NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 22-Mar-2016
Day Change Summary
Previous Current
21-Mar-2016 22-Mar-2016 Change Change % Previous Week
Open 42.51 43.11 0.60 1.4% 41.39
High 43.19 43.50 0.31 0.7% 43.69
Low 41.95 42.39 0.44 1.0% 39.39
Close 43.04 43.13 0.09 0.2% 42.68
Range 1.24 1.11 -0.13 -10.5% 4.30
ATR 1.64 1.60 -0.04 -2.3% 0.00
Volume 35,496 57,606 22,110 62.3% 201,462
Daily Pivots for day following 22-Mar-2016
Classic Woodie Camarilla DeMark
R4 46.34 45.84 43.74
R3 45.23 44.73 43.44
R2 44.12 44.12 43.33
R1 43.62 43.62 43.23 43.87
PP 43.01 43.01 43.01 43.13
S1 42.51 42.51 43.03 42.76
S2 41.90 41.90 42.93
S3 40.79 41.40 42.82
S4 39.68 40.29 42.52
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 54.82 53.05 45.05
R3 50.52 48.75 43.86
R2 46.22 46.22 43.47
R1 44.45 44.45 43.07 45.34
PP 41.92 41.92 41.92 42.36
S1 40.15 40.15 42.29 41.04
S2 37.62 37.62 41.89
S3 33.32 35.85 41.50
S4 29.02 31.55 40.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.69 40.03 3.66 8.5% 1.33 3.1% 85% False False 47,083
10 43.69 39.39 4.30 10.0% 1.33 3.1% 87% False False 43,759
20 43.69 34.74 8.95 20.8% 1.51 3.5% 94% False False 39,725
40 43.69 33.14 10.55 24.5% 1.79 4.2% 95% False False 37,430
60 43.69 31.61 12.08 28.0% 1.76 4.1% 95% False False 29,765
80 48.35 31.61 16.74 38.8% 1.63 3.8% 69% False False 24,745
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 48.22
2.618 46.41
1.618 45.30
1.000 44.61
0.618 44.19
HIGH 43.50
0.618 43.08
0.500 42.95
0.382 42.81
LOW 42.39
0.618 41.70
1.000 41.28
1.618 40.59
2.618 39.48
4.250 37.67
Fisher Pivots for day following 22-Mar-2016
Pivot 1 day 3 day
R1 43.07 43.03
PP 43.01 42.92
S1 42.95 42.82

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

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