NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 19-Feb-2016
Day Change Summary
Previous Current
18-Feb-2016 19-Feb-2016 Change Change % Previous Week
Open 31.35 30.60 -0.75 -2.4% 29.08
High 31.98 30.73 -1.25 -3.9% 31.98
Low 30.27 29.05 -1.22 -4.0% 28.70
Close 30.77 29.64 -1.13 -3.7% 29.64
Range 1.71 1.68 -0.03 -1.8% 3.28
ATR 2.28 2.24 -0.04 -1.8% 0.00
Volume 225,497 103,202 -122,295 -54.2% 1,559,294
Daily Pivots for day following 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 34.85 33.92 30.56
R3 33.17 32.24 30.10
R2 31.49 31.49 29.95
R1 30.56 30.56 29.79 30.19
PP 29.81 29.81 29.81 29.62
S1 28.88 28.88 29.49 28.51
S2 28.13 28.13 29.33
S3 26.45 27.20 29.18
S4 24.77 25.52 28.72
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 39.95 38.07 31.44
R3 36.67 34.79 30.54
R2 33.39 33.39 30.24
R1 31.51 31.51 29.94 32.45
PP 30.11 30.11 30.11 30.58
S1 28.23 28.23 29.34 29.17
S2 26.83 26.83 29.04
S3 23.55 24.95 28.74
S4 20.27 21.67 27.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 31.98 26.95 5.03 17.0% 2.34 7.9% 53% False False 446,890
10 32.45 26.05 6.40 21.6% 2.16 7.3% 56% False False 577,009
20 34.82 26.05 8.77 29.6% 2.42 8.2% 41% False False 627,631
40 39.53 26.05 13.48 45.5% 2.08 7.0% 27% False False 445,601
60 45.93 26.05 19.88 67.1% 1.91 6.4% 18% False False 328,057
80 50.70 26.05 24.65 83.2% 1.81 6.1% 15% False False 257,394
100 53.01 26.05 26.96 91.0% 1.77 6.0% 13% False False 212,540
120 53.08 26.05 27.03 91.2% 1.84 6.2% 13% False False 181,373
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 37.87
2.618 35.13
1.618 33.45
1.000 32.41
0.618 31.77
HIGH 30.73
0.618 30.09
0.500 29.89
0.382 29.69
LOW 29.05
0.618 28.01
1.000 27.37
1.618 26.33
2.618 24.65
4.250 21.91
Fisher Pivots for day following 19-Feb-2016
Pivot 1 day 3 day
R1 29.89 30.36
PP 29.81 30.12
S1 29.72 29.88

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

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