NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 04-Feb-2016
Day Change Summary
Previous Current
03-Feb-2016 04-Feb-2016 Change Change % Previous Week
Open 33.05 35.76 2.71 8.2% 34.62
High 35.83 36.49 0.66 1.8% 37.52
Low 32.75 34.69 1.94 5.9% 32.05
Close 35.39 34.95 -0.44 -1.2% 36.78
Range 3.08 1.80 -1.28 -41.6% 5.47
ATR 2.14 2.12 -0.02 -1.1% 0.00
Volume 124,483 121,133 -3,350 -2.7% 436,747
Daily Pivots for day following 04-Feb-2016
Classic Woodie Camarilla DeMark
R4 40.78 39.66 35.94
R3 38.98 37.86 35.45
R2 37.18 37.18 35.28
R1 36.06 36.06 35.12 35.72
PP 35.38 35.38 35.38 35.21
S1 34.26 34.26 34.79 33.92
S2 33.58 33.58 34.62
S3 31.78 32.46 34.46
S4 29.98 30.66 33.96
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 37.29 32.75 4.54 13.0% 2.21 6.3% 48% False False 98,847
10 37.52 31.87 5.65 16.2% 2.52 7.2% 55% False False 91,934
20 37.60 29.85 7.75 22.2% 2.23 6.4% 66% False False 73,810
40 42.98 29.85 13.13 37.6% 1.79 5.1% 39% False False 48,349
60 49.02 29.85 19.17 54.8% 1.66 4.7% 27% False False 37,824
80 52.36 29.85 22.51 64.4% 1.56 4.5% 23% False False 30,691
100 53.22 29.85 23.37 66.9% 1.52 4.3% 22% False False 25,866
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.45
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 44.14
2.618 41.20
1.618 39.40
1.000 38.29
0.618 37.60
HIGH 36.49
0.618 35.80
0.500 35.59
0.382 35.38
LOW 34.69
0.618 33.58
1.000 32.89
1.618 31.78
2.618 29.98
4.250 27.04
Fisher Pivots for day following 04-Feb-2016
Pivot 1 day 3 day
R1 35.59 34.84
PP 35.38 34.73
S1 35.16 34.62

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

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