NYMEX Light Sweet Crude Oil Future May 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 33.54 35.06 1.52 4.5% 33.29
High 35.37 35.23 -0.14 -0.4% 35.83
Low 33.27 33.04 -0.23 -0.7% 32.36
Close 35.04 33.60 -1.44 -4.1% 33.39
Range 2.10 2.19 0.09 4.3% 3.47
ATR 2.16 2.16 0.00 0.1% 0.00
Volume 159,462 123,409 -36,053 -22.6% 549,830
Daily Pivots for day following 23-Feb-2016
Classic Woodie Camarilla DeMark
R4 40.53 39.25 34.80
R3 38.34 37.06 34.20
R2 36.15 36.15 34.00
R1 34.87 34.87 33.80 34.42
PP 33.96 33.96 33.96 33.73
S1 32.68 32.68 33.40 32.23
S2 31.77 31.77 33.20
S3 29.58 30.49 33.00
S4 27.39 28.30 32.40
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 44.27 42.30 35.30
R3 40.80 38.83 34.34
R2 37.33 37.33 34.03
R1 35.36 35.36 33.71 36.35
PP 33.86 33.86 33.86 34.35
S1 31.89 31.89 33.07 32.88
S2 30.39 30.39 32.75
S3 26.92 28.42 32.44
S4 23.45 24.95 31.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.83 32.49 3.34 9.9% 2.08 6.2% 33% False False 131,974
10 35.83 30.67 5.16 15.4% 2.19 6.5% 57% False False 151,835
20 37.52 30.67 6.85 20.4% 2.24 6.7% 43% False False 126,899
40 41.35 29.85 11.50 34.2% 2.03 6.1% 33% False False 85,168
60 47.36 29.85 17.51 52.1% 1.81 5.4% 21% False False 64,389
80 51.63 29.85 21.78 64.8% 1.71 5.1% 17% False False 51,657
100 53.22 29.85 23.37 69.6% 1.62 4.8% 16% False False 43,026
120 53.22 29.85 23.37 69.6% 1.61 4.8% 16% False False 36,635
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 0.46
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 44.54
2.618 40.96
1.618 38.77
1.000 37.42
0.618 36.58
HIGH 35.23
0.618 34.39
0.500 34.14
0.382 33.88
LOW 33.04
0.618 31.69
1.000 30.85
1.618 29.50
2.618 27.31
4.250 23.73
Fisher Pivots for day following 23-Feb-2016
Pivot 1 day 3 day
R1 34.14 34.21
PP 33.96 34.00
S1 33.78 33.80

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

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