NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 04-Mar-2016
Day Change Summary
Previous Current
03-Mar-2016 04-Mar-2016 Change Change % Previous Week
Open 39.40 39.73 0.33 0.8% 38.20
High 39.70 41.31 1.61 4.1% 41.31
Low 38.82 39.46 0.64 1.6% 37.78
Close 39.51 41.07 1.56 3.9% 41.07
Range 0.88 1.85 0.97 110.2% 3.53
ATR 1.67 1.68 0.01 0.8% 0.00
Volume 29,760 19,357 -10,403 -35.0% 134,661
Daily Pivots for day following 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 46.16 45.47 42.09
R3 44.31 43.62 41.58
R2 42.46 42.46 41.41
R1 41.77 41.77 41.24 42.12
PP 40.61 40.61 40.61 40.79
S1 39.92 39.92 40.90 40.27
S2 38.76 38.76 40.73
S3 36.91 38.07 40.56
S4 35.06 36.22 40.05
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 50.64 49.39 43.01
R3 47.11 45.86 42.04
R2 43.58 43.58 41.72
R1 42.33 42.33 41.39 42.96
PP 40.05 40.05 40.05 40.37
S1 38.80 38.80 40.75 39.43
S2 36.52 36.52 40.42
S3 32.99 35.27 40.10
S4 29.46 31.74 39.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.31 37.78 3.53 8.6% 1.28 3.1% 93% True False 26,932
10 41.31 36.21 5.10 12.4% 1.53 3.7% 95% True False 24,957
20 41.31 34.69 6.62 16.1% 1.67 4.1% 96% True False 25,773
40 41.31 32.85 8.46 20.6% 1.78 4.3% 97% True False 21,577
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 False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 49.17
2.618 46.15
1.618 44.30
1.000 43.16
0.618 42.45
HIGH 41.31
0.618 40.60
0.500 40.39
0.382 40.17
LOW 39.46
0.618 38.32
1.000 37.61
1.618 36.47
2.618 34.62
4.250 31.60
Fisher Pivots for day following 04-Mar-2016
Pivot 1 day 3 day
R1 40.84 40.70
PP 40.61 40.33
S1 40.39 39.97

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

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