NYMEX Light Sweet Crude Oil Future September 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 38.31 37.18 -1.13 -2.9% 37.60
High 38.35 39.46 1.11 2.9% 40.50
Low 36.95 36.90 -0.05 -0.1% 35.29
Close 37.39 39.15 1.76 4.7% 40.35
Range 1.40 2.56 1.16 82.9% 5.21
ATR 1.84 1.89 0.05 2.8% 0.00
Volume 23,560 28,795 5,235 22.2% 95,015
Daily Pivots for day following 03-Feb-2016
Classic Woodie Camarilla DeMark
R4 46.18 45.23 40.56
R3 43.62 42.67 39.85
R2 41.06 41.06 39.62
R1 40.11 40.11 39.38 40.59
PP 38.50 38.50 38.50 38.74
S1 37.55 37.55 38.92 38.03
S2 35.94 35.94 38.68
S3 33.38 34.99 38.45
S4 30.82 32.43 37.74
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 54.34 52.56 43.22
R3 49.13 47.35 41.78
R2 43.92 43.92 41.31
R1 42.14 42.14 40.83 43.03
PP 38.71 38.71 38.71 39.16
S1 36.93 36.93 39.87 37.82
S2 33.50 33.50 39.39
S3 28.29 31.72 38.92
S4 23.08 26.51 37.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.50 36.90 3.60 9.2% 1.92 4.9% 63% False True 24,748
10 40.50 33.16 7.34 18.7% 2.17 5.5% 82% False False 20,823
20 41.75 32.85 8.90 22.7% 1.92 4.9% 71% False False 16,698
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 50.34
2.618 46.16
1.618 43.60
1.000 42.02
0.618 41.04
HIGH 39.46
0.618 38.48
0.500 38.18
0.382 37.88
LOW 36.90
0.618 35.32
1.000 34.34
1.618 32.76
2.618 30.20
4.250 26.02
Fisher Pivots for day following 03-Feb-2016
Pivot 1 day 3 day
R1 38.83 38.93
PP 38.50 38.71
S1 38.18 38.49

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

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