NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 30-Mar-2016
Day Change Summary
Previous Current
29-Mar-2016 30-Mar-2016 Change Change % Previous Week
Open 41.23 40.61 -0.62 -1.5% 42.51
High 41.37 41.86 0.49 1.2% 43.50
Low 39.96 40.35 0.39 1.0% 40.34
Close 40.33 40.55 0.22 0.5% 41.41
Range 1.41 1.51 0.10 7.1% 3.16
ATR 1.55 1.55 0.00 -0.1% 0.00
Volume 35,502 45,099 9,597 27.0% 199,044
Daily Pivots for day following 30-Mar-2016
Classic Woodie Camarilla DeMark
R4 45.45 44.51 41.38
R3 43.94 43.00 40.97
R2 42.43 42.43 40.83
R1 41.49 41.49 40.69 41.21
PP 40.92 40.92 40.92 40.78
S1 39.98 39.98 40.41 39.70
S2 39.41 39.41 40.27
S3 37.90 38.47 40.13
S4 36.39 36.96 39.72
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 51.23 49.48 43.15
R3 48.07 46.32 42.28
R2 44.91 44.91 41.99
R1 43.16 43.16 41.70 42.46
PP 41.75 41.75 41.75 41.40
S1 40.00 40.00 41.12 39.30
S2 38.59 38.59 40.83
S3 35.43 36.84 40.54
S4 32.27 33.68 39.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.92 39.96 2.96 7.3% 1.39 3.4% 20% False False 40,848
10 43.69 39.96 3.73 9.2% 1.36 3.3% 16% False False 43,965
20 43.69 37.32 6.37 15.7% 1.44 3.6% 51% False False 41,234
40 43.69 33.14 10.55 26.0% 1.67 4.1% 70% False False 38,824
60 43.69 31.61 12.08 29.8% 1.79 4.4% 74% False False 32,861
80 46.98 31.61 15.37 37.9% 1.64 4.0% 58% False False 26,968
100 52.22 31.61 20.61 50.8% 1.55 3.8% 43% False False 22,638
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 0.29
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 48.28
2.618 45.81
1.618 44.30
1.000 43.37
0.618 42.79
HIGH 41.86
0.618 41.28
0.500 41.11
0.382 40.93
LOW 40.35
0.618 39.42
1.000 38.84
1.618 37.91
2.618 36.40
4.250 33.93
Fisher Pivots for day following 30-Mar-2016
Pivot 1 day 3 day
R1 41.11 41.00
PP 40.92 40.85
S1 40.74 40.70

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

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