NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 03-Feb-2016
Day Change Summary
Previous Current
02-Feb-2016 03-Feb-2016 Change Change % Previous Week
Open 33.11 31.48 -1.63 -4.9% 33.55
High 33.24 34.32 1.08 3.2% 36.28
Low 31.30 31.14 -0.16 -0.5% 30.70
Close 31.61 33.86 2.25 7.1% 35.28
Range 1.94 3.18 1.24 63.9% 5.58
ATR 2.13 2.20 0.08 3.5% 0.00
Volume 185,630 289,101 103,471 55.7% 860,916
Daily Pivots for day following 03-Feb-2016
Classic Woodie Camarilla DeMark
R4 42.65 41.43 35.61
R3 39.47 38.25 34.73
R2 36.29 36.29 34.44
R1 35.07 35.07 34.15 35.68
PP 33.11 33.11 33.11 33.41
S1 31.89 31.89 33.57 32.50
S2 29.93 29.93 33.28
S3 26.75 28.71 32.99
S4 23.57 25.53 32.11
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 50.83 48.63 38.35
R3 45.25 43.05 36.81
R2 39.67 39.67 36.30
R1 37.47 37.47 35.79 38.57
PP 34.09 34.09 34.09 34.64
S1 31.89 31.89 34.77 32.99
S2 28.51 28.51 34.26
S3 22.93 26.31 33.75
S4 17.35 20.73 32.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.28 31.14 5.14 15.2% 2.52 7.4% 53% False True 204,240
10 36.28 29.22 7.06 20.9% 2.64 7.8% 66% False False 180,510
20 38.59 28.76 9.83 29.0% 2.32 6.8% 52% False False 142,216
40 43.51 28.76 14.75 43.6% 1.85 5.5% 35% False False 92,460
60 48.84 28.76 20.08 59.3% 1.71 5.1% 25% False False 69,079
80 53.35 28.76 24.59 72.6% 1.64 4.8% 21% False False 55,351
100 53.35 28.76 24.59 72.6% 1.62 4.8% 21% False False 46,146
120 53.50 28.76 24.74 73.1% 1.68 5.0% 21% False False 39,763
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 47.84
2.618 42.65
1.618 39.47
1.000 37.50
0.618 36.29
HIGH 34.32
0.618 33.11
0.500 32.73
0.382 32.35
LOW 31.14
0.618 29.17
1.000 27.96
1.618 25.99
2.618 22.81
4.250 17.63
Fisher Pivots for day following 03-Feb-2016
Pivot 1 day 3 day
R1 33.48 33.73
PP 33.11 33.60
S1 32.73 33.48

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

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