NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 02-Feb-2016
Day Change Summary
Previous Current
01-Feb-2016 02-Feb-2016 Change Change % Previous Week
Open 35.46 33.11 -2.35 -6.6% 33.55
High 35.81 33.24 -2.57 -7.2% 36.28
Low 33.03 31.30 -1.73 -5.2% 30.70
Close 33.36 31.61 -1.75 -5.2% 35.28
Range 2.78 1.94 -0.84 -30.2% 5.58
ATR 2.13 2.13 -0.01 -0.2% 0.00
Volume 165,432 185,630 20,198 12.2% 860,916
Daily Pivots for day following 02-Feb-2016
Classic Woodie Camarilla DeMark
R4 37.87 36.68 32.68
R3 35.93 34.74 32.14
R2 33.99 33.99 31.97
R1 32.80 32.80 31.79 32.43
PP 32.05 32.05 32.05 31.86
S1 30.86 30.86 31.43 30.49
S2 30.11 30.11 31.25
S3 28.17 28.92 31.08
S4 26.23 26.98 30.54
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 31.30 4.98 15.8% 2.41 7.6% 6% False True 182,271
10 36.28 28.76 7.52 23.8% 2.52 8.0% 38% False False 167,856
20 39.31 28.76 10.55 33.4% 2.22 7.0% 27% False False 130,803
40 45.29 28.76 16.53 52.3% 1.83 5.8% 17% False False 85,949
60 49.46 28.76 20.70 65.5% 1.68 5.3% 14% False False 64,557
80 53.35 28.76 24.59 77.8% 1.63 5.1% 12% False False 51,891
100 53.35 28.76 24.59 77.8% 1.61 5.1% 12% False False 43,316
120 53.50 28.76 24.74 78.3% 1.66 5.3% 12% False False 37,438
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 41.49
2.618 38.32
1.618 36.38
1.000 35.18
0.618 34.44
HIGH 33.24
0.618 32.50
0.500 32.27
0.382 32.04
LOW 31.30
0.618 30.10
1.000 29.36
1.618 28.16
2.618 26.22
4.250 23.06
Fisher Pivots for day following 02-Feb-2016
Pivot 1 day 3 day
R1 32.27 33.62
PP 32.05 32.95
S1 31.83 32.28

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

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