NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 04-Feb-2016
Day Change Summary
Previous Current
03-Feb-2016 04-Feb-2016 Change Change % Previous Week
Open 37.18 39.12 1.94 5.2% 37.60
High 39.46 39.79 0.33 0.8% 40.50
Low 36.90 38.52 1.62 4.4% 35.29
Close 39.15 38.93 -0.22 -0.6% 40.35
Range 2.56 1.27 -1.29 -50.4% 5.21
ATR 1.89 1.85 -0.04 -2.3% 0.00
Volume 28,795 25,584 -3,211 -11.2% 95,015
Daily Pivots for day following 04-Feb-2016
Classic Woodie Camarilla DeMark
R4 42.89 42.18 39.63
R3 41.62 40.91 39.28
R2 40.35 40.35 39.16
R1 39.64 39.64 39.05 39.36
PP 39.08 39.08 39.08 38.94
S1 38.37 38.37 38.81 38.09
S2 37.81 37.81 38.70
S3 36.54 37.10 38.58
S4 35.27 35.83 38.23
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% 1.66 4.3% 56% False False 26,374
10 40.50 34.67 5.83 15.0% 2.09 5.4% 73% False False 21,693
20 40.50 32.85 7.65 19.7% 1.89 4.9% 79% False False 17,381
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.33
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 45.19
2.618 43.11
1.618 41.84
1.000 41.06
0.618 40.57
HIGH 39.79
0.618 39.30
0.500 39.16
0.382 39.01
LOW 38.52
0.618 37.74
1.000 37.25
1.618 36.47
2.618 35.20
4.250 33.12
Fisher Pivots for day following 04-Feb-2016
Pivot 1 day 3 day
R1 39.16 38.74
PP 39.08 38.54
S1 39.01 38.35

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

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