NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 08-Feb-2016
Day Change Summary
Previous Current
05-Feb-2016 08-Feb-2016 Change Change % Previous Week
Open 31.64 30.97 -0.67 -2.1% 33.83
High 32.45 31.38 -1.07 -3.3% 34.18
Low 30.63 29.57 -1.06 -3.5% 29.40
Close 30.89 29.69 -1.20 -3.9% 30.89
Range 1.82 1.81 -0.01 -0.5% 4.78
ATR 2.22 2.19 -0.03 -1.3% 0.00
Volume 616,531 603,646 -12,885 -2.1% 3,323,127
Daily Pivots for day following 08-Feb-2016
Classic Woodie Camarilla DeMark
R4 35.64 34.48 30.69
R3 33.83 32.67 30.19
R2 32.02 32.02 30.02
R1 30.86 30.86 29.86 30.54
PP 30.21 30.21 30.21 30.05
S1 29.05 29.05 29.52 28.73
S2 28.40 28.40 29.36
S3 26.59 27.24 29.19
S4 24.78 25.43 28.69
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 45.83 43.14 33.52
R3 41.05 38.36 32.20
R2 36.27 36.27 31.77
R1 33.58 33.58 31.33 32.54
PP 31.49 31.49 31.49 30.97
S1 28.80 28.80 30.45 27.76
S2 26.71 26.71 30.01
S3 21.93 24.02 29.58
S4 17.15 19.24 28.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 33.60 29.40 4.20 14.1% 2.20 7.4% 7% False False 666,232
10 34.82 29.25 5.57 18.8% 2.46 8.3% 8% False False 675,924
20 34.82 27.56 7.26 24.5% 2.33 7.9% 29% False False 592,321
40 40.37 27.56 12.81 43.1% 1.90 6.4% 17% False False 353,657
60 47.16 27.56 19.60 66.0% 1.80 6.1% 11% False False 259,738
80 50.70 27.56 23.14 77.9% 1.71 5.8% 9% False False 203,806
100 53.01 27.56 25.45 85.7% 1.72 5.8% 8% False False 169,066
120 53.08 27.56 25.52 86.0% 1.82 6.1% 8% False False 145,139
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.51
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 39.07
2.618 36.12
1.618 34.31
1.000 33.19
0.618 32.50
HIGH 31.38
0.618 30.69
0.500 30.48
0.382 30.26
LOW 29.57
0.618 28.45
1.000 27.76
1.618 26.64
2.618 24.83
4.250 21.88
Fisher Pivots for day following 08-Feb-2016
Pivot 1 day 3 day
R1 30.48 31.59
PP 30.21 30.95
S1 29.95 30.32

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

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