NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 04-Feb-2016
Day Change Summary
Previous Current
03-Feb-2016 04-Feb-2016 Change Change % Previous Week
Open 29.75 32.71 2.96 9.9% 32.05
High 32.75 33.60 0.85 2.6% 34.82
Low 29.40 31.53 2.13 7.2% 29.25
Close 32.28 31.72 -0.56 -1.7% 33.62
Range 3.35 2.07 -1.28 -38.2% 5.57
ATR 2.26 2.25 -0.01 -0.6% 0.00
Volume 811,699 696,721 -114,978 -14.2% 3,439,363
Daily Pivots for day following 04-Feb-2016
Classic Woodie Camarilla DeMark
R4 38.49 37.18 32.86
R3 36.42 35.11 32.29
R2 34.35 34.35 32.10
R1 33.04 33.04 31.91 32.66
PP 32.28 32.28 32.28 32.10
S1 30.97 30.97 31.53 30.59
S2 30.21 30.21 31.34
S3 28.14 28.90 31.15
S4 26.07 26.83 30.58
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 34.40 29.40 5.00 15.8% 2.40 7.6% 46% False False 664,941
10 34.82 29.25 5.57 17.6% 2.68 8.5% 44% False False 678,253
20 35.54 27.56 7.98 25.2% 2.35 7.4% 52% False False 558,050
40 41.44 27.56 13.88 43.8% 1.90 6.0% 30% False False 331,506
60 47.87 27.56 20.31 64.0% 1.78 5.6% 20% False False 241,079
80 52.26 27.56 24.70 77.9% 1.72 5.4% 17% False False 189,321
100 53.01 27.56 25.45 80.2% 1.71 5.4% 16% False False 157,430
120 53.08 27.56 25.52 80.5% 1.80 5.7% 16% False False 135,196
Crabel Price Patterns
NR True
NR4 False
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 False
Stretch 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 42.40
2.618 39.02
1.618 36.95
1.000 35.67
0.618 34.88
HIGH 33.60
0.618 32.81
0.500 32.57
0.382 32.32
LOW 31.53
0.618 30.25
1.000 29.46
1.618 28.18
2.618 26.11
4.250 22.73
Fisher Pivots for day following 04-Feb-2016
Pivot 1 day 3 day
R1 32.57 31.65
PP 32.28 31.57
S1 32.00 31.50

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

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