NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 18-Feb-2016
Day Change Summary
Previous Current
17-Feb-2016 18-Feb-2016 Change Change % Previous Week
Open 31.19 33.55 2.36 7.6% 32.79
High 33.66 34.21 0.55 1.6% 33.28
Low 30.81 32.45 1.64 5.3% 28.74
Close 32.98 32.93 -0.05 -0.2% 31.91
Range 2.85 1.76 -1.09 -38.2% 4.54
ATR 2.28 2.24 -0.04 -1.6% 0.00
Volume 458,686 432,126 -26,560 -5.8% 1,951,830
Daily Pivots for day following 18-Feb-2016
Classic Woodie Camarilla DeMark
R4 38.48 37.46 33.90
R3 36.72 35.70 33.41
R2 34.96 34.96 33.25
R1 33.94 33.94 33.09 33.57
PP 33.20 33.20 33.20 33.01
S1 32.18 32.18 32.77 31.81
S2 31.44 31.44 32.61
S3 29.68 30.42 32.45
S4 27.92 28.66 31.96
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 34.21 28.74 5.47 16.6% 2.26 6.9% 77% True False 447,142
10 35.08 28.74 6.34 19.3% 2.13 6.5% 66% False False 379,902
20 36.28 28.74 7.54 22.9% 2.39 7.2% 56% False False 280,206
40 40.50 28.74 11.76 35.7% 2.00 6.1% 36% False False 174,742
60 46.78 28.74 18.04 54.8% 1.85 5.6% 23% False False 128,875
80 51.29 28.74 22.55 68.5% 1.75 5.3% 19% False False 101,213
100 53.35 28.74 24.61 74.7% 1.68 5.1% 17% False False 83,267
120 53.50 28.74 24.76 75.2% 1.77 5.4% 17% False False 70,798
Crabel Price Patterns
NR True
NR4 True
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 0.57
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 41.69
2.618 38.82
1.618 37.06
1.000 35.97
0.618 35.30
HIGH 34.21
0.618 33.54
0.500 33.33
0.382 33.12
LOW 32.45
0.618 31.36
1.000 30.69
1.618 29.60
2.618 27.84
4.250 24.97
Fisher Pivots for day following 18-Feb-2016
Pivot 1 day 3 day
R1 33.33 32.77
PP 33.20 32.60
S1 33.06 32.44

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

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