NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 26-Feb-2016
Day Change Summary
Previous Current
25-Feb-2016 26-Feb-2016 Change Change % Previous Week
Open 32.19 33.04 0.85 2.6% 31.96
High 33.49 34.69 1.20 3.6% 34.69
Low 31.07 32.64 1.57 5.1% 30.56
Close 33.07 32.78 -0.29 -0.9% 32.78
Range 2.42 2.05 -0.37 -15.3% 4.13
ATR 2.20 2.19 -0.01 -0.5% 0.00
Volume 611,874 646,294 34,420 5.6% 2,970,808
Daily Pivots for day following 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 39.52 38.20 33.91
R3 37.47 36.15 33.34
R2 35.42 35.42 33.16
R1 34.10 34.10 32.97 33.74
PP 33.37 33.37 33.37 33.19
S1 32.05 32.05 32.59 31.69
S2 31.32 31.32 32.40
S3 29.27 30.00 32.22
S4 27.22 27.95 31.65
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 45.07 43.05 35.05
R3 40.94 38.92 33.92
R2 36.81 36.81 33.54
R1 34.79 34.79 33.16 35.80
PP 32.68 32.68 32.68 33.18
S1 30.66 30.66 32.40 31.67
S2 28.55 28.55 32.02
S3 24.42 26.53 31.64
S4 20.29 22.40 30.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.69 30.56 4.13 12.6% 2.17 6.6% 54% True False 594,161
10 34.69 29.78 4.91 15.0% 2.24 6.8% 61% True False 527,997
20 35.93 28.74 7.19 21.9% 2.17 6.6% 56% False False 404,967
40 40.50 28.74 11.76 35.9% 2.15 6.5% 34% False False 257,189
60 45.29 28.74 16.55 50.5% 1.91 5.8% 24% False False 184,753
80 51.29 28.74 22.55 68.8% 1.79 5.5% 18% False False 143,497
100 53.35 28.74 24.61 75.1% 1.73 5.3% 16% False False 117,510
120 53.35 28.74 24.61 75.1% 1.69 5.2% 16% False False 99,287
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 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 43.40
2.618 40.06
1.618 38.01
1.000 36.74
0.618 35.96
HIGH 34.69
0.618 33.91
0.500 33.67
0.382 33.42
LOW 32.64
0.618 31.37
1.000 30.59
1.618 29.32
2.618 27.27
4.250 23.93
Fisher Pivots for day following 26-Feb-2016
Pivot 1 day 3 day
R1 33.67 32.73
PP 33.37 32.68
S1 33.08 32.63

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

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