NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 11-Mar-2016
Day Change Summary
Previous Current
10-Mar-2016 11-Mar-2016 Change Change % Previous Week
Open 40.89 40.51 -0.38 -0.9% 39.25
High 41.12 41.33 0.21 0.5% 41.49
Low 39.92 40.45 0.53 1.3% 39.18
Close 40.32 40.98 0.66 1.6% 40.98
Range 1.20 0.88 -0.32 -26.7% 2.31
ATR 1.89 1.83 -0.06 -3.3% 0.00
Volume 127,522 115,178 -12,344 -9.7% 574,232
Daily Pivots for day following 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 43.56 43.15 41.46
R3 42.68 42.27 41.22
R2 41.80 41.80 41.14
R1 41.39 41.39 41.06 41.60
PP 40.92 40.92 40.92 41.02
S1 40.51 40.51 40.90 40.72
S2 40.04 40.04 40.82
S3 39.16 39.63 40.74
S4 38.28 38.75 40.50
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 47.48 46.54 42.25
R3 45.17 44.23 41.62
R2 42.86 42.86 41.40
R1 41.92 41.92 41.19 42.39
PP 40.55 40.55 40.55 40.79
S1 39.61 39.61 40.77 40.08
S2 38.24 38.24 40.56
S3 35.93 37.30 40.34
S4 33.62 34.99 39.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.49 39.18 2.31 5.6% 1.67 4.1% 78% False False 114,846
10 41.49 35.52 5.97 14.6% 1.55 3.8% 91% False False 108,942
20 41.49 33.14 8.35 20.4% 1.85 4.5% 94% False False 102,419
40 41.49 30.79 10.70 26.1% 2.00 4.9% 95% False False 96,183
60 42.30 30.79 11.51 28.1% 1.83 4.5% 89% False False 76,015
80 48.02 30.79 17.23 42.0% 1.74 4.3% 59% False False 66,031
100 52.04 30.79 21.25 51.9% 1.67 4.1% 48% False False 58,186
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 45.07
2.618 43.63
1.618 42.75
1.000 42.21
0.618 41.87
HIGH 41.33
0.618 40.99
0.500 40.89
0.382 40.79
LOW 40.45
0.618 39.91
1.000 39.57
1.618 39.03
2.618 38.15
4.250 36.71
Fisher Pivots for day following 11-Mar-2016
Pivot 1 day 3 day
R1 40.95 40.76
PP 40.92 40.54
S1 40.89 40.32

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

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