NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 08-Feb-2016
Day Change Summary
Previous Current
05-Feb-2016 08-Feb-2016 Change Change % Previous Week
Open 33.35 32.79 -0.56 -1.7% 35.46
High 34.18 33.28 -0.90 -2.6% 35.81
Low 32.47 31.51 -0.96 -3.0% 31.14
Close 32.72 31.64 -1.08 -3.3% 32.72
Range 1.71 1.77 0.06 3.5% 4.67
ATR 2.15 2.12 -0.03 -1.3% 0.00
Volume 233,780 281,252 47,472 20.3% 1,115,272
Daily Pivots for day following 08-Feb-2016
Classic Woodie Camarilla DeMark
R4 37.45 36.32 32.61
R3 35.68 34.55 32.13
R2 33.91 33.91 31.96
R1 32.78 32.78 31.80 32.46
PP 32.14 32.14 32.14 31.99
S1 31.01 31.01 31.48 30.69
S2 30.37 30.37 31.32
S3 28.60 29.24 31.15
S4 26.83 27.47 30.67
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 35.08 31.14 3.94 12.5% 2.10 6.6% 13% False False 246,218
10 36.28 30.70 5.58 17.6% 2.38 7.5% 17% False False 210,470
20 36.28 28.76 7.52 23.8% 2.27 7.2% 38% False False 166,973
40 41.31 28.76 12.55 39.7% 1.85 5.8% 23% False False 107,030
60 47.82 28.76 19.06 60.2% 1.75 5.5% 15% False False 80,751
80 51.29 28.76 22.53 71.2% 1.64 5.2% 13% False False 64,336
100 53.35 28.76 24.59 77.7% 1.64 5.2% 12% False False 53,464
120 53.50 28.76 24.74 78.2% 1.71 5.4% 12% False False 45,864
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 0.51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 40.80
2.618 37.91
1.618 36.14
1.000 35.05
0.618 34.37
HIGH 33.28
0.618 32.60
0.500 32.40
0.382 32.19
LOW 31.51
0.618 30.42
1.000 29.74
1.618 28.65
2.618 26.88
4.250 23.99
Fisher Pivots for day following 08-Feb-2016
Pivot 1 day 3 day
R1 32.40 33.30
PP 32.14 32.74
S1 31.89 32.19

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

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