NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 05-Feb-2016
Day Change Summary
Previous Current
04-Feb-2016 05-Feb-2016 Change Change % Previous Week
Open 35.76 34.92 -0.84 -2.3% 36.92
High 36.49 35.81 -0.68 -1.9% 37.27
Low 34.69 34.21 -0.48 -1.4% 32.75
Close 34.95 34.47 -0.48 -1.4% 34.47
Range 1.80 1.60 -0.20 -11.1% 4.52
ATR 2.12 2.08 -0.04 -1.7% 0.00
Volume 121,133 126,751 5,618 4.6% 534,808
Daily Pivots for day following 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 39.63 38.65 35.35
R3 38.03 37.05 34.91
R2 36.43 36.43 34.76
R1 35.45 35.45 34.62 35.14
PP 34.83 34.83 34.83 34.68
S1 33.85 33.85 34.32 33.54
S2 33.23 33.23 34.18
S3 31.63 32.25 34.03
S4 30.03 30.65 33.59
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 48.39 45.95 36.96
R3 43.87 41.43 35.71
R2 39.35 39.35 35.30
R1 36.91 36.91 34.88 35.87
PP 34.83 34.83 34.83 34.31
S1 32.39 32.39 34.06 31.35
S2 30.31 30.31 33.64
S3 25.79 27.87 33.23
S4 21.27 23.35 31.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.27 32.75 4.52 13.1% 2.22 6.4% 38% False False 106,961
10 37.52 32.05 5.47 15.9% 2.39 6.9% 44% False False 97,155
20 37.55 29.85 7.70 22.3% 2.20 6.4% 60% False False 78,440
40 42.98 29.85 13.13 38.1% 1.79 5.2% 35% False False 50,621
60 48.60 29.85 18.75 54.4% 1.67 4.8% 25% False False 39,711
80 51.63 29.85 21.78 63.2% 1.55 4.5% 21% False False 32,163
100 53.22 29.85 23.37 67.8% 1.52 4.4% 20% False False 27,092
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 42.61
2.618 40.00
1.618 38.40
1.000 37.41
0.618 36.80
HIGH 35.81
0.618 35.20
0.500 35.01
0.382 34.82
LOW 34.21
0.618 33.22
1.000 32.61
1.618 31.62
2.618 30.02
4.250 27.41
Fisher Pivots for day following 05-Feb-2016
Pivot 1 day 3 day
R1 35.01 34.62
PP 34.83 34.57
S1 34.65 34.52

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

View Archives - Comment on this page... - Back to Index of Symbols