NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 09-Feb-2016
Day Change Summary
Previous Current
08-Feb-2016 09-Feb-2016 Change Change % Previous Week
Open 35.99 35.09 -0.90 -2.5% 38.08
High 36.52 35.59 -0.93 -2.5% 38.46
Low 34.82 32.65 -2.17 -6.2% 34.18
Close 34.92 32.74 -2.18 -6.2% 35.94
Range 1.70 2.94 1.24 72.9% 4.28
ATR 2.01 2.07 0.07 3.3% 0.00
Volume 85,158 111,912 26,754 31.4% 467,740
Daily Pivots for day following 09-Feb-2016
Classic Woodie Camarilla DeMark
R4 42.48 40.55 34.36
R3 39.54 37.61 33.55
R2 36.60 36.60 33.28
R1 34.67 34.67 33.01 34.17
PP 33.66 33.66 33.66 33.41
S1 31.73 31.73 32.47 31.23
S2 30.72 30.72 32.20
S3 27.78 28.79 31.93
S4 24.84 25.85 31.12
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 49.03 46.77 38.29
R3 44.75 42.49 37.12
R2 40.47 40.47 36.72
R1 38.21 38.21 36.33 37.20
PP 36.19 36.19 36.19 35.69
S1 33.93 33.93 35.55 32.92
S2 31.91 31.91 35.16
S3 27.63 29.65 34.76
S4 23.35 25.37 33.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.65 32.65 5.00 15.3% 2.14 6.5% 2% False True 101,729
10 38.52 32.65 5.87 17.9% 2.20 6.7% 2% False True 94,124
20 38.52 30.79 7.73 23.6% 2.21 6.7% 25% False False 83,738
40 42.30 30.79 11.51 35.2% 1.82 5.6% 17% False False 59,239
60 48.02 30.79 17.23 52.6% 1.71 5.2% 11% False False 50,859
80 52.04 30.79 21.25 64.9% 1.62 5.0% 9% False False 44,572
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 48.09
2.618 43.29
1.618 40.35
1.000 38.53
0.618 37.41
HIGH 35.59
0.618 34.47
0.500 34.12
0.382 33.77
LOW 32.65
0.618 30.83
1.000 29.71
1.618 27.89
2.618 24.95
4.250 20.16
Fisher Pivots for day following 09-Feb-2016
Pivot 1 day 3 day
R1 34.12 34.92
PP 33.66 34.19
S1 33.20 33.47

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

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