NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 01-Mar-2016
Day Change Summary
Previous Current
29-Feb-2016 01-Mar-2016 Change Change % Previous Week
Open 35.85 36.93 1.08 3.0% 34.80
High 37.06 37.68 0.62 1.7% 37.65
Low 35.52 36.43 0.91 2.6% 33.76
Close 36.87 37.30 0.43 1.2% 35.83
Range 1.54 1.25 -0.29 -18.8% 3.89
ATR 2.04 1.99 -0.06 -2.8% 0.00
Volume 91,746 110,622 18,876 20.6% 503,285
Daily Pivots for day following 01-Mar-2016
Classic Woodie Camarilla DeMark
R4 40.89 40.34 37.99
R3 39.64 39.09 37.64
R2 38.39 38.39 37.53
R1 37.84 37.84 37.41 38.12
PP 37.14 37.14 37.14 37.27
S1 36.59 36.59 37.19 36.87
S2 35.89 35.89 37.07
S3 34.64 35.34 36.96
S4 33.39 34.09 36.61
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 47.42 45.51 37.97
R3 43.53 41.62 36.90
R2 39.64 39.64 36.54
R1 37.73 37.73 36.19 38.69
PP 35.75 35.75 35.75 36.22
S1 33.84 33.84 35.47 34.80
S2 31.86 31.86 35.12
S3 27.97 29.95 34.76
S4 24.08 26.06 33.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.68 33.76 3.92 10.5% 1.74 4.7% 90% True False 104,969
10 37.68 33.76 3.92 10.5% 1.87 5.0% 90% True False 94,984
20 37.68 32.10 5.58 15.0% 1.99 5.3% 93% True False 100,406
40 42.07 30.79 11.28 30.2% 2.06 5.5% 58% False False 83,927
60 46.54 30.79 15.75 42.2% 1.83 4.9% 41% False False 67,904
80 52.04 30.79 21.25 57.0% 1.73 4.6% 31% False False 57,817
100 53.77 30.79 22.98 61.6% 1.67 4.5% 28% False False 51,907
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.48
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 42.99
2.618 40.95
1.618 39.70
1.000 38.93
0.618 38.45
HIGH 37.68
0.618 37.20
0.500 37.06
0.382 36.91
LOW 36.43
0.618 35.66
1.000 35.18
1.618 34.41
2.618 33.16
4.250 31.12
Fisher Pivots for day following 01-Mar-2016
Pivot 1 day 3 day
R1 37.22 37.07
PP 37.14 36.83
S1 37.06 36.60

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

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