NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 22-Mar-2016
Day Change Summary
Previous Current
21-Mar-2016 22-Mar-2016 Change Change % Previous Week
Open 43.27 43.84 0.57 1.3% 42.50
High 43.95 44.28 0.33 0.8% 44.35
Low 42.85 43.23 0.38 0.9% 40.44
Close 43.82 44.07 0.25 0.6% 43.46
Range 1.10 1.05 -0.05 -4.5% 3.91
ATR 1.53 1.50 -0.03 -2.2% 0.00
Volume 28,732 27,942 -790 -2.7% 170,194
Daily Pivots for day following 22-Mar-2016
Classic Woodie Camarilla DeMark
R4 47.01 46.59 44.65
R3 45.96 45.54 44.36
R2 44.91 44.91 44.26
R1 44.49 44.49 44.17 44.70
PP 43.86 43.86 43.86 43.97
S1 43.44 43.44 43.97 43.65
S2 42.81 42.81 43.88
S3 41.76 42.39 43.78
S4 40.71 41.34 43.49
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 54.48 52.88 45.61
R3 50.57 48.97 44.54
R2 46.66 46.66 44.18
R1 45.06 45.06 43.82 45.86
PP 42.75 42.75 42.75 43.15
S1 41.15 41.15 43.10 41.95
S2 38.84 38.84 42.74
S3 34.93 37.24 42.38
S4 31.02 33.33 41.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.35 41.10 3.25 7.4% 1.23 2.8% 91% False False 36,729
10 44.35 40.44 3.91 8.9% 1.24 2.8% 93% False False 33,069
20 44.35 36.21 8.14 18.5% 1.41 3.2% 97% False False 29,899
40 44.35 34.69 9.66 21.9% 1.64 3.7% 97% False False 27,208
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.20
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 48.74
2.618 47.03
1.618 45.98
1.000 45.33
0.618 44.93
HIGH 44.28
0.618 43.88
0.500 43.76
0.382 43.63
LOW 43.23
0.618 42.58
1.000 42.18
1.618 41.53
2.618 40.48
4.250 38.77
Fisher Pivots for day following 22-Mar-2016
Pivot 1 day 3 day
R1 43.97 43.91
PP 43.86 43.76
S1 43.76 43.60

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

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