NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 10-Feb-2016
Day Change Summary
Previous Current
09-Feb-2016 10-Feb-2016 Change Change % Previous Week
Open 33.67 31.89 -1.78 -5.3% 36.92
High 34.20 32.93 -1.27 -3.7% 37.27
Low 31.28 31.26 -0.02 -0.1% 32.75
Close 31.41 31.52 0.11 0.4% 34.47
Range 2.92 1.67 -1.25 -42.8% 4.52
ATR 2.11 2.08 -0.03 -1.5% 0.00
Volume 154,695 186,709 32,014 20.7% 534,808
Daily Pivots for day following 10-Feb-2016
Classic Woodie Camarilla DeMark
R4 36.91 35.89 32.44
R3 35.24 34.22 31.98
R2 33.57 33.57 31.83
R1 32.55 32.55 31.67 32.23
PP 31.90 31.90 31.90 31.74
S1 30.88 30.88 31.37 30.56
S2 30.23 30.23 31.21
S3 28.56 29.21 31.06
S4 26.89 27.54 30.60
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 48.39 45.95 36.96
R3 43.87 41.43 35.71
R2 39.35 39.35 35.30
R1 36.91 36.91 34.88 35.87
PP 34.83 34.83 34.83 34.31
S1 32.39 32.39 34.06 31.35
S2 30.31 30.31 33.64
S3 25.79 27.87 33.23
S4 21.27 23.35 31.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.49 31.26 5.23 16.6% 1.94 6.2% 5% False True 143,573
10 37.52 31.26 6.26 19.9% 2.19 6.9% 4% False True 118,731
20 37.52 29.85 7.67 24.3% 2.22 7.0% 22% False False 96,192
40 41.66 29.85 11.81 37.5% 1.85 5.9% 14% False False 60,256
60 47.45 29.85 17.60 55.8% 1.71 5.4% 9% False False 46,878
80 51.63 29.85 21.78 69.1% 1.59 5.1% 8% False False 37,703
100 53.22 29.85 23.37 74.1% 1.55 4.9% 7% False False 31,639
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 0.51
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 40.03
2.618 37.30
1.618 35.63
1.000 34.60
0.618 33.96
HIGH 32.93
0.618 32.29
0.500 32.10
0.382 31.90
LOW 31.26
0.618 30.23
1.000 29.59
1.618 28.56
2.618 26.89
4.250 24.16
Fisher Pivots for day following 10-Feb-2016
Pivot 1 day 3 day
R1 32.10 33.16
PP 31.90 32.61
S1 31.71 32.07

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

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