NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 18-Mar-2016
Day Change Summary
Previous Current
17-Mar-2016 18-Mar-2016 Change Change % Previous Week
Open 40.90 42.33 1.43 3.5% 40.80
High 42.44 43.17 0.73 1.7% 43.17
Low 40.80 41.89 1.09 2.7% 38.67
Close 42.39 42.05 -0.34 -0.8% 42.05
Range 1.64 1.28 -0.36 -22.0% 4.50
ATR 1.78 1.75 -0.04 -2.0% 0.00
Volume 134,451 186,171 51,720 38.5% 613,707
Daily Pivots for day following 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 46.21 45.41 42.75
R3 44.93 44.13 42.40
R2 43.65 43.65 42.28
R1 42.85 42.85 42.17 42.61
PP 42.37 42.37 42.37 42.25
S1 41.57 41.57 41.93 41.33
S2 41.09 41.09 41.82
S3 39.81 40.29 41.70
S4 38.53 39.01 41.35
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 54.80 52.92 44.53
R3 50.30 48.42 43.29
R2 45.80 45.80 42.88
R1 43.92 43.92 42.46 44.86
PP 41.30 41.30 41.30 41.77
S1 39.42 39.42 41.64 40.36
S2 36.80 36.80 41.23
S3 32.30 34.92 40.81
S4 27.80 30.42 39.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.17 38.67 4.50 10.7% 1.52 3.6% 75% True False 122,741
10 43.17 38.67 4.50 10.7% 1.59 3.8% 75% True False 118,793
20 43.17 33.76 9.41 22.4% 1.65 3.9% 88% True False 110,321
40 43.17 32.10 11.07 26.3% 1.95 4.6% 90% True False 102,274
60 43.17 30.79 12.38 29.4% 1.85 4.4% 91% True False 83,460
80 48.02 30.79 17.23 41.0% 1.76 4.2% 65% False False 71,911
100 52.04 30.79 21.25 50.5% 1.69 4.0% 53% False False 63,136
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.19
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 48.61
2.618 46.52
1.618 45.24
1.000 44.45
0.618 43.96
HIGH 43.17
0.618 42.68
0.500 42.53
0.382 42.38
LOW 41.89
0.618 41.10
1.000 40.61
1.618 39.82
2.618 38.54
4.250 36.45
Fisher Pivots for day following 18-Mar-2016
Pivot 1 day 3 day
R1 42.53 41.78
PP 42.37 41.52
S1 42.21 41.25

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

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