NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 23-Mar-2016
Day Change Summary
Previous Current
22-Mar-2016 23-Mar-2016 Change Change % Previous Week
Open 43.84 43.88 0.04 0.1% 42.50
High 44.28 43.88 -0.40 -0.9% 44.35
Low 43.23 42.62 -0.61 -1.4% 40.44
Close 44.07 42.69 -1.38 -3.1% 43.46
Range 1.05 1.26 0.21 20.0% 3.91
ATR 1.50 1.49 0.00 -0.2% 0.00
Volume 27,942 25,296 -2,646 -9.5% 170,194
Daily Pivots for day following 23-Mar-2016
Classic Woodie Camarilla DeMark
R4 46.84 46.03 43.38
R3 45.58 44.77 43.04
R2 44.32 44.32 42.92
R1 43.51 43.51 42.81 43.29
PP 43.06 43.06 43.06 42.95
S1 42.25 42.25 42.57 42.03
S2 41.80 41.80 42.46
S3 40.54 40.99 42.34
S4 39.28 39.73 42.00
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 42.40 1.95 4.6% 1.19 2.8% 15% False False 34,360
10 44.35 40.44 3.91 9.2% 1.19 2.8% 58% False False 32,444
20 44.35 36.93 7.42 17.4% 1.39 3.2% 78% False False 30,138
40 44.35 34.69 9.66 22.6% 1.60 3.8% 83% False False 27,550
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.18
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 49.24
2.618 47.18
1.618 45.92
1.000 45.14
0.618 44.66
HIGH 43.88
0.618 43.40
0.500 43.25
0.382 43.10
LOW 42.62
0.618 41.84
1.000 41.36
1.618 40.58
2.618 39.32
4.250 37.27
Fisher Pivots for day following 23-Mar-2016
Pivot 1 day 3 day
R1 43.25 43.45
PP 43.06 43.20
S1 42.88 42.94

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

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