NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 10-Feb-2016
Day Change Summary
Previous Current
09-Feb-2016 10-Feb-2016 Change Change % Previous Week
Open 30.17 28.36 -1.81 -6.0% 33.83
High 30.61 29.22 -1.39 -4.5% 34.18
Low 27.74 27.24 -0.50 -1.8% 29.40
Close 27.94 27.45 -0.49 -1.8% 30.89
Range 2.87 1.98 -0.89 -31.0% 4.78
ATR 2.24 2.22 -0.02 -0.8% 0.00
Volume 738,219 781,280 43,061 5.8% 3,323,127
Daily Pivots for day following 10-Feb-2016
Classic Woodie Camarilla DeMark
R4 33.91 32.66 28.54
R3 31.93 30.68 27.99
R2 29.95 29.95 27.81
R1 28.70 28.70 27.63 28.34
PP 27.97 27.97 27.97 27.79
S1 26.72 26.72 27.27 26.36
S2 25.99 25.99 27.09
S3 24.01 24.74 26.91
S4 22.03 22.76 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 27.24 6.36 23.2% 2.11 7.7% 3% False True 687,279
10 34.82 27.24 7.58 27.6% 2.36 8.6% 3% False True 689,776
20 34.82 27.24 7.58 27.6% 2.35 8.6% 3% False True 638,754
40 40.18 27.24 12.94 47.1% 1.96 7.1% 2% False True 384,974
60 45.93 27.24 18.69 68.1% 1.83 6.7% 1% False True 283,306
80 50.70 27.24 23.46 85.5% 1.74 6.3% 1% False True 222,156
100 53.01 27.24 25.77 93.9% 1.74 6.3% 1% False True 183,727
120 53.08 27.24 25.84 94.1% 1.83 6.7% 1% False True 157,393
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 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 37.64
2.618 34.40
1.618 32.42
1.000 31.20
0.618 30.44
HIGH 29.22
0.618 28.46
0.500 28.23
0.382 28.00
LOW 27.24
0.618 26.02
1.000 25.26
1.618 24.04
2.618 22.06
4.250 18.83
Fisher Pivots for day following 10-Feb-2016
Pivot 1 day 3 day
R1 28.23 29.31
PP 27.97 28.69
S1 27.71 28.07

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

View Archives - Comment on this page... - Back to Index of Symbols