NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 02-Mar-2016
Day Change Summary
Previous Current
01-Mar-2016 02-Mar-2016 Change Change % Previous Week
Open 36.93 36.89 -0.04 -0.1% 34.80
High 37.68 37.84 0.16 0.4% 37.65
Low 36.43 36.47 0.04 0.1% 33.76
Close 37.30 37.39 0.09 0.2% 35.83
Range 1.25 1.37 0.12 9.6% 3.89
ATR 1.99 1.94 -0.04 -2.2% 0.00
Volume 110,622 98,876 -11,746 -10.6% 503,285
Daily Pivots for day following 02-Mar-2016
Classic Woodie Camarilla DeMark
R4 41.34 40.74 38.14
R3 39.97 39.37 37.77
R2 38.60 38.60 37.64
R1 38.00 38.00 37.52 38.30
PP 37.23 37.23 37.23 37.39
S1 36.63 36.63 37.26 36.93
S2 35.86 35.86 37.14
S3 34.49 35.26 37.01
S4 33.12 33.89 36.64
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 37.84 34.42 3.42 9.1% 1.64 4.4% 87% True False 103,951
10 37.84 33.76 4.08 10.9% 1.74 4.7% 89% True False 95,375
20 37.84 32.10 5.74 15.4% 1.97 5.3% 92% True False 100,941
40 40.92 30.79 10.13 27.1% 2.05 5.5% 65% False False 85,502
60 46.49 30.79 15.70 42.0% 1.83 4.9% 42% False False 69,015
80 50.31 30.79 19.52 52.2% 1.72 4.6% 34% False False 58,716
100 53.77 30.79 22.98 61.5% 1.67 4.5% 29% False False 52,470
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 43.66
2.618 41.43
1.618 40.06
1.000 39.21
0.618 38.69
HIGH 37.84
0.618 37.32
0.500 37.16
0.382 36.99
LOW 36.47
0.618 35.62
1.000 35.10
1.618 34.25
2.618 32.88
4.250 30.65
Fisher Pivots for day following 02-Mar-2016
Pivot 1 day 3 day
R1 37.31 37.15
PP 37.23 36.92
S1 37.16 36.68

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

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