NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 03-Feb-2016
Day Change Summary
Previous Current
02-Feb-2016 03-Feb-2016 Change Change % Previous Week
Open 37.73 36.35 -1.38 -3.7% 37.39
High 37.73 38.85 1.12 3.0% 39.92
Low 36.28 36.35 0.07 0.2% 34.76
Close 36.68 38.51 1.83 5.0% 39.75
Range 1.45 2.50 1.05 72.4% 5.16
ATR 1.79 1.85 0.05 2.8% 0.00
Volume 22,469 19,896 -2,573 -11.5% 73,894
Daily Pivots for day following 03-Feb-2016
Classic Woodie Camarilla DeMark
R4 45.40 44.46 39.89
R3 42.90 41.96 39.20
R2 40.40 40.40 38.97
R1 39.46 39.46 38.74 39.93
PP 37.90 37.90 37.90 38.14
S1 36.96 36.96 38.28 37.43
S2 35.40 35.40 38.05
S3 32.90 34.46 37.82
S4 30.40 31.96 37.14
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 36.28 3.64 9.5% 1.86 4.8% 61% False False 18,289
10 39.92 32.60 7.32 19.0% 2.13 5.5% 81% False False 15,944
20 41.35 32.22 9.13 23.7% 1.89 4.9% 69% False False 12,493
40 45.45 32.22 13.23 34.4% 1.51 3.9% 48% False False 9,616
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 49.48
2.618 45.40
1.618 42.90
1.000 41.35
0.618 40.40
HIGH 38.85
0.618 37.90
0.500 37.60
0.382 37.31
LOW 36.35
0.618 34.81
1.000 33.85
1.618 32.31
2.618 29.81
4.250 25.73
Fisher Pivots for day following 03-Feb-2016
Pivot 1 day 3 day
R1 38.21 38.30
PP 37.90 38.10
S1 37.60 37.89

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

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