NYMEX Light Sweet Crude Oil Future April 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 31.48 34.29 2.81 8.9% 33.55
High 34.32 35.08 0.76 2.2% 36.28
Low 31.14 33.18 2.04 6.6% 30.70
Close 33.86 33.38 -0.48 -1.4% 35.28
Range 3.18 1.90 -1.28 -40.3% 5.58
ATR 2.20 2.18 -0.02 -1.0% 0.00
Volume 289,101 241,329 -47,772 -16.5% 860,916
Daily Pivots for day following 04-Feb-2016
Classic Woodie Camarilla DeMark
R4 39.58 38.38 34.43
R3 37.68 36.48 33.90
R2 35.78 35.78 33.73
R1 34.58 34.58 33.55 34.23
PP 33.88 33.88 33.88 33.71
S1 32.68 32.68 33.21 32.33
S2 31.98 31.98 33.03
S3 30.08 30.78 32.86
S4 28.18 28.88 32.34
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 50.83 48.63 38.35
R3 45.25 43.05 36.81
R2 39.67 39.67 36.30
R1 37.47 37.47 35.79 38.57
PP 34.09 34.09 34.09 34.64
S1 31.89 31.89 34.77 32.99
S2 28.51 28.51 34.26
S3 22.93 26.31 33.75
S4 17.35 20.73 32.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.93 31.14 4.79 14.3% 2.29 6.9% 47% False False 211,989
10 36.28 30.70 5.58 16.7% 2.60 7.8% 48% False False 189,478
20 36.67 28.76 7.91 23.7% 2.29 6.9% 58% False False 150,412
40 42.28 28.76 13.52 40.5% 1.85 5.5% 34% False False 97,204
60 48.47 28.76 19.71 59.0% 1.73 5.2% 23% False False 72,733
80 52.54 28.76 23.78 71.2% 1.65 4.9% 19% False False 58,170
100 53.35 28.76 24.59 73.7% 1.62 4.9% 19% False False 48,498
120 53.50 28.76 24.74 74.1% 1.69 5.1% 19% False False 41,675
Crabel Price Patterns
NR True
NR4 True
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 0.46
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 43.16
2.618 40.05
1.618 38.15
1.000 36.98
0.618 36.25
HIGH 35.08
0.618 34.35
0.500 34.13
0.382 33.91
LOW 33.18
0.618 32.01
1.000 31.28
1.618 30.11
2.618 28.21
4.250 25.11
Fisher Pivots for day following 04-Feb-2016
Pivot 1 day 3 day
R1 34.13 33.29
PP 33.88 33.20
S1 33.63 33.11

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

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