NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 02-Mar-2016
Day Change Summary
Previous Current
01-Mar-2016 02-Mar-2016 Change Change % Previous Week
Open 33.90 33.89 -0.01 0.0% 31.96
High 34.76 35.17 0.41 1.2% 34.69
Low 33.37 33.55 0.18 0.5% 30.56
Close 34.40 34.66 0.26 0.8% 32.78
Range 1.39 1.62 0.23 16.5% 4.13
ATR 2.10 2.06 -0.03 -1.6% 0.00
Volume 566,226 597,834 31,608 5.6% 2,970,808
Daily Pivots for day following 02-Mar-2016
Classic Woodie Camarilla DeMark
R4 39.32 38.61 35.55
R3 37.70 36.99 35.11
R2 36.08 36.08 34.96
R1 35.37 35.37 34.81 35.73
PP 34.46 34.46 34.46 34.64
S1 33.75 33.75 34.51 34.11
S2 32.84 32.84 34.36
S3 31.22 32.13 34.21
S4 29.60 30.51 33.77
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 35.17 31.07 4.10 11.8% 1.83 5.3% 88% True False 586,939
10 35.17 30.56 4.61 13.3% 1.89 5.5% 89% True False 559,035
20 35.17 28.74 6.43 18.6% 2.08 6.0% 92% True False 462,317
40 39.31 28.74 10.57 30.5% 2.15 6.2% 56% False False 296,560
60 45.29 28.74 16.55 47.7% 1.91 5.5% 36% False False 211,405
80 49.46 28.74 20.72 59.8% 1.78 5.1% 29% False False 163,997
100 53.35 28.74 24.61 71.0% 1.72 5.0% 24% False False 133,976
120 53.35 28.74 24.61 71.0% 1.69 4.9% 24% False False 113,150
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 42.06
2.618 39.41
1.618 37.79
1.000 36.79
0.618 36.17
HIGH 35.17
0.618 34.55
0.500 34.36
0.382 34.17
LOW 33.55
0.618 32.55
1.000 31.93
1.618 30.93
2.618 29.31
4.250 26.67
Fisher Pivots for day following 02-Mar-2016
Pivot 1 day 3 day
R1 34.56 34.36
PP 34.46 34.05
S1 34.36 33.75

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

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