NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 22-Feb-2016
Day Change Summary
Previous Current
19-Feb-2016 22-Feb-2016 Change Change % Previous Week
Open 34.37 33.54 -0.83 -2.4% 33.29
High 34.62 35.37 0.75 2.2% 35.83
Low 33.04 33.27 0.23 0.7% 32.36
Close 33.39 35.04 1.65 4.9% 33.39
Range 1.58 2.10 0.52 32.9% 3.47
ATR 2.16 2.16 0.00 -0.2% 0.00
Volume 113,852 159,462 45,610 40.1% 549,830
Daily Pivots for day following 22-Feb-2016
Classic Woodie Camarilla DeMark
R4 40.86 40.05 36.20
R3 38.76 37.95 35.62
R2 36.66 36.66 35.43
R1 35.85 35.85 35.23 36.26
PP 34.56 34.56 34.56 34.76
S1 33.75 33.75 34.85 34.16
S2 32.46 32.46 34.66
S3 30.36 31.65 34.46
S4 28.26 29.55 33.89
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 44.27 42.30 35.30
R3 40.80 38.83 34.34
R2 37.33 37.33 34.03
R1 35.36 35.36 33.71 36.35
PP 33.86 33.86 33.86 34.35
S1 31.89 31.89 33.07 32.88
S2 30.39 30.39 32.75
S3 26.92 28.42 32.44
S4 23.45 24.95 31.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.83 32.36 3.47 9.9% 2.30 6.6% 77% False False 141,858
10 35.83 30.67 5.16 14.7% 2.14 6.1% 85% False False 152,352
20 37.52 30.67 6.85 19.5% 2.26 6.5% 64% False False 124,754
40 41.35 29.85 11.50 32.8% 2.01 5.7% 45% False False 82,715
60 47.45 29.85 17.60 50.2% 1.80 5.1% 29% False False 62,654
80 51.63 29.85 21.78 62.2% 1.70 4.8% 24% False False 50,217
100 53.22 29.85 23.37 66.7% 1.61 4.6% 22% False False 41,827
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 44.30
2.618 40.87
1.618 38.77
1.000 37.47
0.618 36.67
HIGH 35.37
0.618 34.57
0.500 34.32
0.382 34.07
LOW 33.27
0.618 31.97
1.000 31.17
1.618 29.87
2.618 27.77
4.250 24.35
Fisher Pivots for day following 22-Feb-2016
Pivot 1 day 3 day
R1 34.80 34.84
PP 34.56 34.64
S1 34.32 34.44

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

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