NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 29-Feb-2016
Day Change Summary
Previous Current
26-Feb-2016 29-Feb-2016 Change Change % Previous Week
Open 33.04 32.72 -0.32 -1.0% 31.96
High 34.69 33.98 -0.71 -2.0% 34.69
Low 32.64 32.32 -0.32 -1.0% 30.56
Close 32.78 33.75 0.97 3.0% 32.78
Range 2.05 1.66 -0.39 -19.0% 4.13
ATR 2.19 2.15 -0.04 -1.7% 0.00
Volume 646,294 512,468 -133,826 -20.7% 2,970,808
Daily Pivots for day following 29-Feb-2016
Classic Woodie Camarilla DeMark
R4 38.33 37.70 34.66
R3 36.67 36.04 34.21
R2 35.01 35.01 34.05
R1 34.38 34.38 33.90 34.70
PP 33.35 33.35 33.35 33.51
S1 32.72 32.72 33.60 33.04
S2 31.69 31.69 33.45
S3 30.03 31.06 33.29
S4 28.37 29.40 32.84
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 12.2% 2.06 6.1% 77% False False 592,452
10 34.69 30.56 4.13 12.2% 2.19 6.5% 77% False False 536,625
20 35.81 28.74 7.07 20.9% 2.17 6.4% 71% False False 421,668
40 40.50 28.74 11.76 34.8% 2.17 6.4% 43% False False 269,389
60 45.29 28.74 16.55 49.0% 1.92 5.7% 30% False False 192,941
80 51.29 28.74 22.55 66.8% 1.80 5.3% 22% False False 149,759
100 53.35 28.74 24.61 72.9% 1.73 5.1% 20% False False 122,572
120 53.35 28.74 24.61 72.9% 1.69 5.0% 20% False False 103,520
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 41.04
2.618 38.33
1.618 36.67
1.000 35.64
0.618 35.01
HIGH 33.98
0.618 33.35
0.500 33.15
0.382 32.95
LOW 32.32
0.618 31.29
1.000 30.66
1.618 29.63
2.618 27.97
4.250 25.27
Fisher Pivots for day following 29-Feb-2016
Pivot 1 day 3 day
R1 33.55 33.46
PP 33.35 33.17
S1 33.15 32.88

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

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