NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 08-Mar-2016
Day Change Summary
Previous Current
07-Mar-2016 08-Mar-2016 Change Change % Previous Week
Open 39.25 40.99 1.74 4.4% 35.85
High 41.19 41.49 0.30 0.7% 39.33
Low 39.25 39.18 -0.07 -0.2% 35.52
Close 41.03 39.58 -1.45 -3.5% 38.98
Range 1.94 2.31 0.37 19.1% 3.81
ATR 1.91 1.94 0.03 1.5% 0.00
Volume 104,048 101,729 -2,319 -2.2% 515,196
Daily Pivots for day following 08-Mar-2016
Classic Woodie Camarilla DeMark
R4 47.01 45.61 40.85
R3 44.70 43.30 40.22
R2 42.39 42.39 40.00
R1 40.99 40.99 39.79 40.54
PP 40.08 40.08 40.08 39.86
S1 38.68 38.68 39.37 38.23
S2 37.77 37.77 39.16
S3 35.46 36.37 38.94
S4 33.15 34.06 38.31
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 49.37 47.99 41.08
R3 45.56 44.18 40.03
R2 41.75 41.75 39.68
R1 40.37 40.37 39.33 41.06
PP 37.94 37.94 37.94 38.29
S1 36.56 36.56 38.63 37.25
S2 34.13 34.13 38.28
S3 30.32 32.75 37.93
S4 26.51 28.94 36.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.49 36.47 5.02 12.7% 1.73 4.4% 62% True False 103,721
10 41.49 33.76 7.73 19.5% 1.73 4.4% 75% True False 104,345
20 41.49 32.10 9.39 23.7% 1.94 4.9% 80% True False 102,090
40 41.49 30.79 10.70 27.0% 2.05 5.2% 82% True False 91,564
60 42.73 30.79 11.94 30.2% 1.83 4.6% 74% False False 72,420
80 48.75 30.79 17.96 45.4% 1.75 4.4% 49% False False 62,659
100 52.04 30.79 21.25 53.7% 1.67 4.2% 41% False False 55,132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 51.31
2.618 47.54
1.618 45.23
1.000 43.80
0.618 42.92
HIGH 41.49
0.618 40.61
0.500 40.34
0.382 40.06
LOW 39.18
0.618 37.75
1.000 36.87
1.618 35.44
2.618 33.13
4.250 29.36
Fisher Pivots for day following 08-Mar-2016
Pivot 1 day 3 day
R1 40.34 39.54
PP 40.08 39.49
S1 39.83 39.45

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

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