NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 28.36 27.34 -1.02 -3.6% 33.83
High 29.22 27.48 -1.74 -6.0% 34.18
Low 27.24 26.05 -1.19 -4.4% 29.40
Close 27.45 26.21 -1.24 -4.5% 30.89
Range 1.98 1.43 -0.55 -27.8% 4.78
ATR 2.22 2.16 -0.06 -2.5% 0.00
Volume 781,280 795,965 14,685 1.9% 3,323,127
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 30.87 29.97 27.00
R3 29.44 28.54 26.60
R2 28.01 28.01 26.47
R1 27.11 27.11 26.34 26.85
PP 26.58 26.58 26.58 26.45
S1 25.68 25.68 26.08 25.42
S2 25.15 25.15 25.95
S3 23.72 24.25 25.82
S4 22.29 22.82 25.42
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 32.45 26.05 6.40 24.4% 1.98 7.6% 3% False True 707,128
10 34.40 26.05 8.35 31.9% 2.19 8.4% 2% False True 686,034
20 34.82 26.05 8.77 33.5% 2.34 8.9% 2% False True 660,640
40 40.18 26.05 14.13 53.9% 1.95 7.4% 1% False True 401,866
60 45.93 26.05 19.88 75.8% 1.83 7.0% 1% False True 295,555
80 50.70 26.05 24.65 94.0% 1.74 6.6% 1% False True 231,748
100 53.01 26.05 26.96 102.9% 1.73 6.6% 1% False True 191,465
120 53.08 26.05 27.03 103.1% 1.83 7.0% 1% False True 163,721
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 19 trading days
Fibonacci Retracements and Extensions
4.250 33.56
2.618 31.22
1.618 29.79
1.000 28.91
0.618 28.36
HIGH 27.48
0.618 26.93
0.500 26.77
0.382 26.60
LOW 26.05
0.618 25.17
1.000 24.62
1.618 23.74
2.618 22.31
4.250 19.97
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 26.77 28.33
PP 26.58 27.62
S1 26.40 26.92

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

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