NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 16-Mar-2016
Day Change Summary
Previous Current
15-Mar-2016 16-Mar-2016 Change Change % Previous Week
Open 41.22 40.85 -0.37 -0.9% 40.94
High 41.26 42.14 0.88 2.1% 42.92
Low 39.97 40.64 0.67 1.7% 40.76
Close 40.33 42.01 1.68 4.2% 42.20
Range 1.29 1.50 0.21 16.3% 2.16
ATR 1.63 1.64 0.01 0.8% 0.00
Volume 19,567 26,012 6,445 32.9% 139,291
Daily Pivots for day following 16-Mar-2016
Classic Woodie Camarilla DeMark
R4 46.10 45.55 42.84
R3 44.60 44.05 42.42
R2 43.10 43.10 42.29
R1 42.55 42.55 42.15 42.83
PP 41.60 41.60 41.60 41.73
S1 41.05 41.05 41.87 41.33
S2 40.10 40.10 41.74
S3 38.60 39.55 41.60
S4 37.10 38.05 41.19
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 42.49 39.97 2.52 6.0% 1.22 2.9% 81% False False 26,093
10 42.92 38.31 4.61 11.0% 1.48 3.5% 80% False False 25,031
20 42.92 35.52 7.40 17.6% 1.54 3.7% 88% False False 22,493
40 42.92 32.22 10.70 25.5% 1.76 4.2% 91% False False 20,445
60 43.12 32.22 10.90 25.9% 1.62 3.8% 90% False False 15,561
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 48.52
2.618 46.07
1.618 44.57
1.000 43.64
0.618 43.07
HIGH 42.14
0.618 41.57
0.500 41.39
0.382 41.21
LOW 40.64
0.618 39.71
1.000 39.14
1.618 38.21
2.618 36.71
4.250 34.27
Fisher Pivots for day following 16-Mar-2016
Pivot 1 day 3 day
R1 41.80 41.69
PP 41.60 41.37
S1 41.39 41.06

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

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