NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 02-Feb-2016
Day Change Summary
Previous Current
01-Feb-2016 02-Feb-2016 Change Change % Previous Week
Open 36.92 34.69 -2.23 -6.0% 34.62
High 37.27 34.83 -2.44 -6.5% 37.52
Low 34.61 32.88 -1.73 -5.0% 32.05
Close 34.93 33.24 -1.69 -4.8% 36.78
Range 2.66 1.95 -0.71 -26.7% 5.47
ATR 2.07 2.07 0.00 -0.1% 0.00
Volume 78,508 83,933 5,425 6.9% 436,747
Daily Pivots for day following 02-Feb-2016
Classic Woodie Camarilla DeMark
R4 39.50 38.32 34.31
R3 37.55 36.37 33.78
R2 35.60 35.60 33.60
R1 34.42 34.42 33.42 34.04
PP 33.65 33.65 33.65 33.46
S1 32.47 32.47 33.06 32.09
S2 31.70 31.70 32.88
S3 29.75 30.52 32.70
S4 27.80 28.57 32.17
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 51.86 49.79 39.79
R3 46.39 44.32 38.28
R2 40.92 40.92 37.78
R1 38.85 38.85 37.28 39.89
PP 35.45 35.45 35.45 35.97
S1 33.38 33.38 36.28 34.42
S2 29.98 29.98 35.78
S3 24.51 27.91 35.28
S4 19.04 22.44 33.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.52 32.88 4.64 14.0% 2.33 7.0% 8% False True 88,417
10 37.52 29.85 7.67 23.1% 2.45 7.4% 44% False False 82,521
20 40.21 29.85 10.36 31.2% 2.17 6.5% 33% False False 64,724
40 46.00 29.85 16.15 48.6% 1.77 5.3% 21% False False 43,733
60 49.75 29.85 19.90 59.9% 1.61 4.8% 17% False False 34,260
80 53.22 29.85 23.37 70.3% 1.53 4.6% 15% False False 28,001
100 53.22 29.85 23.37 70.3% 1.51 4.5% 15% False False 23,498
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 43.12
2.618 39.94
1.618 37.99
1.000 36.78
0.618 36.04
HIGH 34.83
0.618 34.09
0.500 33.86
0.382 33.62
LOW 32.88
0.618 31.67
1.000 30.93
1.618 29.72
2.618 27.77
4.250 24.59
Fisher Pivots for day following 02-Feb-2016
Pivot 1 day 3 day
R1 33.86 35.09
PP 33.65 34.47
S1 33.45 33.86

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

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