NYMEX Light Sweet Crude Oil Future March 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 31.37 29.75 -1.62 -5.2% 32.05
High 31.53 32.75 1.22 3.9% 34.82
Low 29.57 29.40 -0.17 -0.6% 29.25
Close 29.88 32.28 2.40 8.0% 33.62
Range 1.96 3.35 1.39 70.9% 5.57
ATR 2.18 2.26 0.08 3.9% 0.00
Volume 602,564 811,699 209,135 34.7% 3,439,363
Daily Pivots for day following 03-Feb-2016
Classic Woodie Camarilla DeMark
R4 41.53 40.25 34.12
R3 38.18 36.90 33.20
R2 34.83 34.83 32.89
R1 33.55 33.55 32.59 34.19
PP 31.48 31.48 31.48 31.80
S1 30.20 30.20 31.97 30.84
S2 28.13 28.13 31.67
S3 24.78 26.85 31.36
S4 21.43 23.50 30.44
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 49.27 47.02 36.68
R3 43.70 41.45 35.15
R2 38.13 38.13 34.64
R1 35.88 35.88 34.13 37.01
PP 32.56 32.56 32.56 33.13
S1 30.31 30.31 33.11 31.44
S2 26.99 26.99 32.60
S3 21.42 24.74 32.09
S4 15.85 19.17 30.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.82 29.40 5.42 16.8% 2.61 8.1% 53% False True 692,272
10 34.82 27.87 6.95 21.5% 2.72 8.4% 63% False False 677,985
20 37.57 27.56 10.01 31.0% 2.37 7.3% 47% False False 532,994
40 42.70 27.56 15.14 46.9% 1.91 5.9% 31% False False 317,231
60 48.28 27.56 20.72 64.2% 1.77 5.5% 23% False False 230,160
80 53.01 27.56 25.45 78.8% 1.71 5.3% 19% False False 181,212
100 53.01 27.56 25.45 78.8% 1.71 5.3% 19% False False 150,674
120 53.08 27.56 25.52 79.1% 1.80 5.6% 18% False False 129,665
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 46.99
2.618 41.52
1.618 38.17
1.000 36.10
0.618 34.82
HIGH 32.75
0.618 31.47
0.500 31.08
0.382 30.68
LOW 29.40
0.618 27.33
1.000 26.05
1.618 23.98
2.618 20.63
4.250 15.16
Fisher Pivots for day following 03-Feb-2016
Pivot 1 day 3 day
R1 31.88 32.12
PP 31.48 31.95
S1 31.08 31.79

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.