NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 02-Mar-2016
Day Change Summary
Previous Current
01-Mar-2016 02-Mar-2016 Change Change % Previous Week
Open 39.09 39.05 -0.04 -0.1% 36.87
High 39.72 39.77 0.05 0.1% 39.76
Low 38.68 38.62 -0.06 -0.2% 36.21
Close 39.31 39.34 0.03 0.1% 38.03
Range 1.04 1.15 0.11 10.6% 3.55
ATR 1.78 1.73 -0.04 -2.5% 0.00
Volume 30,545 32,906 2,361 7.7% 114,912
Daily Pivots for day following 02-Mar-2016
Classic Woodie Camarilla DeMark
R4 42.69 42.17 39.97
R3 41.54 41.02 39.66
R2 40.39 40.39 39.55
R1 39.87 39.87 39.45 40.13
PP 39.24 39.24 39.24 39.38
S1 38.72 38.72 39.23 38.98
S2 38.09 38.09 39.13
S3 36.94 37.57 39.02
S4 35.79 36.42 38.71
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 48.65 46.89 39.98
R3 45.10 43.34 39.01
R2 41.55 41.55 38.68
R1 39.79 39.79 38.36 40.67
PP 38.00 38.00 38.00 38.44
S1 36.24 36.24 37.70 37.12
S2 34.45 34.45 37.38
S3 30.90 32.69 37.05
S4 27.35 29.14 36.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.77 36.93 2.84 7.2% 1.46 3.7% 85% True False 26,539
10 39.77 36.21 3.56 9.0% 1.55 3.9% 88% True False 23,237
20 39.79 34.69 5.10 13.0% 1.72 4.4% 91% False False 26,036
40 42.45 32.85 9.60 24.4% 1.78 4.5% 68% False False 20,786
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.66
2.618 42.78
1.618 41.63
1.000 40.92
0.618 40.48
HIGH 39.77
0.618 39.33
0.500 39.20
0.382 39.06
LOW 38.62
0.618 37.91
1.000 37.47
1.618 36.76
2.618 35.61
4.250 33.73
Fisher Pivots for day following 02-Mar-2016
Pivot 1 day 3 day
R1 39.29 39.15
PP 39.24 38.96
S1 39.20 38.78

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

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