NYMEX Light Sweet Crude Oil Future September 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	38.10	37.49	-0.61	-1.6%	39.77
High	38.61	38.22	-0.39	-1.0%	40.07
Low	37.60	35.20	-2.40	-6.4%	36.90
Close	37.77	35.26	-2.51	-6.6%	38.69
Range	1.01	3.02	2.01	199.0%	3.17
ATR	1.75	1.84	0.09	5.2%	0.00
Volume	34,082	36,910	2,828	8.3%	132,312

Daily Pivots for day following 09-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	45.29	43.29	36.92
R3	42.27	40.27	36.09
R2	39.25	39.25	35.81
R1	37.25	37.25	35.54	36.74
PP	36.23	36.23	36.23	35.97
S1	34.23	34.23	34.98	33.72
S2	33.21	33.21	34.71
S3	30.19	31.21	34.43
S4	27.17	28.19	33.60

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	39.79	35.20	4.59	13.0%	1.80	5.1%	1%	False	True	30,486
10	40.50	35.20	5.30	15.0%	1.83	5.2%	1%	False	True	26,364
20	40.50	32.85	7.65	21.7%	1.90	5.4%	32%	False	False	20,578

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	0.36
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	51.06
2.618	46.13
1.618	43.11
1.000	41.24
0.618	40.09
HIGH	38.22
0.618	37.07
0.500	36.71
0.382	36.35
LOW	35.20
0.618	33.33
1.000	32.18
1.618	30.31
2.618	27.29
4.250	22.37

Fisher Pivots for day following 09-Feb-2016
Pivot	1 day	3 day
R1	36.71	37.46
PP	36.23	36.72
S1	35.74	35.99

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