NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 01-Mar-2016
Day Change Summary
Previous Current
29-Feb-2016 01-Mar-2016 Change Change % Previous Week
Open 37.66 38.26 0.60 1.6% 36.40
High 38.65 39.11 0.46 1.2% 39.17
Low 37.15 38.03 0.88 2.4% 35.52
Close 38.50 38.75 0.25 0.6% 37.43
Range 1.50 1.08 -0.42 -28.0% 3.65
ATR 1.85 1.80 -0.06 -3.0% 0.00
Volume 16,936 25,639 8,703 51.4% 108,587
Daily Pivots for day following 01-Mar-2016
Classic Woodie Camarilla DeMark
R4 41.87 41.39 39.34
R3 40.79 40.31 39.05
R2 39.71 39.71 38.95
R1 39.23 39.23 38.85 39.47
PP 38.63 38.63 38.63 38.75
S1 38.15 38.15 38.65 38.39
S2 37.55 37.55 38.55
S3 36.47 37.07 38.45
S4 35.39 35.99 38.16
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 48.32 46.53 39.44
R3 44.67 42.88 38.43
R2 41.02 41.02 38.10
R1 39.23 39.23 37.76 40.13
PP 37.37 37.37 37.37 37.82
S1 35.58 35.58 37.10 36.48
S2 33.72 33.72 36.76
S3 30.07 31.93 36.43
S4 26.42 28.28 35.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.17 35.52 3.65 9.4% 1.63 4.2% 88% False False 21,639
10 39.17 35.52 3.65 9.4% 1.70 4.4% 88% False False 19,779
20 39.23 33.98 5.25 13.5% 1.77 4.6% 91% False False 20,868
40 43.12 32.22 10.90 28.1% 1.80 4.7% 60% False False 15,923
60 47.24 32.22 15.02 38.8% 1.58 4.1% 43% False False 12,878
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 0.37
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 43.70
2.618 41.94
1.618 40.86
1.000 40.19
0.618 39.78
HIGH 39.11
0.618 38.70
0.500 38.57
0.382 38.44
LOW 38.03
0.618 37.36
1.000 36.95
1.618 36.28
2.618 35.20
4.250 33.44
Fisher Pivots for day following 01-Mar-2016
Pivot 1 day 3 day
R1 38.69 38.55
PP 38.63 38.36
S1 38.57 38.16

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

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