NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 14-Mar-2016
Day Change Summary
Previous Current
11-Mar-2016 14-Mar-2016 Change Change % Previous Week
Open 40.51 40.80 0.29 0.7% 39.25
High 41.33 41.13 -0.20 -0.5% 41.49
Low 40.45 39.43 -1.02 -2.5% 39.18
Close 40.98 39.80 -1.18 -2.9% 40.98
Range 0.88 1.70 0.82 93.2% 2.31
ATR 1.83 1.82 -0.01 -0.5% 0.00
Volume 115,178 82,281 -32,897 -28.6% 574,232
Daily Pivots for day following 14-Mar-2016
Classic Woodie Camarilla DeMark
R4 45.22 44.21 40.74
R3 43.52 42.51 40.27
R2 41.82 41.82 40.11
R1 40.81 40.81 39.96 40.47
PP 40.12 40.12 40.12 39.95
S1 39.11 39.11 39.64 38.77
S2 38.42 38.42 39.49
S3 36.72 37.41 39.33
S4 35.02 35.71 38.87
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 5.8% 1.62 4.1% 27% False False 110,493
10 41.49 36.43 5.06 12.7% 1.57 3.9% 67% False False 107,996
20 41.49 33.69 7.80 19.6% 1.82 4.6% 78% False False 101,286
40 41.49 30.79 10.70 26.9% 2.01 5.1% 84% False False 96,274
60 42.07 30.79 11.28 28.3% 1.83 4.6% 80% False False 76,665
80 48.02 30.79 17.23 43.3% 1.74 4.4% 52% False False 66,565
100 52.04 30.79 21.25 53.4% 1.68 4.2% 42% False False 58,730
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 48.36
2.618 45.58
1.618 43.88
1.000 42.83
0.618 42.18
HIGH 41.13
0.618 40.48
0.500 40.28
0.382 40.08
LOW 39.43
0.618 38.38
1.000 37.73
1.618 36.68
2.618 34.98
4.250 32.21
Fisher Pivots for day following 14-Mar-2016
Pivot 1 day 3 day
R1 40.28 40.38
PP 40.12 40.19
S1 39.96 39.99

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

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