NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 35.98 35.44 -0.54 -1.5% 39.77
High 36.82 35.78 -1.04 -2.8% 40.07
Low 35.37 34.69 -0.68 -1.9% 36.90
Close 35.60 34.83 -0.77 -2.2% 38.69
Range 1.45 1.09 -0.36 -24.8% 3.17
ATR 1.82 1.76 -0.05 -2.9% 0.00
Volume 32,800 33,997 1,197 3.6% 132,312
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 38.37 37.69 35.43
R3 37.28 36.60 35.13
R2 36.19 36.19 35.03
R1 35.51 35.51 34.93 35.31
PP 35.10 35.10 35.10 35.00
S1 34.42 34.42 34.73 34.22
S2 34.01 34.01 34.63
S3 32.92 33.33 34.53
S4 31.83 32.24 34.23
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 48.06 46.55 40.43
R3 44.89 43.38 39.56
R2 41.72 41.72 39.27
R1 40.21 40.21 38.98 39.38
PP 38.55 38.55 38.55 38.14
S1 37.04 37.04 38.40 36.21
S2 35.38 35.38 38.11
S3 32.21 33.87 37.82
S4 29.04 30.70 36.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.71 34.69 5.02 14.4% 1.54 4.4% 3% False True 32,970
10 40.50 34.69 5.81 16.7% 1.60 4.6% 2% False True 29,672
20 40.50 32.85 7.65 22.0% 1.85 5.3% 26% False False 22,632
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 0.42
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 40.41
2.618 38.63
1.618 37.54
1.000 36.87
0.618 36.45
HIGH 35.78
0.618 35.36
0.500 35.24
0.382 35.11
LOW 34.69
0.618 34.02
1.000 33.60
1.618 32.93
2.618 31.84
4.250 30.06
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 35.24 36.46
PP 35.10 35.91
S1 34.97 35.37

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

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