NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 01-Feb-2016
Day Change Summary
Previous Current
29-Jan-2016 01-Feb-2016 Change Change % Previous Week
Open 39.30 39.08 -0.22 -0.6% 37.39
High 39.92 39.50 -0.42 -1.1% 39.92
Low 38.57 37.77 -0.80 -2.1% 34.76
Close 39.75 38.08 -1.67 -4.2% 39.75
Range 1.35 1.73 0.38 28.1% 5.16
ATR 1.78 1.79 0.01 0.8% 0.00
Volume 16,529 22,309 5,780 35.0% 73,894
Daily Pivots for day following 01-Feb-2016
Classic Woodie Camarilla DeMark
R4 43.64 42.59 39.03
R3 41.91 40.86 38.56
R2 40.18 40.18 38.40
R1 39.13 39.13 38.24 38.79
PP 38.45 38.45 38.45 38.28
S1 37.40 37.40 37.92 37.06
S2 36.72 36.72 37.76
S3 34.99 35.67 37.60
S4 33.26 33.94 37.13
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 53.62 51.85 42.59
R3 48.46 46.69 41.17
R2 43.30 43.30 40.70
R1 41.53 41.53 40.22 42.42
PP 38.14 38.14 38.14 38.59
S1 36.37 36.37 39.28 37.26
S2 32.98 32.98 38.80
S3 27.82 31.21 38.33
S4 22.66 26.05 36.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.92 34.76 5.16 13.6% 2.05 5.4% 64% False False 15,527
10 39.92 32.22 7.70 20.2% 2.06 5.4% 76% False False 14,372
20 43.12 32.22 10.90 28.6% 1.84 4.8% 54% False False 10,978
40 47.24 32.22 15.02 39.4% 1.48 3.9% 39% False False 8,883
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.85
2.618 44.03
1.618 42.30
1.000 41.23
0.618 40.57
HIGH 39.50
0.618 38.84
0.500 38.64
0.382 38.43
LOW 37.77
0.618 36.70
1.000 36.04
1.618 34.97
2.618 33.24
4.250 30.42
Fisher Pivots for day following 01-Feb-2016
Pivot 1 day 3 day
R1 38.64 38.72
PP 38.45 38.50
S1 38.27 38.29

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

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