NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 24-Feb-2016
Day Change Summary
Previous Current
23-Feb-2016 24-Feb-2016 Change Change % Previous Week
Open 33.34 31.28 -2.06 -6.2% 31.30
High 33.53 32.40 -1.13 -3.4% 34.21
Low 31.22 30.56 -0.66 -2.1% 30.66
Close 31.87 32.15 0.28 0.9% 31.75
Range 2.31 1.84 -0.47 -20.3% 3.55
ATR 2.21 2.18 -0.03 -1.2% 0.00
Volume 539,379 652,245 112,866 20.9% 1,882,982
Daily Pivots for day following 24-Feb-2016
Classic Woodie Camarilla DeMark
R4 37.22 36.53 33.16
R3 35.38 34.69 32.66
R2 33.54 33.54 32.49
R1 32.85 32.85 32.32 33.20
PP 31.70 31.70 31.70 31.88
S1 31.01 31.01 31.98 31.36
S2 29.86 29.86 31.81
S3 28.02 29.17 31.64
S4 26.18 27.33 31.14
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 30.56 3.65 11.4% 1.96 6.1% 44% False True 531,132
10 34.21 28.74 5.47 17.0% 2.11 6.6% 62% False False 490,170
20 36.28 28.74 7.54 23.5% 2.23 6.9% 45% False False 361,151
40 40.50 28.74 11.76 36.6% 2.10 6.5% 29% False False 226,734
60 46.46 28.74 17.72 55.1% 1.88 5.8% 19% False False 164,274
80 51.29 28.74 22.55 70.1% 1.77 5.5% 15% False False 128,162
100 53.35 28.74 24.61 76.5% 1.72 5.3% 14% False False 105,166
120 53.35 28.74 24.61 76.5% 1.69 5.3% 14% False False 88,954
Crabel Price Patterns
NR True
NR4 False
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 0.47
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 40.22
2.618 37.22
1.618 35.38
1.000 34.24
0.618 33.54
HIGH 32.40
0.618 31.70
0.500 31.48
0.382 31.26
LOW 30.56
0.618 29.42
1.000 28.72
1.618 27.58
2.618 25.74
4.250 22.74
Fisher Pivots for day following 24-Feb-2016
Pivot 1 day 3 day
R1 31.93 32.20
PP 31.70 32.18
S1 31.48 32.17

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

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