NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 01-Mar-2016
Day Change Summary
Previous Current
29-Feb-2016 01-Mar-2016 Change Change % Previous Week
Open 32.72 33.90 1.18 3.6% 31.96
High 33.98 34.76 0.78 2.3% 34.69
Low 32.32 33.37 1.05 3.2% 30.56
Close 33.75 34.40 0.65 1.9% 32.78
Range 1.66 1.39 -0.27 -16.3% 4.13
ATR 2.15 2.10 -0.05 -2.5% 0.00
Volume 512,468 566,226 53,758 10.5% 2,970,808
Daily Pivots for day following 01-Mar-2016
Classic Woodie Camarilla DeMark
R4 38.35 37.76 35.16
R3 36.96 36.37 34.78
R2 35.57 35.57 34.65
R1 34.98 34.98 34.53 35.28
PP 34.18 34.18 34.18 34.32
S1 33.59 33.59 34.27 33.89
S2 32.79 32.79 34.15
S3 31.40 32.20 34.02
S4 30.01 30.81 33.64
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 34.76 30.56 4.20 12.2% 1.87 5.4% 91% True False 597,821
10 34.76 30.56 4.20 12.2% 2.02 5.9% 91% True False 545,121
20 35.08 28.74 6.34 18.4% 2.10 6.1% 89% False False 441,707
40 40.50 28.74 11.76 34.2% 2.16 6.3% 48% False False 282,730
60 45.29 28.74 16.55 48.1% 1.91 5.6% 34% False False 201,863
80 51.29 28.74 22.55 65.6% 1.79 5.2% 25% False False 156,656
100 53.35 28.74 24.61 71.5% 1.72 5.0% 23% False False 128,130
120 53.35 28.74 24.61 71.5% 1.69 4.9% 23% False False 108,205
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.50
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 40.67
2.618 38.40
1.618 37.01
1.000 36.15
0.618 35.62
HIGH 34.76
0.618 34.23
0.500 34.07
0.382 33.90
LOW 33.37
0.618 32.51
1.000 31.98
1.618 31.12
2.618 29.73
4.250 27.46
Fisher Pivots for day following 01-Mar-2016
Pivot 1 day 3 day
R1 34.29 34.11
PP 34.18 33.83
S1 34.07 33.54

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

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