NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 28-Mar-2016
Day Change Summary
Previous Current
24-Mar-2016 28-Mar-2016 Change Change % Previous Week
Open 41.98 42.07 0.09 0.2% 43.07
High 42.22 42.49 0.27 0.6% 43.90
Low 41.00 41.30 0.30 0.7% 41.00
Close 41.98 41.82 -0.16 -0.4% 41.98
Range 1.22 1.19 -0.03 -2.5% 2.90
ATR 1.51 1.48 -0.02 -1.5% 0.00
Volume 20,861 9,319 -11,542 -55.3% 88,874
Daily Pivots for day following 28-Mar-2016
Classic Woodie Camarilla DeMark
R4 45.44 44.82 42.47
R3 44.25 43.63 42.15
R2 43.06 43.06 42.04
R1 42.44 42.44 41.93 42.16
PP 41.87 41.87 41.87 41.73
S1 41.25 41.25 41.71 40.97
S2 40.68 40.68 41.60
S3 39.49 40.06 41.49
S4 38.30 38.87 41.17
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 50.99 49.39 43.58
R3 48.09 46.49 42.78
R2 45.19 45.19 42.51
R1 43.59 43.59 42.25 42.94
PP 42.29 42.29 42.29 41.97
S1 40.69 40.69 41.71 40.04
S2 39.39 39.39 41.45
S3 36.49 37.79 41.18
S4 33.59 34.89 40.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.90 41.00 2.90 6.9% 1.18 2.8% 28% False False 19,638
10 44.09 39.97 4.12 9.9% 1.27 3.0% 45% False False 22,567
20 44.09 37.15 6.94 16.6% 1.36 3.2% 67% False False 23,672
40 44.09 33.98 10.11 24.2% 1.57 3.8% 78% False False 22,176
60 44.09 32.22 11.87 28.4% 1.64 3.9% 81% False False 17,884
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 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.55
2.618 45.61
1.618 44.42
1.000 43.68
0.618 43.23
HIGH 42.49
0.618 42.04
0.500 41.90
0.382 41.75
LOW 41.30
0.618 40.56
1.000 40.11
1.618 39.37
2.618 38.18
4.250 36.24
Fisher Pivots for day following 28-Mar-2016
Pivot 1 day 3 day
R1 41.90 42.21
PP 41.87 42.08
S1 41.85 41.95

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

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