NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 01-Feb-2016
Day Change Summary
Previous Current
29-Jan-2016 01-Feb-2016 Change Change % Previous Week
Open 35.20 35.46 0.26 0.7% 33.55
High 35.93 35.81 -0.12 -0.3% 36.28
Low 34.29 33.03 -1.26 -3.7% 30.70
Close 35.28 33.36 -1.92 -5.4% 35.28
Range 1.64 2.78 1.14 69.5% 5.58
ATR 2.08 2.13 0.05 2.4% 0.00
Volume 178,457 165,432 -13,025 -7.3% 860,916
Daily Pivots for day following 01-Feb-2016
Classic Woodie Camarilla DeMark
R4 42.41 40.66 34.89
R3 39.63 37.88 34.12
R2 36.85 36.85 33.87
R1 35.10 35.10 33.61 34.59
PP 34.07 34.07 34.07 33.81
S1 32.32 32.32 33.11 31.81
S2 31.29 31.29 32.85
S3 28.51 29.54 32.60
S4 25.73 26.76 31.83
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 50.83 48.63 38.35
R3 45.25 43.05 36.81
R2 39.67 39.67 36.30
R1 37.47 37.47 35.79 38.57
PP 34.09 34.09 34.09 34.64
S1 31.89 31.89 34.77 32.99
S2 28.51 28.51 34.26
S3 22.93 26.31 33.75
S4 17.35 20.73 32.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.28 30.70 5.58 16.7% 2.65 7.9% 48% False False 174,722
10 36.28 28.76 7.52 22.5% 2.53 7.6% 61% False False 161,544
20 40.50 28.76 11.74 35.2% 2.22 6.7% 39% False False 123,752
40 45.29 28.76 16.53 49.6% 1.82 5.5% 28% False False 81,941
60 51.29 28.76 22.53 67.5% 1.68 5.0% 20% False False 61,640
80 53.35 28.76 24.59 73.7% 1.62 4.9% 19% False False 49,736
100 53.35 28.76 24.59 73.7% 1.61 4.8% 19% False False 41,505
120 53.50 28.76 24.74 74.2% 1.66 5.0% 19% False False 35,970
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 2 trading days
Fibonacci Retracements and Extensions
4.250 47.63
2.618 43.09
1.618 40.31
1.000 38.59
0.618 37.53
HIGH 35.81
0.618 34.75
0.500 34.42
0.382 34.09
LOW 33.03
0.618 31.31
1.000 30.25
1.618 28.53
2.618 25.75
4.250 21.22
Fisher Pivots for day following 01-Feb-2016
Pivot 1 day 3 day
R1 34.42 34.66
PP 34.07 34.22
S1 33.71 33.79

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

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