NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 10-Mar-2016
Day Change Summary
Previous Current
09-Mar-2016 10-Mar-2016 Change Change % Previous Week
Open 40.30 41.64 1.34 3.3% 36.75
High 42.06 41.81 -0.25 -0.6% 40.18
Low 40.20 40.66 0.46 1.1% 36.47
Close 41.87 41.00 -0.87 -2.1% 39.87
Range 1.86 1.15 -0.71 -38.2% 3.71
ATR 1.86 1.82 -0.05 -2.5% 0.00
Volume 41,887 50,979 9,092 21.7% 176,990
Daily Pivots for day following 10-Mar-2016
Classic Woodie Camarilla DeMark
R4 44.61 43.95 41.63
R3 43.46 42.80 41.32
R2 42.31 42.31 41.21
R1 41.65 41.65 41.11 41.41
PP 41.16 41.16 41.16 41.03
S1 40.50 40.50 40.89 40.26
S2 40.01 40.01 40.79
S3 38.86 39.35 40.68
S4 37.71 38.20 40.37
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 38.25 4.06 9.9% 1.87 4.6% 68% False False 39,612
10 42.31 36.47 5.84 14.2% 1.62 4.0% 78% False False 38,014
20 42.31 33.14 9.17 22.4% 1.82 4.4% 86% False False 36,841
40 42.31 31.61 10.70 26.1% 1.94 4.7% 88% False False 32,998
60 42.73 31.61 11.12 27.1% 1.73 4.2% 84% False False 25,172
80 48.35 31.61 16.74 40.8% 1.62 4.0% 56% False False 21,100
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.29
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 46.70
2.618 44.82
1.618 43.67
1.000 42.96
0.618 42.52
HIGH 41.81
0.618 41.37
0.500 41.24
0.382 41.10
LOW 40.66
0.618 39.95
1.000 39.51
1.618 38.80
2.618 37.65
4.250 35.77
Fisher Pivots for day following 10-Mar-2016
Pivot 1 day 3 day
R1 41.24 41.18
PP 41.16 41.12
S1 41.08 41.06

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

View Archives - Comment on this page... - Back to Index of Symbols