NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 09-Feb-2016
Day Change Summary
Previous Current
08-Feb-2016 09-Feb-2016 Change Change % Previous Week
Open 34.52 33.67 -0.85 -2.5% 36.92
High 35.06 34.20 -0.86 -2.5% 37.27
Low 33.35 31.28 -2.07 -6.2% 32.75
Close 33.43 31.41 -2.02 -6.0% 34.47
Range 1.71 2.92 1.21 70.8% 4.52
ATR 2.05 2.11 0.06 3.0% 0.00
Volume 128,578 154,695 26,117 20.3% 534,808
Daily Pivots for day following 09-Feb-2016
Classic Woodie Camarilla DeMark
R4 41.06 39.15 33.02
R3 38.14 36.23 32.21
R2 35.22 35.22 31.95
R1 33.31 33.31 31.68 32.81
PP 32.30 32.30 32.30 32.04
S1 30.39 30.39 31.14 29.89
S2 29.38 29.38 30.87
S3 26.46 27.47 30.61
S4 23.54 24.55 29.80
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 36.49 31.28 5.21 16.6% 2.22 7.1% 2% False True 131,128
10 37.52 31.28 6.24 19.9% 2.27 7.2% 2% False True 109,772
20 37.52 29.85 7.67 24.4% 2.25 7.2% 20% False False 88,788
40 41.66 29.85 11.81 37.6% 1.84 5.9% 13% False False 56,289
60 47.45 29.85 17.60 56.0% 1.70 5.4% 9% False False 44,013
80 51.63 29.85 21.78 69.3% 1.59 5.1% 7% False False 35,496
100 53.22 29.85 23.37 74.4% 1.54 4.9% 7% False False 29,815
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.47
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 46.61
2.618 41.84
1.618 38.92
1.000 37.12
0.618 36.00
HIGH 34.20
0.618 33.08
0.500 32.74
0.382 32.40
LOW 31.28
0.618 29.48
1.000 28.36
1.618 26.56
2.618 23.64
4.250 18.87
Fisher Pivots for day following 09-Feb-2016
Pivot 1 day 3 day
R1 32.74 33.55
PP 32.30 32.83
S1 31.85 32.12

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

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