NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 21-Mar-2016
Day Change Summary
Previous Current
18-Mar-2016 21-Mar-2016 Change Change % Previous Week
Open 42.33 41.93 -0.40 -0.9% 40.80
High 43.17 42.63 -0.54 -1.3% 43.17
Low 41.89 41.33 -0.56 -1.3% 38.67
Close 42.05 42.42 0.37 0.9% 42.05
Range 1.28 1.30 0.02 1.6% 4.50
ATR 1.75 1.71 -0.03 -1.8% 0.00
Volume 186,171 122,875 -63,296 -34.0% 613,707
Daily Pivots for day following 21-Mar-2016
Classic Woodie Camarilla DeMark
R4 46.03 45.52 43.14
R3 44.73 44.22 42.78
R2 43.43 43.43 42.66
R1 42.92 42.92 42.54 43.18
PP 42.13 42.13 42.13 42.25
S1 41.62 41.62 42.30 41.88
S2 40.83 40.83 42.18
S3 39.53 40.32 42.06
S4 38.23 39.02 41.71
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 10.6% 1.44 3.4% 83% False False 130,860
10 43.17 38.67 4.50 10.6% 1.53 3.6% 83% False False 120,676
20 43.17 33.76 9.41 22.2% 1.62 3.8% 92% False False 111,375
40 43.17 32.10 11.07 26.1% 1.91 4.5% 93% False False 103,302
60 43.17 30.79 12.38 29.2% 1.86 4.4% 94% False False 84,912
80 48.02 30.79 17.23 40.6% 1.75 4.1% 67% False False 73,096
100 52.04 30.79 21.25 50.1% 1.70 4.0% 55% False False 64,182
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.16
2.618 46.03
1.618 44.73
1.000 43.93
0.618 43.43
HIGH 42.63
0.618 42.13
0.500 41.98
0.382 41.83
LOW 41.33
0.618 40.53
1.000 40.03
1.618 39.23
2.618 37.93
4.250 35.81
Fisher Pivots for day following 21-Mar-2016
Pivot 1 day 3 day
R1 42.27 42.28
PP 42.13 42.13
S1 41.98 41.99

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

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