NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 16-Feb-2016
Day Change Summary
Previous Current
12-Feb-2016 16-Feb-2016 Change Change % Previous Week
Open 30.05 31.30 1.25 4.2% 32.79
High 31.98 33.78 1.80 5.6% 33.28
Low 29.78 30.66 0.88 3.0% 28.74
Close 31.91 30.97 -0.94 -2.9% 31.91
Range 2.20 3.12 0.92 41.8% 4.54
ATR 2.17 2.23 0.07 3.1% 0.00
Volume 426,183 481,273 55,090 12.9% 1,951,830
Daily Pivots for day following 16-Feb-2016
Classic Woodie Camarilla DeMark
R4 41.16 39.19 32.69
R3 38.04 36.07 31.83
R2 34.92 34.92 31.54
R1 32.95 32.95 31.26 32.38
PP 31.80 31.80 31.80 31.52
S1 29.83 29.83 30.68 29.26
S2 28.68 28.68 30.40
S3 25.56 26.71 30.11
S4 22.44 23.59 29.25
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 44.93 42.96 34.41
R3 40.39 38.42 33.16
R2 35.85 35.85 32.74
R1 33.88 33.88 32.33 32.60
PP 31.31 31.31 31.31 30.67
S1 29.34 29.34 31.49 28.06
S2 26.77 26.77 31.08
S3 22.23 24.80 30.66
S4 17.69 20.26 29.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 33.78 28.74 5.04 16.3% 2.27 7.3% 44% True False 430,370
10 35.08 28.74 6.34 20.5% 2.18 7.0% 35% False False 338,294
20 36.28 28.74 7.54 24.3% 2.36 7.6% 30% False False 249,919
40 40.50 28.74 11.76 38.0% 1.94 6.3% 19% False False 154,105
60 46.78 28.74 18.04 58.2% 1.81 5.8% 12% False False 114,738
80 51.29 28.74 22.55 72.8% 1.71 5.5% 10% False False 90,455
100 53.35 28.74 24.61 79.5% 1.67 5.4% 9% False False 74,599
120 53.50 28.74 24.76 79.9% 1.74 5.6% 9% False False 63,449
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 0.52
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 47.04
2.618 41.95
1.618 38.83
1.000 36.90
0.618 35.71
HIGH 33.78
0.618 32.59
0.500 32.22
0.382 31.85
LOW 30.66
0.618 28.73
1.000 27.54
1.618 25.61
2.618 22.49
4.250 17.40
Fisher Pivots for day following 16-Feb-2016
Pivot 1 day 3 day
R1 32.22 31.26
PP 31.80 31.16
S1 31.39 31.07

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

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