NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 25-Feb-2016
Day Change Summary
Previous Current
24-Feb-2016 25-Feb-2016 Change Change % Previous Week
Open 34.50 35.43 0.93 2.7% 34.68
High 35.62 36.50 0.88 2.5% 37.05
Low 33.76 34.42 0.66 2.0% 33.69
Close 35.44 36.12 0.68 1.9% 34.59
Range 1.86 2.08 0.22 11.8% 3.36
ATR 2.09 2.09 0.00 0.0% 0.00
Volume 103,965 110,402 6,437 6.2% 350,738
Daily Pivots for day following 25-Feb-2016
Classic Woodie Camarilla DeMark
R4 41.92 41.10 37.26
R3 39.84 39.02 36.69
R2 37.76 37.76 36.50
R1 36.94 36.94 36.31 37.35
PP 35.68 35.68 35.68 35.89
S1 34.86 34.86 35.93 35.27
S2 33.60 33.60 35.74
S3 31.52 32.78 35.55
S4 29.44 30.70 34.98
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 45.19 43.25 36.44
R3 41.83 39.89 35.51
R2 38.47 38.47 35.21
R1 36.53 36.53 34.90 35.82
PP 35.11 35.11 35.11 34.76
S1 33.17 33.17 34.28 32.46
S2 31.75 31.75 33.97
S3 28.39 29.81 33.67
S4 25.03 26.45 32.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.50 33.76 2.74 7.6% 1.90 5.3% 86% True False 93,507
10 37.05 32.10 4.95 13.7% 2.09 5.8% 81% False False 97,964
20 38.52 32.10 6.42 17.8% 2.10 5.8% 63% False False 97,845
40 42.07 30.79 11.28 31.2% 2.04 5.6% 47% False False 77,376
60 47.03 30.79 16.24 45.0% 1.82 5.0% 33% False False 64,012
80 52.04 30.79 21.25 58.8% 1.72 4.8% 25% False False 54,833
100 53.77 30.79 22.98 63.6% 1.69 4.7% 23% False False 49,779
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 45.34
2.618 41.95
1.618 39.87
1.000 38.58
0.618 37.79
HIGH 36.50
0.618 35.71
0.500 35.46
0.382 35.21
LOW 34.42
0.618 33.13
1.000 32.34
1.618 31.05
2.618 28.97
4.250 25.58
Fisher Pivots for day following 25-Feb-2016
Pivot 1 day 3 day
R1 35.90 35.79
PP 35.68 35.46
S1 35.46 35.13

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

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