NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 03-Mar-2016
Day Change Summary
Previous Current
02-Mar-2016 03-Mar-2016 Change Change % Previous Week
Open 38.53 38.92 0.39 1.0% 36.40
High 39.24 39.24 0.00 0.0% 39.17
Low 38.00 38.31 0.31 0.8% 35.52
Close 38.80 38.98 0.18 0.5% 37.43
Range 1.24 0.93 -0.31 -25.0% 3.65
ATR 1.76 1.70 -0.06 -3.4% 0.00
Volume 19,778 30,547 10,769 54.4% 108,587
Daily Pivots for day following 03-Mar-2016
Classic Woodie Camarilla DeMark
R4 41.63 41.24 39.49
R3 40.70 40.31 39.24
R2 39.77 39.77 39.15
R1 39.38 39.38 39.07 39.58
PP 38.84 38.84 38.84 38.94
S1 38.45 38.45 38.89 38.65
S2 37.91 37.91 38.81
S3 36.98 37.52 38.72
S4 36.05 36.59 38.47
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 39.24 37.15 2.09 5.4% 1.33 3.4% 88% True False 24,395
10 39.24 35.52 3.72 9.5% 1.51 3.9% 93% True False 21,630
20 39.24 33.98 5.26 13.5% 1.68 4.3% 95% True False 21,266
40 41.35 32.22 9.13 23.4% 1.79 4.6% 74% False False 16,879
60 45.45 32.22 13.23 33.9% 1.57 4.0% 51% False False 13,499
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 43.19
2.618 41.67
1.618 40.74
1.000 40.17
0.618 39.81
HIGH 39.24
0.618 38.88
0.500 38.78
0.382 38.67
LOW 38.31
0.618 37.74
1.000 37.38
1.618 36.81
2.618 35.88
4.250 34.36
Fisher Pivots for day following 03-Mar-2016
Pivot 1 day 3 day
R1 38.91 38.86
PP 38.84 38.74
S1 38.78 38.62

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

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