00
Volume 27,191 20,049 -7,142 -26.3% 74,171
Daily Pivots for day following 23-Feb-2016
Classic Woodie Camarilla DeMark
R4 43.08 41.99 38.20
R3 41.22 40.13 37.69
R2 39.36 39.36 37.52
R1 38.27 38.27 37.35 37.89
PP 37.50 37.50 37.50 37.31
S1 36.41 36.41 37.01 36.03
S2 35.64 35.64 36.84
S3 33.78 34.55 36.67
S4 31.92 32.69 36.16
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 46.58 44.77 38.55
R3 43.53 41.72 37.71
R2 40.48 40.48 37.43
R1 38.67 38.67 37.15 38.05
PP 37.43 37.43 37.43 37.12
S1 35.62 35.62 36.59 35.00
S2 34.38 34.38 36.31
S3 31.33 32.57 36.03
S4 28.28 29.52 35.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.20 36.32 2.88 7.7% 1.75 4.7% 30% False False 19,812
10 39.23 34.69 4.54 12.2% 1.94 5.2% 55% False False 25,200
20 40.50 34.69 5.81 15.6% 1.87 5.0% 43% False False 24,517
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 0.44
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 46.50
2.618 43.46
1.618 41.60
1.000 40.45
0.618 39.74
HIGH 38.59
0.618 37.88
0.500 37.66
0.382 37.44
LOW 36.73
0.618 35.58
1.000 34.87
1.618 33.72
2.618 31.86
4.250 28.83
Fisher Pivots for day following 23-Feb-2016
Pivot 1 day 3 day
R1 37.66 37.62
PP 37.50 37.47
S1 37.34 37.33

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

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