NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 30.22 29.67 -0.55 -1.8% 35.46
High 31.17 30.10 -1.07 -3.4% 35.81
Low 29.43 28.74 -0.69 -2.3% 31.14
Close 29.66 28.83 -0.83 -2.8% 32.72
Range 1.74 1.36 -0.38 -21.8% 4.67
ATR 2.15 2.09 -0.06 -2.6% 0.00
Volume 442,451 437,444 -5,007 -1.1% 1,115,272
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 33.30 32.43 29.58
R3 31.94 31.07 29.20
R2 30.58 30.58 29.08
R1 29.71 29.71 28.95 29.47
PP 29.22 29.22 29.22 29.10
S1 28.35 28.35 28.71 28.11
S2 27.86 27.86 28.58
S3 26.50 26.99 28.46
S4 25.14 25.63 28.08
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 47.23 44.65 35.29
R3 42.56 39.98 34.00
R2 37.89 37.89 33.58
R1 35.31 35.31 33.15 34.27
PP 33.22 33.22 33.22 32.70
S1 30.64 30.64 32.29 29.60
S2 28.55 28.55 31.86
S3 23.88 25.97 31.44
S4 19.21 21.30 30.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.18 28.74 5.44 18.9% 1.90 6.6% 2% False True 351,885
10 35.93 28.74 7.19 24.9% 2.09 7.3% 1% False True 281,937
20 36.28 28.74 7.54 26.2% 2.27 7.9% 1% False True 216,094
40 41.01 28.74 12.27 42.6% 1.90 6.6% 1% False True 134,643
60 46.78 28.74 18.04 62.6% 1.77 6.1% 0% False True 100,329
80 51.29 28.74 22.55 78.2% 1.67 5.8% 0% False True 79,500
100 53.35 28.74 24.61 85.4% 1.64 5.7% 0% False True 65,642
120 53.50 28.74 24.76 85.9% 1.72 6.0% 0% False True 56,024
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 0.53
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 35.88
2.618 33.66
1.618 32.30
1.000 31.46
0.618 30.94
HIGH 30.10
0.618 29.58
0.500 29.42
0.382 29.26
LOW 28.74
0.618 27.90
1.000 27.38
1.618 26.54
2.618 25.18
4.250 22.96
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 29.42 30.61
PP 29.22 30.02
S1 29.03 29.42

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

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