NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 17-Mar-2016
Day Change Summary
Previous Current
16-Mar-2016 17-Mar-2016 Change Change % Previous Week
Open 40.31 41.50 1.19 3.0% 39.92
High 41.58 43.01 1.43 3.4% 42.31
Low 40.03 41.48 1.45 3.6% 39.92
Close 41.46 42.96 1.50 3.6% 41.65
Range 1.55 1.53 -0.02 -1.3% 2.39
ATR 1.72 1.71 -0.01 -0.7% 0.00
Volume 31,727 40,955 9,228 29.1% 217,977
Daily Pivots for day following 17-Mar-2016
Classic Woodie Camarilla DeMark
R4 47.07 46.55 43.80
R3 45.54 45.02 43.38
R2 44.01 44.01 43.24
R1 43.49 43.49 43.10 43.75
PP 42.48 42.48 42.48 42.62
S1 41.96 41.96 42.82 42.22
S2 40.95 40.95 42.68
S3 39.42 40.43 42.54
S4 37.89 38.90 42.12
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 48.46 47.45 42.96
R3 46.07 45.06 42.31
R2 43.68 43.68 42.09
R1 42.67 42.67 41.87 43.18
PP 41.29 41.29 41.29 41.55
S1 40.28 40.28 41.43 40.79
S2 38.90 38.90 41.21
S3 36.51 37.89 40.99
S4 34.12 35.50 40.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.01 39.39 3.62 8.4% 1.34 3.1% 99% True False 36,398
10 43.01 38.25 4.76 11.1% 1.60 3.7% 99% True False 38,005
20 43.01 34.74 8.27 19.3% 1.59 3.7% 99% True False 36,552
40 43.01 32.05 10.96 25.5% 1.89 4.4% 100% True False 35,037
60 43.01 31.61 11.40 26.5% 1.74 4.1% 100% True False 27,444
80 48.35 31.61 16.74 39.0% 1.64 3.8% 68% False False 23,007
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.51
2.618 47.02
1.618 45.49
1.000 44.54
0.618 43.96
HIGH 43.01
0.618 42.43
0.500 42.25
0.382 42.06
LOW 41.48
0.618 40.53
1.000 39.95
1.618 39.00
2.618 37.47
4.250 34.98
Fisher Pivots for day following 17-Mar-2016
Pivot 1 day 3 day
R1 42.72 42.37
PP 42.48 41.79
S1 42.25 41.20

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

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