NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 01-Feb-2016
Day Change Summary
Previous Current
29-Jan-2016 01-Feb-2016 Change Change % Previous Week
Open 36.47 36.92 0.45 1.2% 34.62
High 37.29 37.27 -0.02 -0.1% 37.52
Low 35.75 34.61 -1.14 -3.2% 32.05
Close 36.78 34.93 -1.85 -5.0% 36.78
Range 1.54 2.66 1.12 72.7% 5.47
ATR 2.02 2.07 0.05 2.2% 0.00
Volume 86,182 78,508 -7,674 -8.9% 436,747
Daily Pivots for day following 01-Feb-2016
Classic Woodie Camarilla DeMark
R4 43.58 41.92 36.39
R3 40.92 39.26 35.66
R2 38.26 38.26 35.42
R1 36.60 36.60 35.17 36.10
PP 35.60 35.60 35.60 35.36
S1 33.94 33.94 34.69 33.44
S2 32.94 32.94 34.44
S3 30.28 31.28 34.20
S4 27.62 28.62 33.47
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 51.86 49.79 39.79
R3 46.39 44.32 38.28
R2 40.92 40.92 37.78
R1 38.85 38.85 37.28 39.89
PP 35.45 35.45 35.45 35.97
S1 33.38 33.38 36.28 34.42
S2 29.98 29.98 35.78
S3 24.51 27.91 35.28
S4 19.04 22.44 33.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.52 32.05 5.47 15.7% 2.55 7.3% 53% False False 86,952
10 37.52 29.85 7.67 22.0% 2.45 7.0% 66% False False 81,065
20 41.35 29.85 11.50 32.9% 2.17 6.2% 44% False False 61,787
40 46.00 29.85 16.15 46.2% 1.76 5.0% 31% False False 42,071
60 51.63 29.85 21.78 62.4% 1.61 4.6% 23% False False 32,999
80 53.22 29.85 23.37 66.9% 1.52 4.4% 22% False False 27,104
100 53.22 29.85 23.37 66.9% 1.50 4.3% 22% False False 22,691
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.58
2.618 44.23
1.618 41.57
1.000 39.93
0.618 38.91
HIGH 37.27
0.618 36.25
0.500 35.94
0.382 35.63
LOW 34.61
0.618 32.97
1.000 31.95
1.618 30.31
2.618 27.65
4.250 23.31
Fisher Pivots for day following 01-Feb-2016
Pivot 1 day 3 day
R1 35.94 36.05
PP 35.60 35.68
S1 35.27 35.30

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

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