NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 09-Mar-2016
Day Change Summary
Previous Current
08-Mar-2016 09-Mar-2016 Change Change % Previous Week
Open 41.75 40.30 -1.45 -3.5% 36.75
High 42.31 42.06 -0.25 -0.6% 40.18
Low 40.05 40.20 0.15 0.4% 36.47
Close 40.46 41.87 1.41 3.5% 39.87
Range 2.26 1.86 -0.40 -17.7% 3.71
ATR 1.86 1.86 0.00 0.0% 0.00
Volume 33,547 41,887 8,340 24.9% 176,990
Daily Pivots for day following 09-Mar-2016
Classic Woodie Camarilla DeMark
R4 46.96 46.27 42.89
R3 45.10 44.41 42.38
R2 43.24 43.24 42.21
R1 42.55 42.55 42.04 42.90
PP 41.38 41.38 41.38 41.55
S1 40.69 40.69 41.70 41.04
S2 39.52 39.52 41.53
S3 37.66 38.83 41.36
S4 35.80 36.97 40.85
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 37.69 4.62 11.0% 1.84 4.4% 90% False False 38,548
10 42.31 35.44 6.87 16.4% 1.70 4.1% 94% False False 36,533
20 42.31 33.14 9.17 21.9% 1.84 4.4% 95% False False 36,699
40 42.31 31.61 10.70 25.6% 1.96 4.7% 96% False False 32,221
60 42.77 31.61 11.16 26.7% 1.74 4.2% 92% False False 24,599
80 48.35 31.61 16.74 40.0% 1.62 3.9% 61% False False 20,490
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 49.97
2.618 46.93
1.618 45.07
1.000 43.92
0.618 43.21
HIGH 42.06
0.618 41.35
0.500 41.13
0.382 40.91
LOW 40.20
0.618 39.05
1.000 38.34
1.618 37.19
2.618 35.33
4.250 32.30
Fisher Pivots for day following 09-Mar-2016
Pivot 1 day 3 day
R1 41.62 41.62
PP 41.38 41.37
S1 41.13 41.12

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

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