NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 14-Mar-2016
Day Change Summary
Previous Current
11-Mar-2016 14-Mar-2016 Change Change % Previous Week
Open 42.32 42.50 0.18 0.4% 41.28
High 42.99 42.60 -0.39 -0.9% 43.37
Low 42.16 41.25 -0.91 -2.2% 41.25
Close 42.67 41.51 -1.16 -2.7% 42.67
Range 0.83 1.35 0.52 62.7% 2.12
ATR 1.65 1.63 -0.02 -1.0% 0.00
Volume 33,496 20,951 -12,545 -37.5% 168,788
Daily Pivots for day following 14-Mar-2016
Classic Woodie Camarilla DeMark
R4 45.84 45.02 42.25
R3 44.49 43.67 41.88
R2 43.14 43.14 41.76
R1 42.32 42.32 41.63 42.06
PP 41.79 41.79 41.79 41.65
S1 40.97 40.97 41.39 40.71
S2 40.44 40.44 41.26
S3 39.09 39.62 41.14
S4 37.74 38.27 40.77
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 48.79 47.85 43.84
R3 46.67 45.73 43.25
R2 44.55 44.55 43.06
R1 43.61 43.61 42.86 44.08
PP 42.43 42.43 42.43 42.67
S1 41.49 41.49 42.48 41.96
S2 40.31 40.31 42.28
S3 38.19 39.37 42.09
S4 36.07 37.25 41.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.37 41.25 2.12 5.1% 1.44 3.5% 12% False True 30,675
10 43.37 38.62 4.75 11.4% 1.40 3.4% 61% False False 30,230
20 43.37 36.18 7.19 17.3% 1.64 3.9% 74% False False 25,674
40 43.37 32.85 10.52 25.3% 1.76 4.2% 82% False False 24,538
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 48.34
2.618 46.13
1.618 44.78
1.000 43.95
0.618 43.43
HIGH 42.60
0.618 42.08
0.500 41.93
0.382 41.77
LOW 41.25
0.618 40.42
1.000 39.90
1.618 39.07
2.618 37.72
4.250 35.51
Fisher Pivots for day following 14-Mar-2016
Pivot 1 day 3 day
R1 41.93 42.12
PP 41.79 41.92
S1 41.65 41.71

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

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