NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 18-Feb-2016
Day Change Summary
Previous Current
17-Feb-2016 18-Feb-2016 Change Change % Previous Week
Open 32.83 35.13 2.30 7.0% 34.52
High 35.26 35.83 0.57 1.6% 35.06
Low 32.49 34.08 1.59 4.9% 30.67
Close 34.69 34.55 -0.14 -0.4% 33.85
Range 2.77 1.75 -1.02 -36.8% 4.39
ATR 2.24 2.21 -0.04 -1.6% 0.00
Volume 150,051 113,097 -36,954 -24.6% 814,234
Daily Pivots for day following 18-Feb-2016
Classic Woodie Camarilla DeMark
R4 40.07 39.06 35.51
R3 38.32 37.31 35.03
R2 36.57 36.57 34.87
R1 35.56 35.56 34.71 35.19
PP 34.82 34.82 34.82 34.64
S1 33.81 33.81 34.39 33.44
S2 33.07 33.07 34.23
S3 31.32 32.06 34.07
S4 29.57 30.31 33.59
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 46.36 44.50 36.26
R3 41.97 40.11 35.06
R2 37.58 37.58 34.65
R1 35.72 35.72 34.25 34.46
PP 33.19 33.19 33.19 32.56
S1 31.33 31.33 33.45 30.07
S2 28.80 28.80 33.05
S3 24.41 26.94 32.64
S4 20.02 22.55 31.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.83 30.67 5.16 14.9% 2.29 6.6% 75% True False 156,046
10 36.49 30.67 5.82 16.8% 2.11 6.1% 67% False False 149,809
20 37.52 30.35 7.17 20.8% 2.34 6.8% 59% False False 118,430
40 41.35 29.85 11.50 33.3% 1.96 5.7% 41% False False 76,837
60 47.45 29.85 17.60 50.9% 1.79 5.2% 27% False False 58,788
80 51.63 29.85 21.78 63.0% 1.68 4.9% 22% False False 46,961
100 53.22 29.85 23.37 67.6% 1.59 4.6% 20% False False 39,210
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 0.59
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 43.27
2.618 40.41
1.618 38.66
1.000 37.58
0.618 36.91
HIGH 35.83
0.618 35.16
0.500 34.96
0.382 34.75
LOW 34.08
0.618 33.00
1.000 32.33
1.618 31.25
2.618 29.50
4.250 26.64
Fisher Pivots for day following 18-Feb-2016
Pivot 1 day 3 day
R1 34.96 34.40
PP 34.82 34.25
S1 34.69 34.10

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

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