NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 17-Mar-2016
Day Change Summary
Previous Current
16-Mar-2016 17-Mar-2016 Change Change % Previous Week
Open 40.85 42.01 1.16 2.8% 40.94
High 42.14 43.48 1.34 3.2% 42.92
Low 40.64 42.01 1.37 3.4% 40.76
Close 42.01 43.42 1.41 3.4% 42.20
Range 1.50 1.47 -0.03 -2.0% 2.16
ATR 1.64 1.63 -0.01 -0.8% 0.00
Volume 26,012 26,970 958 3.7% 139,291
Daily Pivots for day following 17-Mar-2016
Classic Woodie Camarilla DeMark
R4 47.38 46.87 44.23
R3 45.91 45.40 43.82
R2 44.44 44.44 43.69
R1 43.93 43.93 43.55 44.19
PP 42.97 42.97 42.97 43.10
S1 42.46 42.46 43.29 42.72
S2 41.50 41.50 43.15
S3 40.03 40.99 43.02
S4 38.56 39.52 42.61
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 43.48 39.97 3.51 8.1% 1.29 3.0% 98% True False 24,525
10 43.48 38.89 4.59 10.6% 1.53 3.5% 99% True False 24,674
20 43.48 35.52 7.96 18.3% 1.52 3.5% 99% True False 23,152
40 43.48 32.60 10.88 25.1% 1.76 4.0% 99% True False 20,787
60 43.48 32.22 11.26 25.9% 1.63 3.7% 99% True False 15,964
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.73
2.618 47.33
1.618 45.86
1.000 44.95
0.618 44.39
HIGH 43.48
0.618 42.92
0.500 42.75
0.382 42.57
LOW 42.01
0.618 41.10
1.000 40.54
1.618 39.63
2.618 38.16
4.250 35.76
Fisher Pivots for day following 17-Mar-2016
Pivot 1 day 3 day
R1 43.20 42.86
PP 42.97 42.29
S1 42.75 41.73

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

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