NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 08-Mar-2016
Day Change Summary
Previous Current
07-Mar-2016 08-Mar-2016 Change Change % Previous Week
Open 39.92 41.75 1.83 4.6% 36.75
High 42.06 42.31 0.25 0.6% 40.18
Low 39.92 40.05 0.13 0.3% 36.47
Close 41.92 40.46 -1.46 -3.5% 39.87
Range 2.14 2.26 0.12 5.6% 3.71
ATR 1.83 1.86 0.03 1.7% 0.00
Volume 41,398 33,547 -7,851 -19.0% 176,990
Daily Pivots for day following 08-Mar-2016
Classic Woodie Camarilla DeMark
R4 47.72 46.35 41.70
R3 45.46 44.09 41.08
R2 43.20 43.20 40.87
R1 41.83 41.83 40.67 41.39
PP 40.94 40.94 40.94 40.72
S1 39.57 39.57 40.25 39.13
S2 38.68 38.68 40.05
S3 36.42 37.31 39.84
S4 34.16 35.05 39.22
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 49.97 48.63 41.91
R3 46.26 44.92 40.89
R2 42.55 42.55 40.55
R1 41.21 41.21 40.21 41.88
PP 38.84 38.84 38.84 39.18
S1 37.50 37.50 39.53 38.17
S2 35.13 35.13 39.19
S3 31.42 33.79 38.85
S4 27.71 30.08 37.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.31 37.32 4.99 12.3% 1.73 4.3% 63% True False 36,571
10 42.31 34.74 7.57 18.7% 1.69 4.2% 76% True False 35,691
20 42.31 33.14 9.17 22.7% 1.89 4.7% 80% True False 36,917
40 42.31 31.61 10.70 26.4% 1.96 4.9% 83% True False 31,603
60 43.19 31.61 11.58 28.6% 1.72 4.2% 76% False False 24,191
80 49.00 31.61 17.39 43.0% 1.62 4.0% 51% False False 20,022
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 51.92
2.618 48.23
1.618 45.97
1.000 44.57
0.618 43.71
HIGH 42.31
0.618 41.45
0.500 41.18
0.382 40.91
LOW 40.05
0.618 38.65
1.000 37.79
1.618 36.39
2.618 34.13
4.250 30.45
Fisher Pivots for day following 08-Mar-2016
Pivot 1 day 3 day
R1 41.18 40.40
PP 40.94 40.34
S1 40.70 40.28

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

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