NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 15-Mar-2016
Day Change Summary
Previous Current
14-Mar-2016 15-Mar-2016 Change Change % Previous Week
Open 42.50 41.65 -0.85 -2.0% 41.28
High 42.60 41.65 -0.95 -2.2% 43.37
Low 41.25 40.44 -0.81 -2.0% 41.25
Close 41.51 40.80 -0.71 -1.7% 42.67
Range 1.35 1.21 -0.14 -10.4% 2.12
ATR 1.63 1.60 -0.03 -1.8% 0.00
Volume 20,951 22,268 1,317 6.3% 168,788
Daily Pivots for day following 15-Mar-2016
Classic Woodie Camarilla DeMark
R4 44.59 43.91 41.47
R3 43.38 42.70 41.13
R2 42.17 42.17 41.02
R1 41.49 41.49 40.91 41.23
PP 40.96 40.96 40.96 40.83
S1 40.28 40.28 40.69 40.02
S2 39.75 39.75 40.58
S3 38.54 39.07 40.47
S4 37.33 37.86 40.13
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 43.11 40.44 2.67 6.5% 1.25 3.1% 13% False True 29,408
10 43.37 38.62 4.75 11.6% 1.42 3.5% 46% False False 29,403
20 43.37 36.21 7.16 17.5% 1.54 3.8% 64% False False 25,670
40 43.37 32.85 10.52 25.8% 1.74 4.3% 76% False False 24,879
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.79
2.618 44.82
1.618 43.61
1.000 42.86
0.618 42.40
HIGH 41.65
0.618 41.19
0.500 41.05
0.382 40.90
LOW 40.44
0.618 39.69
1.000 39.23
1.618 38.48
2.618 37.27
4.250 35.30
Fisher Pivots for day following 15-Mar-2016
Pivot 1 day 3 day
R1 41.05 41.72
PP 40.96 41.41
S1 40.88 41.11

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

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