NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 03-Mar-2016
Day Change Summary
Previous Current
02-Mar-2016 03-Mar-2016 Change Change % Previous Week
Open 37.69 38.19 0.50 1.3% 35.60
High 38.64 38.69 0.05 0.1% 38.48
Low 37.32 37.69 0.37 1.0% 34.74
Close 38.18 38.35 0.17 0.4% 36.72
Range 1.32 1.00 -0.32 -24.2% 3.74
ATR 1.86 1.80 -0.06 -3.3% 0.00
Volume 32,004 45,656 13,652 42.7% 174,877
Daily Pivots for day following 03-Mar-2016
Classic Woodie Camarilla DeMark
R4 41.24 40.80 38.90
R3 40.24 39.80 38.63
R2 39.24 39.24 38.53
R1 38.80 38.80 38.44 39.02
PP 38.24 38.24 38.24 38.36
S1 37.80 37.80 38.26 38.02
S2 37.24 37.24 38.17
S3 36.24 36.80 38.08
S4 35.24 35.80 37.80
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 47.87 46.03 38.78
R3 44.13 42.29 37.75
R2 40.39 40.39 37.41
R1 38.55 38.55 37.06 39.47
PP 36.65 36.65 36.65 37.11
S1 34.81 34.81 36.38 35.73
S2 32.91 32.91 36.03
S3 29.17 31.07 35.69
S4 25.43 27.33 34.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.69 36.47 2.22 5.8% 1.37 3.6% 85% True False 36,416
10 38.69 34.74 3.95 10.3% 1.57 4.1% 91% True False 35,098
20 38.69 33.14 5.55 14.5% 1.80 4.7% 94% True False 36,831
40 40.73 31.61 9.12 23.8% 1.94 5.1% 74% False False 30,013
60 45.11 31.61 13.50 35.2% 1.69 4.4% 50% False False 23,260
80 49.81 31.61 18.20 47.5% 1.57 4.1% 37% False False 18,836
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 42.94
2.618 41.31
1.618 40.31
1.000 39.69
0.618 39.31
HIGH 38.69
0.618 38.31
0.500 38.19
0.382 38.07
LOW 37.69
0.618 37.07
1.000 36.69
1.618 36.07
2.618 35.07
4.250 33.44
Fisher Pivots for day following 03-Mar-2016
Pivot 1 day 3 day
R1 38.30 38.24
PP 38.24 38.12
S1 38.19 38.01

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

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