NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 11-Mar-2016
Day Change Summary
Previous Current
10-Mar-2016 11-Mar-2016 Change Change % Previous Week
Open 42.21 41.96 -0.25 -0.6% 40.94
High 42.42 42.49 0.07 0.2% 42.92
Low 41.27 41.66 0.39 0.9% 40.76
Close 41.60 42.20 0.60 1.4% 42.20
Range 1.15 0.83 -0.32 -27.8% 2.16
ATR 1.74 1.68 -0.06 -3.5% 0.00
Volume 34,810 30,762 -4,048 -11.6% 139,291
Daily Pivots for day following 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 44.61 44.23 42.66
R3 43.78 43.40 42.43
R2 42.95 42.95 42.35
R1 42.57 42.57 42.28 42.76
PP 42.12 42.12 42.12 42.21
S1 41.74 41.74 42.12 41.93
S2 41.29 41.29 42.05
S3 40.46 40.91 41.97
S4 39.63 40.08 41.74
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 48.44 47.48 43.39
R3 46.28 45.32 42.79
R2 44.12 44.12 42.60
R1 43.16 43.16 42.40 43.64
PP 41.96 41.96 41.96 42.20
S1 41.00 41.00 42.00 41.48
S2 39.80 39.80 41.80
S3 37.64 38.84 41.61
S4 35.48 36.68 41.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.92 40.76 2.16 5.1% 1.57 3.7% 67% False False 27,858
10 42.92 37.15 5.77 13.7% 1.45 3.4% 88% False False 24,777
20 42.92 35.07 7.85 18.6% 1.70 4.0% 91% False False 21,932
40 42.92 32.22 10.70 25.4% 1.77 4.2% 93% False False 19,597
60 43.24 32.22 11.02 26.1% 1.60 3.8% 91% False False 14,669
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 46.02
2.618 44.66
1.618 43.83
1.000 43.32
0.618 43.00
HIGH 42.49
0.618 42.17
0.500 42.08
0.382 41.98
LOW 41.66
0.618 41.15
1.000 40.83
1.618 40.32
2.618 39.49
4.250 38.13
Fisher Pivots for day following 11-Mar-2016
Pivot 1 day 3 day
R1 42.16 42.06
PP 42.12 41.91
S1 42.08 41.77

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

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