NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 17-Feb-2016
Day Change Summary
Previous Current
16-Feb-2016 17-Feb-2016 Change Change % Previous Week
Open 33.29 32.83 -0.46 -1.4% 34.52
High 35.68 35.26 -0.42 -1.2% 35.06
Low 32.36 32.49 0.13 0.4% 30.67
Close 32.64 34.69 2.05 6.3% 33.85
Range 3.32 2.77 -0.55 -16.6% 4.39
ATR 2.20 2.24 0.04 1.9% 0.00
Volume 172,830 150,051 -22,779 -13.2% 814,234
Daily Pivots for day following 17-Feb-2016
Classic Woodie Camarilla DeMark
R4 42.46 41.34 36.21
R3 39.69 38.57 35.45
R2 36.92 36.92 35.20
R1 35.80 35.80 34.94 36.36
PP 34.15 34.15 34.15 34.43
S1 33.03 33.03 34.44 33.59
S2 31.38 31.38 34.18
S3 28.61 30.26 33.93
S4 25.84 27.49 33.17
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 46.36 44.50 36.26
R3 41.97 40.11 35.06
R2 37.58 37.58 34.65
R1 35.72 35.72 34.25 34.46
PP 33.19 33.19 33.19 32.56
S1 31.33 31.33 33.45 30.07
S2 28.80 28.80 33.05
S3 24.41 26.94 32.64
S4 20.02 22.55 31.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.68 30.67 5.01 14.4% 2.27 6.5% 80% False False 170,768
10 36.49 30.67 5.82 16.8% 2.25 6.5% 69% False False 150,948
20 37.52 29.85 7.67 22.1% 2.35 6.8% 63% False False 116,734
40 41.35 29.85 11.50 33.2% 1.94 5.6% 42% False False 74,340
60 47.45 29.85 17.60 50.7% 1.77 5.1% 28% False False 57,205
80 51.63 29.85 21.78 62.8% 1.67 4.8% 22% False False 45,685
100 53.22 29.85 23.37 67.4% 1.58 4.6% 21% False False 38,131
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.03
2.618 42.51
1.618 39.74
1.000 38.03
0.618 36.97
HIGH 35.26
0.618 34.20
0.500 33.88
0.382 33.55
LOW 32.49
0.618 30.78
1.000 29.72
1.618 28.01
2.618 25.24
4.250 20.72
Fisher Pivots for day following 17-Feb-2016
Pivot 1 day 3 day
R1 34.42 34.36
PP 34.15 34.03
S1 33.88 33.70

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

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