NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 02-Feb-2016

Day Change Summary
	Previous	Current
	01-Feb-2016	02-Feb-2016	Change	Change %	Previous Week
Open	39.77	38.31	-1.46	-3.7%	37.60
High	40.07	38.35	-1.72	-4.3%	40.50
Low	38.45	36.95	-1.50	-3.9%	35.29
Close	38.72	37.39	-1.33	-3.4%	40.35
Range	1.62	1.40	-0.22	-13.6%	5.21
ATR	1.84	1.84	-0.01	-0.3%	0.00
Volume	27,311	23,560	-3,751	-13.7%	95,015

Daily Pivots for day following 02-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	41.76	40.98	38.16
R3	40.36	39.58	37.78
R2	38.96	38.96	37.65
R1	38.18	38.18	37.52	37.87
PP	37.56	37.56	37.56	37.41
S1	36.78	36.78	37.26	36.47
S2	36.16	36.16	37.13
S3	34.76	35.38	37.01
S4	33.36	33.98	36.62

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.34	52.56	43.22
R3	49.13	47.35	41.78
R2	43.92	43.92	41.31
R1	42.14	42.14	40.83	43.03
PP	38.71	38.71	38.71	39.16
S1	36.93	36.93	39.87	37.82
S2	33.50	33.50	39.39
S3	28.29	31.72	38.92
S4	23.08	26.51	37.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	40.50	36.43	4.07	10.9%	1.85	5.0%	24%	False	False	22,242
10	40.50	32.85	7.65	20.5%	2.05	5.5%	59%	False	False	19,865
20	42.45	32.85	9.60	25.7%	1.83	4.9%	47%	False	False	15,535

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	44.30
2.618	42.02
1.618	40.62
1.000	39.75
0.618	39.22
HIGH	38.35
0.618	37.82
0.500	37.65
0.382	37.48
LOW	36.95
0.618	36.08
1.000	35.55
1.618	34.68
2.618	33.28
4.250	31.00

Fisher Pivots for day following 02-Feb-2016
Pivot	1 day	3 day
R1	37.65	38.73
PP	37.56	38.28
S1	37.48	37.84

Download as Excel Spreadsheet

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

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