NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 23-Mar-2016
Day Change Summary
Previous Current
22-Mar-2016 23-Mar-2016 Change Change % Previous Week
Open 43.24 43.35 0.11 0.3% 41.98
High 43.90 43.41 -0.49 -1.1% 44.09
Low 42.86 42.12 -0.74 -1.7% 39.97
Close 43.66 42.22 -1.44 -3.3% 43.11
Range 1.04 1.29 0.25 24.0% 4.12
ATR 1.53 1.53 0.00 0.1% 0.00
Volume 28,231 21,245 -6,986 -24.7% 127,478
Daily Pivots for day following 23-Mar-2016
Classic Woodie Camarilla DeMark
R4 46.45 45.63 42.93
R3 45.16 44.34 42.57
R2 43.87 43.87 42.46
R1 43.05 43.05 42.34 42.82
PP 42.58 42.58 42.58 42.47
S1 41.76 41.76 42.10 41.53
S2 41.29 41.29 41.98
S3 40.00 40.47 41.87
S4 38.71 39.18 41.51
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 54.75 53.05 45.38
R3 50.63 48.93 44.24
R2 46.51 46.51 43.87
R1 44.81 44.81 43.49 45.66
PP 42.39 42.39 42.39 42.82
S1 40.69 40.69 42.73 41.54
S2 38.27 38.27 42.35
S3 34.15 36.57 41.98
S4 30.03 32.45 40.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.09 42.01 2.08 4.9% 1.22 2.9% 10% False False 26,118
10 44.09 39.97 4.12 9.8% 1.22 2.9% 55% False False 26,106
20 44.09 36.23 7.86 18.6% 1.42 3.4% 76% False False 24,589
40 44.09 33.98 10.11 23.9% 1.63 3.8% 82% False False 22,129
60 44.09 32.22 11.87 28.1% 1.64 3.9% 84% False False 17,442
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.23
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 48.89
2.618 46.79
1.618 45.50
1.000 44.70
0.618 44.21
HIGH 43.41
0.618 42.92
0.500 42.77
0.382 42.61
LOW 42.12
0.618 41.32
1.000 40.83
1.618 40.03
2.618 38.74
4.250 36.64
Fisher Pivots for day following 23-Mar-2016
Pivot 1 day 3 day
R1 42.77 43.01
PP 42.58 42.75
S1 42.40 42.48

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

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