NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 04-Feb-2016
Day Change Summary
Previous Current
03-Feb-2016 04-Feb-2016 Change Change % Previous Week
Open 35.52 37.71 2.19 6.2% 36.45
High 38.02 38.61 0.59 1.6% 39.29
Low 35.40 36.94 1.54 4.4% 34.05
Close 37.71 37.39 -0.32 -0.8% 38.99
Range 2.62 1.67 -0.95 -36.3% 5.24
ATR 1.98 1.96 -0.02 -1.1% 0.00
Volume 39,265 37,306 -1,959 -5.0% 135,831
Daily Pivots for day following 04-Feb-2016
Classic Woodie Camarilla DeMark
R4 42.66 41.69 38.31
R3 40.99 40.02 37.85
R2 39.32 39.32 37.70
R1 38.35 38.35 37.54 38.00
PP 37.65 37.65 37.65 37.47
S1 36.68 36.68 37.24 36.33
S2 35.98 35.98 37.08
S3 34.31 35.01 36.93
S4 32.64 33.34 36.47
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 53.16 51.32 41.87
R3 47.92 46.08 40.43
R2 42.68 42.68 39.95
R1 40.84 40.84 39.47 41.76
PP 37.44 37.44 37.44 37.91
S1 35.60 35.60 38.51 36.52
S2 32.20 32.20 38.03
S3 26.96 30.36 37.55
S4 21.72 25.12 36.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.39 35.40 3.99 10.7% 1.95 5.2% 50% False False 34,646
10 39.39 33.56 5.83 15.6% 2.32 6.2% 66% False False 30,116
20 39.39 31.61 7.78 20.8% 2.06 5.5% 74% False False 24,462
40 43.93 31.61 12.32 32.9% 1.63 4.4% 47% False False 16,959
60 49.74 31.61 18.13 48.5% 1.51 4.0% 32% False False 13,375
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.71
2.618 42.98
1.618 41.31
1.000 40.28
0.618 39.64
HIGH 38.61
0.618 37.97
0.500 37.78
0.382 37.58
LOW 36.94
0.618 35.91
1.000 35.27
1.618 34.24
2.618 32.57
4.250 29.84
Fisher Pivots for day following 04-Feb-2016
Pivot 1 day 3 day
R1 37.78 37.26
PP 37.65 37.13
S1 37.52 37.01

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

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