NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 09-Feb-2016
Day Change Summary
Previous Current
08-Feb-2016 09-Feb-2016 Change Change % Previous Week
Open 30.97 30.17 -0.80 -2.6% 33.83
High 31.38 30.61 -0.77 -2.5% 34.18
Low 29.57 27.74 -1.83 -6.2% 29.40
Close 29.69 27.94 -1.75 -5.9% 30.89
Range 1.81 2.87 1.06 58.6% 4.78
ATR 2.19 2.24 0.05 2.2% 0.00
Volume 603,646 738,219 134,573 22.3% 3,323,127
Daily Pivots for day following 09-Feb-2016
Classic Woodie Camarilla DeMark
R4 37.37 35.53 29.52
R3 34.50 32.66 28.73
R2 31.63 31.63 28.47
R1 29.79 29.79 28.20 29.28
PP 28.76 28.76 28.76 28.51
S1 26.92 26.92 27.68 26.41
S2 25.89 25.89 27.41
S3 23.02 24.05 27.15
S4 20.15 21.18 26.36
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 27.74 5.86 21.0% 2.38 8.5% 3% False True 693,363
10 34.82 27.74 7.08 25.3% 2.43 8.7% 3% False True 685,503
20 34.82 27.56 7.26 26.0% 2.36 8.5% 5% False False 614,044
40 40.18 27.56 12.62 45.2% 1.95 7.0% 3% False False 369,005
60 46.20 27.56 18.64 66.7% 1.83 6.5% 2% False False 271,138
80 50.70 27.56 23.14 82.8% 1.73 6.2% 2% False False 212,736
100 53.01 27.56 25.45 91.1% 1.73 6.2% 1% False False 176,173
120 53.08 27.56 25.52 91.3% 1.83 6.6% 1% False False 151,112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.50
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 42.81
2.618 38.12
1.618 35.25
1.000 33.48
0.618 32.38
HIGH 30.61
0.618 29.51
0.500 29.18
0.382 28.84
LOW 27.74
0.618 25.97
1.000 24.87
1.618 23.10
2.618 20.23
4.250 15.54
Fisher Pivots for day following 09-Feb-2016
Pivot 1 day 3 day
R1 29.18 30.10
PP 28.76 29.38
S1 28.35 28.66

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

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