NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 22-Mar-2016
Day Change Summary
Previous Current
21-Mar-2016 22-Mar-2016 Change Change % Previous Week
Open 41.93 42.48 0.55 1.3% 40.80
High 42.63 42.88 0.25 0.6% 43.17
Low 41.33 41.75 0.42 1.0% 38.67
Close 42.42 42.44 0.02 0.0% 42.05
Range 1.30 1.13 -0.17 -13.1% 4.50
ATR 1.71 1.67 -0.04 -2.4% 0.00
Volume 122,875 138,984 16,109 13.1% 613,707
Daily Pivots for day following 22-Mar-2016
Classic Woodie Camarilla DeMark
R4 45.75 45.22 43.06
R3 44.62 44.09 42.75
R2 43.49 43.49 42.65
R1 42.96 42.96 42.54 42.66
PP 42.36 42.36 42.36 42.21
S1 41.83 41.83 42.34 41.53
S2 41.23 41.23 42.23
S3 40.10 40.70 42.13
S4 38.97 39.57 41.82
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 39.33 3.84 9.0% 1.39 3.3% 81% False False 140,916
10 43.17 38.67 4.50 10.6% 1.41 3.3% 84% False False 124,402
20 43.17 33.76 9.41 22.2% 1.57 3.7% 92% False False 114,373
40 43.17 32.10 11.07 26.1% 1.87 4.4% 93% False False 104,835
60 43.17 30.79 12.38 29.2% 1.86 4.4% 94% False False 86,648
80 48.02 30.79 17.23 40.6% 1.74 4.1% 68% False False 74,397
100 52.04 30.79 21.25 50.1% 1.70 4.0% 55% False False 65,297
120 53.77 30.79 22.98 54.1% 1.66 3.9% 51% False False 59,122
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.24
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 47.68
2.618 45.84
1.618 44.71
1.000 44.01
0.618 43.58
HIGH 42.88
0.618 42.45
0.500 42.32
0.382 42.18
LOW 41.75
0.618 41.05
1.000 40.62
1.618 39.92
2.618 38.79
4.250 36.95
Fisher Pivots for day following 22-Mar-2016
Pivot 1 day 3 day
R1 42.40 42.38
PP 42.36 42.31
S1 42.32 42.25

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

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