NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 12-Feb-2016
Day Change Summary
Previous Current
11-Feb-2016 12-Feb-2016 Change Change % Previous Week
Open 27.34 27.30 -0.04 -0.1% 30.97
High 27.48 29.66 2.18 7.9% 31.38
Low 26.05 26.95 0.90 3.5% 26.05
Close 26.21 29.44 3.23 12.3% 29.44
Range 1.43 2.71 1.28 89.5% 5.33
ATR 2.16 2.25 0.09 4.3% 0.00
Volume 795,965 675,157 -120,808 -15.2% 3,594,267
Daily Pivots for day following 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 36.81 35.84 30.93
R3 34.10 33.13 30.19
R2 31.39 31.39 29.94
R1 30.42 30.42 29.69 30.91
PP 28.68 28.68 28.68 28.93
S1 27.71 27.71 29.19 28.20
S2 25.97 25.97 28.94
S3 23.26 25.00 28.69
S4 20.55 22.29 27.95
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 44.95 42.52 32.37
R3 39.62 37.19 30.91
R2 34.29 34.29 30.42
R1 31.86 31.86 29.93 30.41
PP 28.96 28.96 28.96 28.23
S1 26.53 26.53 28.95 25.08
S2 23.63 23.63 28.46
S3 18.30 21.20 27.97
S4 12.97 15.87 26.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 31.38 26.05 5.33 18.1% 2.16 7.3% 64% False False 718,853
10 34.18 26.05 8.13 27.6% 2.29 7.8% 42% False False 691,739
20 34.82 26.05 8.77 29.8% 2.41 8.2% 39% False False 674,016
40 39.56 26.05 13.51 45.9% 1.97 6.7% 25% False False 415,372
60 45.93 26.05 19.88 67.5% 1.84 6.3% 17% False False 305,604
80 50.70 26.05 24.65 83.7% 1.76 6.0% 14% False False 239,799
100 53.01 26.05 26.96 91.6% 1.74 5.9% 13% False False 198,059
120 53.08 26.05 27.03 91.8% 1.84 6.3% 13% False False 169,148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 41.18
2.618 36.75
1.618 34.04
1.000 32.37
0.618 31.33
HIGH 29.66
0.618 28.62
0.500 28.31
0.382 27.99
LOW 26.95
0.618 25.28
1.000 24.24
1.618 22.57
2.618 19.86
4.250 15.43
Fisher Pivots for day following 12-Feb-2016
Pivot 1 day 3 day
R1 29.06 28.91
PP 28.68 28.38
S1 28.31 27.86

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

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