NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 03-Feb-2016
Day Change Summary
Previous Current
02-Feb-2016 03-Feb-2016 Change Change % Previous Week
Open 34.69 33.05 -1.64 -4.7% 34.62
High 34.83 35.83 1.00 2.9% 37.52
Low 32.88 32.75 -0.13 -0.4% 32.05
Close 33.24 35.39 2.15 6.5% 36.78
Range 1.95 3.08 1.13 57.9% 5.47
ATR 2.07 2.14 0.07 3.5% 0.00
Volume 83,933 124,483 40,550 48.3% 436,747
Daily Pivots for day following 03-Feb-2016
Classic Woodie Camarilla DeMark
R4 43.90 42.72 37.08
R3 40.82 39.64 36.24
R2 37.74 37.74 35.95
R1 36.56 36.56 35.67 37.15
PP 34.66 34.66 34.66 34.95
S1 33.48 33.48 35.11 34.07
S2 31.58 31.58 34.83
S3 28.50 30.40 34.54
S4 25.42 27.32 33.70
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 32.75 4.77 13.5% 2.43 6.9% 55% False True 93,890
10 37.52 30.35 7.17 20.3% 2.56 7.2% 70% False False 87,051
20 39.55 29.85 9.70 27.4% 2.26 6.4% 57% False False 69,398
40 44.08 29.85 14.23 40.2% 1.79 5.1% 39% False False 46,376
60 49.25 29.85 19.40 54.8% 1.65 4.7% 29% False False 36,089
80 53.22 29.85 23.37 66.0% 1.55 4.4% 24% False False 29,379
100 53.22 29.85 23.37 66.0% 1.51 4.3% 24% False False 24,699
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 48.92
2.618 43.89
1.618 40.81
1.000 38.91
0.618 37.73
HIGH 35.83
0.618 34.65
0.500 34.29
0.382 33.93
LOW 32.75
0.618 30.85
1.000 29.67
1.618 27.77
2.618 24.69
4.250 19.66
Fisher Pivots for day following 03-Feb-2016
Pivot 1 day 3 day
R1 35.02 35.26
PP 34.66 35.14
S1 34.29 35.01

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

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