NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 29-Feb-2016
Day Change Summary
Previous Current
26-Feb-2016 29-Feb-2016 Change Change % Previous Week
Open 34.64 34.55 -0.09 -0.3% 33.54
High 36.43 35.81 -0.62 -1.7% 36.43
Low 34.45 34.22 -0.23 -0.7% 32.42
Close 34.58 35.58 1.00 2.9% 34.58
Range 1.98 1.59 -0.39 -19.7% 4.01
ATR 2.13 2.09 -0.04 -1.8% 0.00
Volume 149,859 132,233 -17,626 -11.8% 756,130
Daily Pivots for day following 29-Feb-2016
Classic Woodie Camarilla DeMark
R4 39.97 39.37 36.45
R3 38.38 37.78 36.02
R2 36.79 36.79 35.87
R1 36.19 36.19 35.73 36.49
PP 35.20 35.20 35.20 35.36
S1 34.60 34.60 35.43 34.90
S2 33.61 33.61 35.29
S3 32.02 33.01 35.14
S4 30.43 31.42 34.71
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 46.51 44.55 36.79
R3 42.50 40.54 35.68
R2 38.49 38.49 35.32
R1 36.53 36.53 34.95 37.51
PP 34.48 34.48 34.48 34.97
S1 32.52 32.52 34.21 33.50
S2 30.47 30.47 33.84
S3 26.46 28.51 33.48
S4 22.45 24.50 32.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.43 32.42 4.01 11.3% 1.97 5.5% 79% False False 145,780
10 36.43 32.36 4.07 11.4% 2.14 6.0% 79% False False 143,819
20 37.27 30.67 6.60 18.5% 2.12 6.0% 74% False False 139,361
40 41.35 29.85 11.50 32.3% 2.11 5.9% 50% False False 99,115
60 46.00 29.85 16.15 45.4% 1.86 5.2% 35% False False 73,548
80 51.63 29.85 21.78 61.2% 1.73 4.9% 26% False False 58,729
100 53.22 29.85 23.37 65.7% 1.64 4.6% 25% False False 48,844
120 53.22 29.85 23.37 65.7% 1.60 4.5% 25% False False 41,501
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 42.57
2.618 39.97
1.618 38.38
1.000 37.40
0.618 36.79
HIGH 35.81
0.618 35.20
0.500 35.02
0.382 34.83
LOW 34.22
0.618 33.24
1.000 32.63
1.618 31.65
2.618 30.06
4.250 27.46
Fisher Pivots for day following 29-Feb-2016
Pivot 1 day 3 day
R1 35.39 35.30
PP 35.20 35.01
S1 35.02 34.73

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

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