NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 12-Feb-2016
Day Change Summary
Previous Current
11-Feb-2016 12-Feb-2016 Change Change % Previous Week
Open 29.67 30.05 0.38 1.3% 32.79
High 30.10 31.98 1.88 6.2% 33.28
Low 28.74 29.78 1.04 3.6% 28.74
Close 28.83 31.91 3.08 10.7% 31.91
Range 1.36 2.20 0.84 61.8% 4.54
ATR 2.09 2.17 0.08 3.6% 0.00
Volume 437,444 426,183 -11,261 -2.6% 1,951,830
Daily Pivots for day following 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 37.82 37.07 33.12
R3 35.62 34.87 32.52
R2 33.42 33.42 32.31
R1 32.67 32.67 32.11 33.05
PP 31.22 31.22 31.22 31.41
S1 30.47 30.47 31.71 30.85
S2 29.02 29.02 31.51
S3 26.82 28.27 31.31
S4 24.62 26.07 30.70
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 44.93 42.96 34.41
R3 40.39 38.42 33.16
R2 35.85 35.85 32.74
R1 33.88 33.88 32.33 32.60
PP 31.31 31.31 31.31 30.67
S1 29.34 29.34 31.49 28.06
S2 26.77 26.77 31.08
S3 22.23 24.80 30.66
S4 17.69 20.26 29.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 33.28 28.74 4.54 14.2% 2.00 6.3% 70% False False 390,366
10 35.81 28.74 7.07 22.2% 2.15 6.7% 45% False False 306,710
20 36.28 28.74 7.54 23.6% 2.31 7.2% 42% False False 229,873
40 40.50 28.74 11.76 36.9% 1.91 6.0% 27% False False 143,667
60 46.78 28.74 18.04 56.5% 1.78 5.6% 18% False False 107,031
80 51.29 28.74 22.55 70.7% 1.68 5.3% 14% False False 84,666
100 53.35 28.74 24.61 77.1% 1.65 5.2% 13% False False 69,859
120 53.50 28.74 24.76 77.6% 1.73 5.4% 13% False False 59,523
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 0.49
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 41.33
2.618 37.74
1.618 35.54
1.000 34.18
0.618 33.34
HIGH 31.98
0.618 31.14
0.500 30.88
0.382 30.62
LOW 29.78
0.618 28.42
1.000 27.58
1.618 26.22
2.618 24.02
4.250 20.43
Fisher Pivots for day following 12-Feb-2016
Pivot 1 day 3 day
R1 31.57 31.39
PP 31.22 30.88
S1 30.88 30.36

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

View Archives - Comment on this page... - Back to Index of Symbols