NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 01-Feb-2016
Day Change Summary
Previous Current
29-Jan-2016 01-Feb-2016 Change Change % Previous Week
Open 33.70 33.83 0.13 0.4% 32.05
High 34.40 34.18 -0.22 -0.6% 34.82
Low 32.65 31.29 -1.36 -4.2% 29.25
Close 33.62 31.62 -2.00 -5.9% 33.62
Range 1.75 2.89 1.14 65.1% 5.57
ATR 2.13 2.19 0.05 2.5% 0.00
Volume 618,110 595,612 -22,498 -3.6% 3,439,363
Daily Pivots for day following 01-Feb-2016
Classic Woodie Camarilla DeMark
R4 41.03 39.22 33.21
R3 38.14 36.33 32.41
R2 35.25 35.25 32.15
R1 33.44 33.44 31.88 32.90
PP 32.36 32.36 32.36 32.10
S1 30.55 30.55 31.36 30.01
S2 29.47 29.47 31.09
S3 26.58 27.66 30.83
S4 23.69 24.77 30.03
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 49.27 47.02 36.68
R3 43.70 41.45 35.15
R2 38.13 38.13 34.64
R1 35.88 35.88 34.13 37.01
PP 32.56 32.56 32.56 33.13
S1 30.31 30.31 33.11 31.44
S2 26.99 26.99 32.60
S3 21.42 24.74 32.09
S4 15.85 19.17 30.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.82 29.25 5.57 17.6% 2.72 8.6% 43% False False 685,616
10 34.82 27.56 7.26 23.0% 2.60 8.2% 56% False False 679,955
20 39.53 27.56 11.97 37.9% 2.27 7.2% 34% False False 474,020
40 44.45 27.56 16.89 53.4% 1.87 5.9% 24% False False 285,262
60 50.67 27.56 23.11 73.1% 1.74 5.5% 18% False False 208,074
80 53.01 27.56 25.45 80.5% 1.70 5.4% 16% False False 164,619
100 53.01 27.56 25.45 80.5% 1.70 5.4% 16% False False 136,917
120 53.08 27.56 25.52 80.7% 1.78 5.6% 16% False False 118,271
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 0.51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.46
2.618 41.75
1.618 38.86
1.000 37.07
0.618 35.97
HIGH 34.18
0.618 33.08
0.500 32.74
0.382 32.39
LOW 31.29
0.618 29.50
1.000 28.40
1.618 26.61
2.618 23.72
4.250 19.01
Fisher Pivots for day following 01-Feb-2016
Pivot 1 day 3 day
R1 32.74 33.06
PP 32.36 32.58
S1 31.99 32.10

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

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