NYMEX Light Sweet Crude Oil Future June 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 36.00 35.85 -0.15 -0.4% 34.80
High 37.65 37.06 -0.59 -1.6% 37.65
Low 35.68 35.52 -0.16 -0.4% 33.76
Close 35.83 36.87 1.04 2.9% 35.83
Range 1.97 1.54 -0.43 -21.8% 3.89
ATR 2.08 2.04 -0.04 -1.9% 0.00
Volume 108,111 91,746 -16,365 -15.1% 503,285
Daily Pivots for day following 29-Feb-2016
Classic Woodie Camarilla DeMark
R4 41.10 40.53 37.72
R3 39.56 38.99 37.29
R2 38.02 38.02 37.15
R1 37.45 37.45 37.01 37.74
PP 36.48 36.48 36.48 36.63
S1 35.91 35.91 36.73 36.20
S2 34.94 34.94 36.59
S3 33.40 34.37 36.45
S4 31.86 32.83 36.02
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 47.42 45.51 37.97
R3 43.53 41.62 36.90
R2 39.64 39.64 36.54
R1 37.73 37.73 36.19 38.69
PP 35.75 35.75 35.75 36.22
S1 33.84 33.84 35.47 34.80
S2 31.86 31.86 35.12
S3 27.97 29.95 34.76
S4 24.08 26.06 33.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.65 33.76 3.89 10.6% 1.90 5.2% 80% False False 98,647
10 37.65 33.69 3.96 10.7% 2.08 5.6% 80% False False 94,576
20 38.46 32.10 6.36 17.2% 2.06 5.6% 75% False False 98,274
40 42.07 30.79 11.28 30.6% 2.07 5.6% 54% False False 81,705
60 46.54 30.79 15.75 42.7% 1.84 5.0% 39% False False 66,538
80 52.04 30.79 21.25 57.6% 1.74 4.7% 29% False False 56,819
100 53.77 30.79 22.98 62.3% 1.69 4.6% 26% False False 51,201
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 43.61
2.618 41.09
1.618 39.55
1.000 38.60
0.618 38.01
HIGH 37.06
0.618 36.47
0.500 36.29
0.382 36.11
LOW 35.52
0.618 34.57
1.000 33.98
1.618 33.03
2.618 31.49
4.250 28.98
Fisher Pivots for day following 29-Feb-2016
Pivot 1 day 3 day
R1 36.68 36.59
PP 36.48 36.31
S1 36.29 36.04

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

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