NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 12-Feb-2016
Day Change Summary
Previous Current
11-Feb-2016 12-Feb-2016 Change Change % Previous Week
Open 34.76 35.12 0.36 1.0% 37.91
High 35.35 37.09 1.74 4.9% 38.34
Low 33.98 35.07 1.09 3.2% 33.98
Close 34.11 37.02 2.91 8.5% 37.02
Range 1.37 2.02 0.65 47.4% 4.36
ATR 1.75 1.84 0.09 5.0% 0.00
Volume 20,661 16,889 -3,772 -18.3% 113,288
Daily Pivots for day following 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 42.45 41.76 38.13
R3 40.43 39.74 37.58
R2 38.41 38.41 37.39
R1 37.72 37.72 37.21 38.07
PP 36.39 36.39 36.39 36.57
S1 35.70 35.70 36.83 36.05
S2 34.37 34.37 36.65
S3 32.35 33.68 36.46
S4 30.33 31.66 35.91
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 49.53 47.63 39.42
R3 45.17 43.27 38.22
R2 40.81 40.81 37.82
R1 38.91 38.91 37.42 37.68
PP 36.45 36.45 36.45 35.83
S1 34.55 34.55 36.62 33.32
S2 32.09 32.09 36.22
S3 27.73 30.19 35.82
S4 23.37 25.83 34.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.34 33.98 4.36 11.8% 1.78 4.8% 70% False False 22,657
10 39.50 33.98 5.52 14.9% 1.71 4.6% 55% False False 22,311
20 39.92 32.22 7.70 20.8% 1.88 5.1% 62% False False 17,482
40 43.12 32.22 10.90 29.4% 1.57 4.3% 44% False False 11,370
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 0.34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 45.68
2.618 42.38
1.618 40.36
1.000 39.11
0.618 38.34
HIGH 37.09
0.618 36.32
0.500 36.08
0.382 35.84
LOW 35.07
0.618 33.82
1.000 33.05
1.618 31.80
2.618 29.78
4.250 26.49
Fisher Pivots for day following 12-Feb-2016
Pivot 1 day 3 day
R1 36.71 36.53
PP 36.39 36.03
S1 36.08 35.54

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

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