NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 09-Feb-2016
Day Change Summary
Previous Current
08-Feb-2016 09-Feb-2016 Change Change % Previous Week
Open 32.79 32.04 -0.75 -2.3% 35.46
High 33.28 32.48 -0.80 -2.4% 35.81
Low 31.51 29.57 -1.94 -6.2% 31.14
Close 31.64 29.74 -1.90 -6.0% 32.72
Range 1.77 2.91 1.14 64.4% 4.67
ATR 2.12 2.18 0.06 2.7% 0.00
Volume 281,252 364,500 83,248 29.6% 1,115,272
Daily Pivots for day following 09-Feb-2016
Classic Woodie Camarilla DeMark
R4 39.33 37.44 31.34
R3 36.42 34.53 30.54
R2 33.51 33.51 30.27
R1 31.62 31.62 30.01 31.11
PP 30.60 30.60 30.60 30.34
S1 28.71 28.71 29.47 28.20
S2 27.69 27.69 29.21
S3 24.78 25.80 28.94
S4 21.87 22.89 28.14
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 29.57 5.51 18.5% 2.29 7.7% 3% False True 281,992
10 36.28 29.57 6.71 22.6% 2.35 7.9% 3% False True 232,132
20 36.28 28.76 7.52 25.3% 2.30 7.7% 13% False False 181,595
40 41.01 28.76 12.25 41.2% 1.90 6.4% 8% False False 115,042
60 46.78 28.76 18.02 60.6% 1.77 6.0% 5% False False 86,467
80 51.29 28.76 22.53 75.8% 1.66 5.6% 4% False False 68,789
100 53.35 28.76 24.59 82.7% 1.64 5.5% 4% False False 57,008
120 53.50 28.76 24.74 83.2% 1.73 5.8% 4% False False 48,835
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.49
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 44.85
2.618 40.10
1.618 37.19
1.000 35.39
0.618 34.28
HIGH 32.48
0.618 31.37
0.500 31.03
0.382 30.68
LOW 29.57
0.618 27.77
1.000 26.66
1.618 24.86
2.618 21.95
4.250 17.20
Fisher Pivots for day following 09-Feb-2016
Pivot 1 day 3 day
R1 31.03 31.88
PP 30.60 31.16
S1 30.17 30.45

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

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