NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 05-Feb-2016
Day Change Summary
Previous Current
04-Feb-2016 05-Feb-2016 Change Change % Previous Week
Open 34.29 33.35 -0.94 -2.7% 35.46
High 35.08 34.18 -0.90 -2.6% 35.81
Low 33.18 32.47 -0.71 -2.1% 31.14
Close 33.38 32.72 -0.66 -2.0% 32.72
Range 1.90 1.71 -0.19 -10.0% 4.67
ATR 2.18 2.15 -0.03 -1.5% 0.00
Volume 241,329 233,780 -7,549 -3.1% 1,115,272
Daily Pivots for day following 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 38.25 37.20 33.66
R3 36.54 35.49 33.19
R2 34.83 34.83 33.03
R1 33.78 33.78 32.88 33.45
PP 33.12 33.12 33.12 32.96
S1 32.07 32.07 32.56 31.74
S2 31.41 31.41 32.41
S3 29.70 30.36 32.25
S4 27.99 28.65 31.78
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 47.23 44.65 35.29
R3 42.56 39.98 34.00
R2 37.89 37.89 33.58
R1 35.31 35.31 33.15 34.27
PP 33.22 33.22 33.22 32.70
S1 30.64 30.64 32.29 29.60
S2 28.55 28.55 31.86
S3 23.88 25.97 31.44
S4 19.21 21.30 30.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.81 31.14 4.67 14.3% 2.30 7.0% 34% False False 223,054
10 36.28 30.70 5.58 17.1% 2.48 7.6% 36% False False 197,618
20 36.67 28.76 7.91 24.2% 2.27 6.9% 50% False False 157,727
40 42.28 28.76 13.52 41.3% 1.85 5.7% 29% False False 101,389
60 48.10 28.76 19.34 59.1% 1.73 5.3% 20% False False 76,298
80 51.29 28.76 22.53 68.9% 1.63 5.0% 18% False False 60,956
100 53.35 28.76 24.59 75.2% 1.63 5.0% 16% False False 50,759
120 53.50 28.76 24.74 75.6% 1.70 5.2% 16% False False 43,581
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 41.45
2.618 38.66
1.618 36.95
1.000 35.89
0.618 35.24
HIGH 34.18
0.618 33.53
0.500 33.33
0.382 33.12
LOW 32.47
0.618 31.41
1.000 30.76
1.618 29.70
2.618 27.99
4.250 25.20
Fisher Pivots for day following 05-Feb-2016
Pivot 1 day 3 day
R1 33.33 33.11
PP 33.12 32.98
S1 32.92 32.85

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

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