NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 23-Feb-2016
Day Change Summary
Previous Current
22-Feb-2016 23-Feb-2016 Change Change % Previous Week
Open 31.96 33.34 1.38 4.3% 31.30
High 33.84 33.53 -0.31 -0.9% 34.21
Low 31.61 31.22 -0.39 -1.2% 30.66
Close 33.39 31.87 -1.52 -4.6% 31.75
Range 2.23 2.31 0.08 3.6% 3.55
ATR 2.20 2.21 0.01 0.4% 0.00
Volume 521,016 539,379 18,363 3.5% 1,882,982
Daily Pivots for day following 23-Feb-2016
Classic Woodie Camarilla DeMark
R4 39.14 37.81 33.14
R3 36.83 35.50 32.51
R2 34.52 34.52 32.29
R1 33.19 33.19 32.08 32.70
PP 32.21 32.21 32.21 31.96
S1 30.88 30.88 31.66 30.39
S2 29.90 29.90 31.45
S3 27.59 28.57 31.23
S4 25.28 26.26 30.60
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 42.86 40.85 33.70
R3 39.31 37.30 32.73
R2 35.76 35.76 32.40
R1 33.75 33.75 32.08 34.76
PP 32.21 32.21 32.21 32.71
S1 30.20 30.20 31.42 31.21
S2 28.66 28.66 31.10
S3 25.11 26.65 30.77
S4 21.56 23.10 29.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 34.21 30.81 3.40 10.7% 2.16 6.8% 31% False False 492,420
10 34.21 28.74 5.47 17.2% 2.21 6.9% 57% False False 461,395
20 36.28 28.74 7.54 23.7% 2.29 7.2% 42% False False 335,932
40 40.50 28.74 11.76 36.9% 2.08 6.5% 27% False False 210,951
60 46.66 28.74 17.92 56.2% 1.87 5.9% 17% False False 153,730
80 51.29 28.74 22.55 70.8% 1.78 5.6% 14% False False 120,293
100 53.35 28.74 24.61 77.2% 1.71 5.4% 13% False False 98,694
120 53.35 28.74 24.61 77.2% 1.71 5.4% 13% False False 83,604
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 43.35
2.618 39.58
1.618 37.27
1.000 35.84
0.618 34.96
HIGH 33.53
0.618 32.65
0.500 32.38
0.382 32.10
LOW 31.22
0.618 29.79
1.000 28.91
1.618 27.48
2.618 25.17
4.250 21.40
Fisher Pivots for day following 23-Feb-2016
Pivot 1 day 3 day
R1 32.38 32.53
PP 32.21 32.31
S1 32.04 32.09

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

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