NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 05-Feb-2016

Day Change Summary
	Previous	Current
	04-Feb-2016	05-Feb-2016	Change	Change %	Previous Week
Open	39.12	38.86	-0.26	-0.7%	39.77
High	39.79	39.71	-0.08	-0.2%	40.07
Low	38.52	38.56	0.04	0.1%	36.90
Close	38.93	38.69	-0.24	-0.6%	38.69
Range	1.27	1.15	-0.12	-9.4%	3.17
ATR	1.85	1.80	-0.05	-2.7%	0.00
Volume	25,584	27,062	1,478	5.8%	132,312

Daily Pivots for day following 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	42.44	41.71	39.32
R3	41.29	40.56	39.01
R2	40.14	40.14	38.90
R1	39.41	39.41	38.80	39.20
PP	38.99	38.99	38.99	38.88
S1	38.26	38.26	38.58	38.05
S2	37.84	37.84	38.48
S3	36.69	37.11	38.37
S4	35.54	35.96	38.06

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	48.06	46.55	40.43
R3	44.89	43.38	39.56
R2	41.72	41.72	39.27
R1	40.21	40.21	38.98	39.38
PP	38.55	38.55	38.55	38.14
S1	37.04	37.04	38.40	36.21
S2	35.38	35.38	38.11
S3	32.21	33.87	37.82
S4	29.04	30.70	36.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	40.07	36.90	3.17	8.2%	1.60	4.1%	56%	False	False	26,462
10	40.50	35.29	5.21	13.5%	1.91	4.9%	65%	False	False	22,732
20	40.50	32.85	7.65	19.8%	1.87	4.8%	76%	False	False	18,212

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	44.60
2.618	42.72
1.618	41.57
1.000	40.86
0.618	40.42
HIGH	39.71
0.618	39.27
0.500	39.14
0.382	39.00
LOW	38.56
0.618	37.85
1.000	37.41
1.618	36.70
2.618	35.55
4.250	33.67

Fisher Pivots for day following 05-Feb-2016
Pivot	1 day	3 day
R1	39.14	38.58
PP	38.99	38.46
S1	38.84	38.35

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