NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 12-Feb-2016
Day Change Summary
Previous Current
11-Feb-2016 12-Feb-2016 Change Change % Previous Week
Open 31.57 31.97 0.40 1.3% 34.52
High 32.05 33.93 1.88 5.9% 35.06
Low 30.67 31.71 1.04 3.4% 30.67
Close 30.76 33.85 3.09 10.0% 33.85
Range 1.38 2.22 0.84 60.9% 4.39
ATR 2.03 2.11 0.08 4.0% 0.00
Volume 179,754 164,498 -15,256 -8.5% 814,234
Daily Pivots for day following 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 39.82 39.06 35.07
R3 37.60 36.84 34.46
R2 35.38 35.38 34.26
R1 34.62 34.62 34.05 35.00
PP 33.16 33.16 33.16 33.36
S1 32.40 32.40 33.65 32.78
S2 30.94 30.94 33.44
S3 28.72 30.18 33.24
S4 26.50 27.96 32.63
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 46.36 44.50 36.26
R3 41.97 40.11 35.06
R2 37.58 37.58 34.65
R1 35.72 35.72 34.25 34.46
PP 33.19 33.19 33.19 32.56
S1 31.33 31.33 33.45 30.07
S2 28.80 28.80 33.05
S3 24.41 26.94 32.64
S4 20.02 22.55 31.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.06 30.67 4.39 13.0% 1.98 5.8% 72% False False 162,846
10 37.27 30.67 6.60 19.5% 2.10 6.2% 48% False False 134,904
20 37.52 29.85 7.67 22.7% 2.25 6.6% 52% False False 105,970
40 41.35 29.85 11.50 34.0% 1.86 5.5% 35% False False 67,536
60 47.45 29.85 17.60 52.0% 1.71 5.1% 23% False False 52,221
80 51.63 29.85 21.78 64.3% 1.61 4.8% 18% False False 41,858
100 53.22 29.85 23.37 69.0% 1.56 4.6% 17% False False 35,024
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 43.37
2.618 39.74
1.618 37.52
1.000 36.15
0.618 35.30
HIGH 33.93
0.618 33.08
0.500 32.82
0.382 32.56
LOW 31.71
0.618 30.34
1.000 29.49
1.618 28.12
2.618 25.90
4.250 22.28
Fisher Pivots for day following 12-Feb-2016
Pivot 1 day 3 day
R1 33.51 33.33
PP 33.16 32.82
S1 32.82 32.30

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

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