NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 16-Mar-2016
Day Change Summary
Previous Current
15-Mar-2016 16-Mar-2016 Change Change % Previous Week
Open 40.02 39.43 -0.59 -1.5% 39.25
High 40.03 40.94 0.91 2.3% 41.49
Low 38.67 39.33 0.66 1.7% 39.18
Close 39.04 40.80 1.76 4.5% 40.98
Range 1.36 1.61 0.25 18.4% 2.31
ATR 1.78 1.79 0.01 0.5% 0.00
Volume 88,702 122,102 33,400 37.7% 574,232
Daily Pivots for day following 16-Mar-2016
Classic Woodie Camarilla DeMark
R4 45.19 44.60 41.69
R3 43.58 42.99 41.24
R2 41.97 41.97 41.10
R1 41.38 41.38 40.95 41.68
PP 40.36 40.36 40.36 40.50
S1 39.77 39.77 40.65 40.07
S2 38.75 38.75 40.50
S3 37.14 38.16 40.36
S4 35.53 36.55 39.91
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 41.33 38.67 2.66 6.5% 1.35 3.3% 80% False False 107,157
10 41.49 36.88 4.61 11.3% 1.60 3.9% 85% False False 108,126
20 41.49 33.76 7.73 18.9% 1.67 4.1% 91% False False 101,751
40 41.49 30.79 10.70 26.2% 1.98 4.8% 94% False False 98,507
60 42.07 30.79 11.28 27.6% 1.84 4.5% 89% False False 78,868
80 48.02 30.79 17.23 42.2% 1.75 4.3% 58% False False 68,525
100 52.04 30.79 21.25 52.1% 1.69 4.1% 47% False False 60,328
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.78
2.618 45.15
1.618 43.54
1.000 42.55
0.618 41.93
HIGH 40.94
0.618 40.32
0.500 40.14
0.382 39.95
LOW 39.33
0.618 38.34
1.000 37.72
1.618 36.73
2.618 35.12
4.250 32.49
Fisher Pivots for day following 16-Mar-2016
Pivot 1 day 3 day
R1 40.58 40.50
PP 40.36 40.20
S1 40.14 39.90

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.