NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 01-Mar-2016
Day Change Summary
Previous Current
29-Feb-2016 01-Mar-2016 Change Change % Previous Week
Open 34.55 35.70 1.15 3.3% 33.54
High 35.81 36.51 0.70 2.0% 36.43
Low 34.22 35.18 0.96 2.8% 32.42
Close 35.58 36.15 0.57 1.6% 34.58
Range 1.59 1.33 -0.26 -16.4% 4.01
ATR 2.09 2.04 -0.05 -2.6% 0.00
Volume 132,233 178,398 46,165 34.9% 756,130
Daily Pivots for day following 01-Mar-2016
Classic Woodie Camarilla DeMark
R4 39.94 39.37 36.88
R3 38.61 38.04 36.52
R2 37.28 37.28 36.39
R1 36.71 36.71 36.27 37.00
PP 35.95 35.95 35.95 36.09
S1 35.38 35.38 36.03 35.67
S2 34.62 34.62 35.91
S3 33.29 34.05 35.78
S4 31.96 32.72 35.42
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 36.51 32.42 4.09 11.3% 1.80 5.0% 91% True False 156,778
10 36.51 32.42 4.09 11.3% 1.94 5.4% 91% True False 144,376
20 36.51 30.67 5.84 16.2% 2.05 5.7% 94% True False 144,356
40 41.35 29.85 11.50 31.8% 2.11 5.8% 55% False False 103,071
60 46.00 29.85 16.15 44.7% 1.85 5.1% 39% False False 76,166
80 51.63 29.85 21.78 60.2% 1.72 4.8% 29% False False 60,838
100 53.22 29.85 23.37 64.6% 1.63 4.5% 27% False False 50,555
120 53.22 29.85 23.37 64.6% 1.59 4.4% 27% False False 42,969
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.45
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 42.16
2.618 39.99
1.618 38.66
1.000 37.84
0.618 37.33
HIGH 36.51
0.618 36.00
0.500 35.85
0.382 35.69
LOW 35.18
0.618 34.36
1.000 33.85
1.618 33.03
2.618 31.70
4.250 29.53
Fisher Pivots for day following 01-Mar-2016
Pivot 1 day 3 day
R1 36.05 35.89
PP 35.95 35.63
S1 35.85 35.37

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

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