NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 22-Feb-2016
Day Change Summary
Previous Current
19-Feb-2016 22-Feb-2016 Change Change % Previous Week
Open 32.70 31.96 -0.74 -2.3% 31.30
High 32.99 33.84 0.85 2.6% 34.21
Low 31.34 31.61 0.27 0.9% 30.66
Close 31.75 33.39 1.64 5.2% 31.75
Range 1.65 2.23 0.58 35.2% 3.55
ATR 2.20 2.20 0.00 0.1% 0.00
Volume 510,897 521,016 10,119 2.0% 1,882,982
Daily Pivots for day following 22-Feb-2016
Classic Woodie Camarilla DeMark
R4 39.64 38.74 34.62
R3 37.41 36.51 34.00
R2 35.18 35.18 33.80
R1 34.28 34.28 33.59 34.73
PP 32.95 32.95 32.95 33.17
S1 32.05 32.05 33.19 32.50
S2 30.72 30.72 32.98
S3 28.49 29.82 32.78
S4 26.26 27.59 32.16
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 42.86 40.85 33.70
R3 39.31 37.30 32.73
R2 35.76 35.76 32.40
R1 33.75 33.75 32.08 34.76
PP 32.21 32.21 32.21 32.71
S1 30.20 30.20 31.42 31.21
S2 28.66 28.66 31.10
S3 25.11 26.65 30.77
S4 21.56 23.10 29.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.21 30.66 3.55 10.6% 2.32 7.0% 77% False False 480,799
10 34.21 28.74 5.47 16.4% 2.16 6.5% 85% False False 435,582
20 36.28 28.74 7.54 22.6% 2.32 7.0% 62% False False 316,600
40 40.50 28.74 11.76 35.2% 2.06 6.2% 40% False False 198,549
60 46.78 28.74 18.04 54.0% 1.86 5.6% 26% False False 145,114
80 51.29 28.74 22.55 67.5% 1.76 5.3% 21% False False 113,707
100 53.35 28.74 24.61 73.7% 1.70 5.1% 19% False False 93,358
120 53.50 28.74 24.76 74.2% 1.74 5.2% 19% False False 79,231
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 43.32
2.618 39.68
1.618 37.45
1.000 36.07
0.618 35.22
HIGH 33.84
0.618 32.99
0.500 32.73
0.382 32.46
LOW 31.61
0.618 30.23
1.000 29.38
1.618 28.00
2.618 25.77
4.250 22.13
Fisher Pivots for day following 22-Feb-2016
Pivot 1 day 3 day
R1 33.17 33.19
PP 32.95 32.98
S1 32.73 32.78

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

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