NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 08-Mar-2016
Day Change Summary
Previous Current
07-Mar-2016 08-Mar-2016 Change Change % Previous Week
Open 41.28 42.91 1.63 3.9% 38.20
High 43.20 43.37 0.17 0.4% 41.31
Low 41.28 41.25 -0.03 -0.1% 37.78
Close 43.06 41.61 -1.45 -3.4% 41.07
Range 1.92 2.12 0.20 10.4% 3.53
ATR 1.72 1.74 0.03 1.7% 0.00
Volume 36,360 28,604 -7,756 -21.3% 134,661
Daily Pivots for day following 08-Mar-2016
Classic Woodie Camarilla DeMark
R4 48.44 47.14 42.78
R3 46.32 45.02 42.19
R2 44.20 44.20 42.00
R1 42.90 42.90 41.80 42.49
PP 42.08 42.08 42.08 41.87
S1 40.78 40.78 41.42 40.37
S2 39.96 39.96 41.22
S3 37.84 38.66 41.03
S4 35.72 36.54 40.44
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 43.37 38.62 4.75 11.4% 1.58 3.8% 63% True False 29,397
10 43.37 36.21 7.16 17.2% 1.59 3.8% 75% True False 26,729
20 43.37 34.69 8.68 20.9% 1.76 4.2% 80% True False 25,964
40 43.37 32.85 10.52 25.3% 1.80 4.3% 83% True False 22,694
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 52.38
2.618 48.92
1.618 46.80
1.000 45.49
0.618 44.68
HIGH 43.37
0.618 42.56
0.500 42.31
0.382 42.06
LOW 41.25
0.618 39.94
1.000 39.13
1.618 37.82
2.618 35.70
4.250 32.24
Fisher Pivots for day following 08-Mar-2016
Pivot 1 day 3 day
R1 42.31 41.55
PP 42.08 41.48
S1 41.84 41.42

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

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