NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 22-Feb-2016
Day Change Summary
Previous Current
19-Feb-2016 22-Feb-2016 Change Change % Previous Week
Open 30.60 29.72 -0.88 -2.9% 29.08
High 30.73 32.05 1.32 4.3% 31.98
Low 29.05 29.48 0.43 1.5% 28.70
Close 29.64 31.48 1.84 6.2% 29.64
Range 1.68 2.57 0.89 53.0% 3.28
ATR 2.24 2.27 0.02 1.0% 0.00
Volume 103,202 21,222 -81,980 -79.4% 1,559,294
Daily Pivots for day following 22-Feb-2016
Classic Woodie Camarilla DeMark
R4 38.71 37.67 32.89
R3 36.14 35.10 32.19
R2 33.57 33.57 31.95
R1 32.53 32.53 31.72 33.05
PP 31.00 31.00 31.00 31.27
S1 29.96 29.96 31.24 30.48
S2 28.43 28.43 31.01
S3 25.86 27.39 30.77
S4 23.29 24.82 30.07
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 32.05 28.70 3.35 10.6% 2.31 7.3% 83% True False 316,103
10 32.05 26.05 6.00 19.1% 2.24 7.1% 91% True False 517,478
20 34.82 26.05 8.77 27.9% 2.41 7.7% 62% False False 596,863
40 39.53 26.05 13.48 42.8% 2.12 6.7% 40% False False 443,950
60 45.93 26.05 19.88 63.2% 1.92 6.1% 27% False False 327,150
80 50.70 26.05 24.65 78.3% 1.83 5.8% 22% False False 257,228
100 53.01 26.05 26.96 85.6% 1.78 5.7% 20% False False 212,494
120 53.08 26.05 27.03 85.9% 1.83 5.8% 20% False False 181,291
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 42.97
2.618 38.78
1.618 36.21
1.000 34.62
0.618 33.64
HIGH 32.05
0.618 31.07
0.500 30.77
0.382 30.46
LOW 29.48
0.618 27.89
1.000 26.91
1.618 25.32
2.618 22.75
4.250 18.56
Fisher Pivots for day following 22-Feb-2016
Pivot 1 day 3 day
R1 31.24 31.17
PP 31.00 30.86
S1 30.77 30.55

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

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