NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 24-Feb-2016
Day Change Summary
Previous Current
23-Feb-2016 24-Feb-2016 Change Change % Previous Week
Open 35.06 33.10 -1.96 -5.6% 33.29
High 35.23 34.30 -0.93 -2.6% 35.83
Low 33.04 32.42 -0.62 -1.9% 32.36
Close 33.60 34.07 0.47 1.4% 33.39
Range 2.19 1.88 -0.31 -14.2% 3.47
ATR 2.16 2.14 -0.02 -0.9% 0.00
Volume 123,409 162,270 38,861 31.5% 549,830
Daily Pivots for day following 24-Feb-2016
Classic Woodie Camarilla DeMark
R4 39.24 38.53 35.10
R3 37.36 36.65 34.59
R2 35.48 35.48 34.41
R1 34.77 34.77 34.24 35.13
PP 33.60 33.60 33.60 33.77
S1 32.89 32.89 33.90 33.25
S2 31.72 31.72 33.73
S3 29.84 31.01 33.55
S4 27.96 29.13 33.04
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 32.42 3.41 10.0% 1.90 5.6% 48% False True 134,418
10 35.83 30.67 5.16 15.1% 2.09 6.1% 66% False False 152,593
20 37.52 30.67 6.85 20.1% 2.18 6.4% 50% False False 131,183
40 41.35 29.85 11.50 33.8% 2.05 6.0% 37% False False 88,877
60 47.11 29.85 17.26 50.7% 1.82 5.3% 24% False False 66,794
80 51.63 29.85 21.78 63.9% 1.70 5.0% 19% False False 53,499
100 53.22 29.85 23.37 68.6% 1.63 4.8% 18% False False 44,605
120 53.22 29.85 23.37 68.6% 1.59 4.7% 18% False False 37,927
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.47
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 42.29
2.618 39.22
1.618 37.34
1.000 36.18
0.618 35.46
HIGH 34.30
0.618 33.58
0.500 33.36
0.382 33.14
LOW 32.42
0.618 31.26
1.000 30.54
1.618 29.38
2.618 27.50
4.250 24.43
Fisher Pivots for day following 24-Feb-2016
Pivot 1 day 3 day
R1 33.83 34.01
PP 33.60 33.95
S1 33.36 33.90

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

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