NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 05-Feb-2016
Day Change Summary
Previous Current
04-Feb-2016 05-Feb-2016 Change Change % Previous Week
Open 32.71 31.64 -1.07 -3.3% 33.83
High 33.60 32.45 -1.15 -3.4% 34.18
Low 31.53 30.63 -0.90 -2.9% 29.40
Close 31.72 30.89 -0.83 -2.6% 30.89
Range 2.07 1.82 -0.25 -12.1% 4.78
ATR 2.25 2.22 -0.03 -1.4% 0.00
Volume 696,721 616,531 -80,190 -11.5% 3,323,127
Daily Pivots for day following 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 36.78 35.66 31.89
R3 34.96 33.84 31.39
R2 33.14 33.14 31.22
R1 32.02 32.02 31.06 31.67
PP 31.32 31.32 31.32 31.15
S1 30.20 30.20 30.72 29.85
S2 29.50 29.50 30.56
S3 27.68 28.38 30.39
S4 25.86 26.56 29.89
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 45.83 43.14 33.52
R3 41.05 38.36 32.20
R2 36.27 36.27 31.77
R1 33.58 33.58 31.33 32.54
PP 31.49 31.49 31.49 30.97
S1 28.80 28.80 30.45 27.76
S2 26.71 26.71 30.01
S3 21.93 24.02 29.58
S4 17.15 19.24 28.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.18 29.40 4.78 15.5% 2.42 7.8% 31% False False 664,625
10 34.82 29.25 5.57 18.0% 2.58 8.4% 29% False False 676,249
20 35.54 27.56 7.98 25.8% 2.33 7.5% 42% False False 577,007
40 41.44 27.56 13.88 44.9% 1.90 6.2% 24% False False 342,430
60 47.51 27.56 19.95 64.6% 1.79 5.8% 17% False False 250,309
80 50.70 27.56 23.14 74.9% 1.71 5.5% 14% False False 196,672
100 53.01 27.56 25.45 82.4% 1.72 5.6% 13% False False 163,366
120 53.08 27.56 25.52 82.6% 1.81 5.9% 13% False False 140,238
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.54
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 40.19
2.618 37.21
1.618 35.39
1.000 34.27
0.618 33.57
HIGH 32.45
0.618 31.75
0.500 31.54
0.382 31.33
LOW 30.63
0.618 29.51
1.000 28.81
1.618 27.69
2.618 25.87
4.250 22.90
Fisher Pivots for day following 05-Feb-2016
Pivot 1 day 3 day
R1 31.54 31.50
PP 31.32 31.30
S1 31.11 31.09

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

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