NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 02-Feb-2016
Day Change Summary
Previous Current
01-Feb-2016 02-Feb-2016 Change Change % Previous Week
Open 39.08 37.73 -1.35 -3.5% 37.39
High 39.50 37.73 -1.77 -4.5% 39.92
Low 37.77 36.28 -1.49 -3.9% 34.76
Close 38.08 36.68 -1.40 -3.7% 39.75
Range 1.73 1.45 -0.28 -16.2% 5.16
ATR 1.79 1.79 0.00 0.0% 0.00
Volume 22,309 22,469 160 0.7% 73,894
Daily Pivots for day following 02-Feb-2016
Classic Woodie Camarilla DeMark
R4 41.25 40.41 37.48
R3 39.80 38.96 37.08
R2 38.35 38.35 36.95
R1 37.51 37.51 36.81 37.21
PP 36.90 36.90 36.90 36.74
S1 36.06 36.06 36.55 35.76
S2 35.45 35.45 36.41
S3 34.00 34.61 36.28
S4 32.55 33.16 35.88
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 35.88 4.04 11.0% 1.79 4.9% 20% False False 17,919
10 39.92 32.22 7.70 21.0% 2.03 5.5% 58% False False 15,282
20 42.20 32.22 9.98 27.2% 1.83 5.0% 45% False False 11,761
40 47.24 32.22 15.02 40.9% 1.49 4.1% 30% False False 9,282
Crabel Price Patterns
NR True
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 43.89
2.618 41.53
1.618 40.08
1.000 39.18
0.618 38.63
HIGH 37.73
0.618 37.18
0.500 37.01
0.382 36.83
LOW 36.28
0.618 35.38
1.000 34.83
1.618 33.93
2.618 32.48
4.250 30.12
Fisher Pivots for day following 02-Feb-2016
Pivot 1 day 3 day
R1 37.01 38.10
PP 36.90 37.63
S1 36.79 37.15

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

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