NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 10-Mar-2016
Day Change Summary
Previous Current
09-Mar-2016 10-Mar-2016 Change Change % Previous Week
Open 40.85 42.21 1.36 3.3% 37.66
High 42.68 42.42 -0.26 -0.6% 40.78
Low 40.85 41.27 0.42 1.0% 37.15
Close 42.47 41.60 -0.87 -2.0% 40.53
Range 1.83 1.15 -0.68 -37.2% 3.63
ATR 1.78 1.74 -0.04 -2.3% 0.00
Volume 24,961 34,810 9,849 39.5% 108,482
Daily Pivots for day following 10-Mar-2016
Classic Woodie Camarilla DeMark
R4 45.21 44.56 42.23
R3 44.06 43.41 41.92
R2 42.91 42.91 41.81
R1 42.26 42.26 41.71 42.01
PP 41.76 41.76 41.76 41.64
S1 41.11 41.11 41.49 40.86
S2 40.61 40.61 41.39
S3 39.46 39.96 41.28
S4 38.31 38.81 40.97
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 50.38 49.08 42.53
R3 46.75 45.45 41.53
R2 43.12 43.12 41.20
R1 41.82 41.82 40.86 42.47
PP 39.49 39.49 39.49 39.81
S1 38.19 38.19 40.20 38.84
S2 35.86 35.86 39.86
S3 32.23 34.56 39.53
S4 28.60 30.93 38.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.92 38.89 4.03 9.7% 1.78 4.3% 67% False False 24,822
10 42.92 37.15 5.77 13.9% 1.55 3.7% 77% False False 24,608
20 42.92 33.98 8.94 21.5% 1.72 4.1% 85% False False 21,427
40 42.92 32.22 10.70 25.7% 1.79 4.3% 88% False False 19,049
60 43.24 32.22 11.02 26.5% 1.61 3.9% 85% False False 14,256
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 47.31
2.618 45.43
1.618 44.28
1.000 43.57
0.618 43.13
HIGH 42.42
0.618 41.98
0.500 41.85
0.382 41.71
LOW 41.27
0.618 40.56
1.000 40.12
1.618 39.41
2.618 38.26
4.250 36.38
Fisher Pivots for day following 10-Mar-2016
Pivot 1 day 3 day
R1 41.85 41.84
PP 41.76 41.76
S1 41.68 41.68

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

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