NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 26-Feb-2016
Day Change Summary
Previous Current
25-Feb-2016 26-Feb-2016 Change Change % Previous Week
Open 34.08 34.64 0.56 1.6% 33.54
High 35.24 36.43 1.19 3.4% 36.43
Low 33.03 34.45 1.42 4.3% 32.42
Close 34.83 34.58 -0.25 -0.7% 34.58
Range 2.21 1.98 -0.23 -10.4% 4.01
ATR 2.14 2.13 -0.01 -0.5% 0.00
Volume 161,130 149,859 -11,271 -7.0% 756,130
Daily Pivots for day following 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 41.09 39.82 35.67
R3 39.11 37.84 35.12
R2 37.13 37.13 34.94
R1 35.86 35.86 34.76 35.51
PP 35.15 35.15 35.15 34.98
S1 33.88 33.88 34.40 33.53
S2 33.17 33.17 34.22
S3 31.19 31.90 34.04
S4 29.21 29.92 33.49
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 46.51 44.55 36.79
R3 42.50 40.54 35.68
R2 38.49 38.49 35.32
R1 36.53 36.53 34.95 37.51
PP 34.48 34.48 34.48 34.97
S1 32.52 32.52 34.21 33.50
S2 30.47 30.47 33.84
S3 26.46 28.51 33.48
S4 22.45 24.50 32.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.43 32.42 4.01 11.6% 2.07 6.0% 54% True False 151,226
10 36.43 31.71 4.72 13.6% 2.20 6.4% 61% True False 147,045
20 37.29 30.67 6.62 19.1% 2.12 6.1% 59% False False 137,059
40 41.35 29.85 11.50 33.3% 2.10 6.1% 41% False False 96,087
60 46.00 29.85 16.15 46.7% 1.85 5.3% 29% False False 71,570
80 51.63 29.85 21.78 63.0% 1.72 5.0% 22% False False 57,166
100 53.22 29.85 23.37 67.6% 1.64 4.7% 20% False False 47,570
120 53.22 29.85 23.37 67.6% 1.60 4.6% 20% False False 40,427
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 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.85
2.618 41.61
1.618 39.63
1.000 38.41
0.618 37.65
HIGH 36.43
0.618 35.67
0.500 35.44
0.382 35.21
LOW 34.45
0.618 33.23
1.000 32.47
1.618 31.25
2.618 29.27
4.250 26.04
Fisher Pivots for day following 26-Feb-2016
Pivot 1 day 3 day
R1 35.44 34.53
PP 35.15 34.48
S1 34.87 34.43

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

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