NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 16-Feb-2016
Day Change Summary
Previous Current
12-Feb-2016 16-Feb-2016 Change Change % Previous Week
Open 27.30 29.08 1.78 6.5% 30.97
High 29.66 31.53 1.87 6.3% 31.38
Low 26.95 28.70 1.75 6.5% 26.05
Close 29.44 29.04 -0.40 -1.4% 29.44
Range 2.71 2.83 0.12 4.4% 5.33
ATR 2.25 2.29 0.04 1.8% 0.00
Volume 675,157 651,956 -23,201 -3.4% 3,594,267
Daily Pivots for day following 16-Feb-2016
Classic Woodie Camarilla DeMark
R4 38.25 36.47 30.60
R3 35.42 33.64 29.82
R2 32.59 32.59 29.56
R1 30.81 30.81 29.30 30.29
PP 29.76 29.76 29.76 29.49
S1 27.98 27.98 28.78 27.46
S2 26.93 26.93 28.52
S3 24.10 25.15 28.26
S4 21.27 22.32 27.48
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 31.53 26.05 5.48 18.9% 2.36 8.1% 55% True False 728,515
10 33.60 26.05 7.55 26.0% 2.28 7.9% 40% False False 697,373
20 34.82 26.05 8.77 30.2% 2.44 8.4% 34% False False 688,664
40 39.53 26.05 13.48 46.4% 2.00 6.9% 22% False False 428,491
60 45.93 26.05 19.88 68.5% 1.87 6.4% 15% False False 315,802
80 50.70 26.05 24.65 84.9% 1.78 6.1% 12% False False 247,446
100 53.01 26.05 26.96 92.8% 1.75 6.0% 11% False False 204,319
120 53.08 26.05 27.03 93.1% 1.84 6.4% 11% False False 174,340
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 0.48
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 43.56
2.618 38.94
1.618 36.11
1.000 34.36
0.618 33.28
HIGH 31.53
0.618 30.45
0.500 30.12
0.382 29.78
LOW 28.70
0.618 26.95
1.000 25.87
1.618 24.12
2.618 21.29
4.250 16.67
Fisher Pivots for day following 16-Feb-2016
Pivot 1 day 3 day
R1 30.12 28.96
PP 29.76 28.87
S1 29.40 28.79

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

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