NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 10-Mar-2016
Day Change Summary
Previous Current
09-Mar-2016 10-Mar-2016 Change Change % Previous Week
Open 39.43 40.89 1.46 3.7% 35.85
High 41.30 41.12 -0.18 -0.4% 39.33
Low 39.30 39.92 0.62 1.6% 35.52
Close 41.09 40.32 -0.77 -1.9% 38.98
Range 2.00 1.20 -0.80 -40.0% 3.81
ATR 1.94 1.89 -0.05 -2.7% 0.00
Volume 125,755 127,522 1,767 1.4% 515,196
Daily Pivots for day following 10-Mar-2016
Classic Woodie Camarilla DeMark
R4 44.05 43.39 40.98
R3 42.85 42.19 40.65
R2 41.65 41.65 40.54
R1 40.99 40.99 40.43 40.72
PP 40.45 40.45 40.45 40.32
S1 39.79 39.79 40.21 39.52
S2 39.25 39.25 40.10
S3 38.05 38.59 39.99
S4 36.85 37.39 39.66
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 37.40 4.09 10.1% 1.88 4.7% 71% False False 110,606
10 41.49 35.52 5.97 14.8% 1.66 4.1% 80% False False 108,236
20 41.49 32.10 9.39 23.3% 1.87 4.6% 88% False False 103,100
40 41.49 30.79 10.70 26.5% 2.02 5.0% 89% False False 94,911
60 42.30 30.79 11.51 28.5% 1.84 4.6% 83% False False 75,043
80 48.02 30.79 17.23 42.7% 1.75 4.3% 55% False False 65,125
100 52.04 30.79 21.25 52.7% 1.68 4.2% 45% False False 57,230
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 46.22
2.618 44.26
1.618 43.06
1.000 42.32
0.618 41.86
HIGH 41.12
0.618 40.66
0.500 40.52
0.382 40.38
LOW 39.92
0.618 39.18
1.000 38.72
1.618 37.98
2.618 36.78
4.250 34.82
Fisher Pivots for day following 10-Mar-2016
Pivot 1 day 3 day
R1 40.52 40.34
PP 40.45 40.33
S1 40.39 40.33

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

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