NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 23-Mar-2016
Day Change Summary
Previous Current
22-Mar-2016 23-Mar-2016 Change Change % Previous Week
Open 42.48 42.19 -0.29 -0.7% 40.80
High 42.88 42.29 -0.59 -1.4% 43.17
Low 41.75 40.75 -1.00 -2.4% 38.67
Close 42.44 40.87 -1.57 -3.7% 42.05
Range 1.13 1.54 0.41 36.3% 4.50
ATR 1.67 1.67 0.00 0.1% 0.00
Volume 138,984 144,395 5,411 3.9% 613,707
Daily Pivots for day following 23-Mar-2016
Classic Woodie Camarilla DeMark
R4 45.92 44.94 41.72
R3 44.38 43.40 41.29
R2 42.84 42.84 41.15
R1 41.86 41.86 41.01 41.58
PP 41.30 41.30 41.30 41.17
S1 40.32 40.32 40.73 40.04
S2 39.76 39.76 40.59
S3 38.22 38.78 40.45
S4 36.68 37.24 40.02
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 40.75 2.42 5.9% 1.38 3.4% 5% False True 145,375
10 43.17 38.67 4.50 11.0% 1.36 3.3% 49% False False 126,266
20 43.17 34.42 8.75 21.4% 1.56 3.8% 74% False False 116,395
40 43.17 32.10 11.07 27.1% 1.84 4.5% 79% False False 106,489
60 43.17 30.79 12.38 30.3% 1.87 4.6% 81% False False 88,777
80 47.83 30.79 17.04 41.7% 1.74 4.3% 59% False False 75,887
100 52.04 30.79 21.25 52.0% 1.68 4.1% 47% False False 66,327
120 53.77 30.79 22.98 56.2% 1.67 4.1% 44% False False 60,148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 48.84
2.618 46.32
1.618 44.78
1.000 43.83
0.618 43.24
HIGH 42.29
0.618 41.70
0.500 41.52
0.382 41.34
LOW 40.75
0.618 39.80
1.000 39.21
1.618 38.26
2.618 36.72
4.250 34.21
Fisher Pivots for day following 23-Mar-2016
Pivot 1 day 3 day
R1 41.52 41.82
PP 41.30 41.50
S1 41.09 41.19

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

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