NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 25-Feb-2016
Day Change Summary
Previous Current
24-Feb-2016 25-Feb-2016 Change Change % Previous Week
Open 33.10 34.08 0.98 3.0% 33.29
High 34.30 35.24 0.94 2.7% 35.83
Low 32.42 33.03 0.61 1.9% 32.36
Close 34.07 34.83 0.76 2.2% 33.39
Range 1.88 2.21 0.33 17.6% 3.47
ATR 2.14 2.14 0.01 0.2% 0.00
Volume 162,270 161,130 -1,140 -0.7% 549,830
Daily Pivots for day following 25-Feb-2016
Classic Woodie Camarilla DeMark
R4 41.00 40.12 36.05
R3 38.79 37.91 35.44
R2 36.58 36.58 35.24
R1 35.70 35.70 35.03 36.14
PP 34.37 34.37 34.37 34.59
S1 33.49 33.49 34.63 33.93
S2 32.16 32.16 34.42
S3 29.95 31.28 34.22
S4 27.74 29.07 33.61
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 35.37 32.42 2.95 8.5% 1.99 5.7% 82% False False 144,024
10 35.83 30.67 5.16 14.8% 2.14 6.1% 81% False False 150,035
20 37.52 30.67 6.85 19.7% 2.16 6.2% 61% False False 134,383
40 41.35 29.85 11.50 33.0% 2.08 6.0% 43% False False 92,618
60 46.46 29.85 16.61 47.7% 1.83 5.3% 30% False False 69,358
80 51.63 29.85 21.78 62.5% 1.71 4.9% 23% False False 55,411
100 53.22 29.85 23.37 67.1% 1.63 4.7% 21% False False 46,153
120 53.22 29.85 23.37 67.1% 1.59 4.6% 21% False False 39,238
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 44.63
2.618 41.03
1.618 38.82
1.000 37.45
0.618 36.61
HIGH 35.24
0.618 34.40
0.500 34.14
0.382 33.87
LOW 33.03
0.618 31.66
1.000 30.82
1.618 29.45
2.618 27.24
4.250 23.64
Fisher Pivots for day following 25-Feb-2016
Pivot 1 day 3 day
R1 34.60 34.50
PP 34.37 34.16
S1 34.14 33.83

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

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