NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 26-Feb-2016
Day Change Summary
Previous Current
25-Feb-2016 26-Feb-2016 Change Change % Previous Week
Open 36.46 36.75 0.29 0.8% 35.60
High 37.35 38.48 1.13 3.0% 38.48
Low 35.44 36.57 1.13 3.2% 34.74
Close 37.05 36.72 -0.33 -0.9% 36.72
Range 1.91 1.91 0.00 0.0% 3.74
ATR 2.00 1.99 -0.01 -0.3% 0.00
Volume 36,166 35,345 -821 -2.3% 174,877
Daily Pivots for day following 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 42.99 41.76 37.77
R3 41.08 39.85 37.25
R2 39.17 39.17 37.07
R1 37.94 37.94 36.90 37.60
PP 37.26 37.26 37.26 37.09
S1 36.03 36.03 36.54 35.69
S2 35.35 35.35 36.37
S3 33.44 34.12 36.19
S4 31.53 32.21 35.67
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 47.87 46.03 38.78
R3 44.13 42.29 37.75
R2 40.39 40.39 37.41
R1 38.55 38.55 37.06 39.47
PP 36.65 36.65 36.65 37.11
S1 34.81 34.81 36.38 35.73
S2 32.91 32.91 36.03
S3 29.17 31.07 35.69
S4 25.43 27.33 34.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.48 34.74 3.74 10.2% 1.86 5.1% 53% True False 34,975
10 38.48 34.18 4.30 11.7% 2.06 5.6% 59% True False 34,432
20 39.39 33.14 6.25 17.0% 1.96 5.3% 57% False False 36,290
40 42.64 31.61 11.03 30.0% 1.95 5.3% 46% False False 27,206
60 46.98 31.61 15.37 41.9% 1.70 4.6% 33% False False 21,223
Crabel Price Patterns
NR False
NR4 False
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 0.46
Fibonacci Retracements and Extensions
4.250 46.60
2.618 43.48
1.618 41.57
1.000 40.39
0.618 39.66
HIGH 38.48
0.618 37.75
0.500 37.53
0.382 37.30
LOW 36.57
0.618 35.39
1.000 34.66
1.618 33.48
2.618 31.57
4.250 28.45
Fisher Pivots for day following 26-Feb-2016
Pivot 1 day 3 day
R1 37.53 36.68
PP 37.26 36.65
S1 36.99 36.61

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

View Archives - Comment on this page... - Back to Index of Symbols