NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 17-Mar-2016
Day Change Summary
Previous Current
16-Mar-2016 17-Mar-2016 Change Change % Previous Week
Open 39.43 40.90 1.47 3.7% 39.25
High 40.94 42.44 1.50 3.7% 41.49
Low 39.33 40.80 1.47 3.7% 39.18
Close 40.80 42.39 1.59 3.9% 40.98
Range 1.61 1.64 0.03 1.9% 2.31
ATR 1.79 1.78 -0.01 -0.6% 0.00
Volume 122,102 134,451 12,349 10.1% 574,232
Daily Pivots for day following 17-Mar-2016
Classic Woodie Camarilla DeMark
R4 46.80 46.23 43.29
R3 45.16 44.59 42.84
R2 43.52 43.52 42.69
R1 42.95 42.95 42.54 43.24
PP 41.88 41.88 41.88 42.02
S1 41.31 41.31 42.24 41.60
S2 40.24 40.24 42.09
S3 38.60 39.67 41.94
S4 36.96 38.03 41.49
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 42.44 38.67 3.77 8.9% 1.44 3.4% 99% True False 108,542
10 42.44 37.40 5.04 11.9% 1.66 3.9% 99% True False 109,574
20 42.44 33.76 8.68 20.5% 1.67 3.9% 99% True False 104,630
40 42.44 31.26 11.18 26.4% 1.98 4.7% 100% True False 99,787
60 42.44 30.79 11.65 27.5% 1.84 4.4% 100% True False 80,758
80 48.02 30.79 17.23 40.6% 1.76 4.1% 67% False False 69,858
100 52.04 30.79 21.25 50.1% 1.69 4.0% 55% False False 61,484
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 False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 49.41
2.618 46.73
1.618 45.09
1.000 44.08
0.618 43.45
HIGH 42.44
0.618 41.81
0.500 41.62
0.382 41.43
LOW 40.80
0.618 39.79
1.000 39.16
1.618 38.15
2.618 36.51
4.250 33.83
Fisher Pivots for day following 17-Mar-2016
Pivot 1 day 3 day
R1 42.13 41.78
PP 41.88 41.17
S1 41.62 40.56

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

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