NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 29-Mar-2016
Day Change Summary
Previous Current
28-Mar-2016 29-Mar-2016 Change Change % Previous Week
Open 42.64 42.34 -0.30 -0.7% 43.27
High 43.02 42.34 -0.68 -1.6% 44.28
Low 41.75 41.04 -0.71 -1.7% 41.50
Close 42.26 41.40 -0.86 -2.0% 42.44
Range 1.27 1.30 0.03 2.4% 2.78
ATR 1.46 1.45 -0.01 -0.8% 0.00
Volume 8,487 18,473 9,986 117.7% 106,548
Daily Pivots for day following 29-Mar-2016
Classic Woodie Camarilla DeMark
R4 45.49 44.75 42.12
R3 44.19 43.45 41.76
R2 42.89 42.89 41.64
R1 42.15 42.15 41.52 41.87
PP 41.59 41.59 41.59 41.46
S1 40.85 40.85 41.28 40.57
S2 40.29 40.29 41.16
S3 38.99 39.55 41.04
S4 37.69 38.25 40.69
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 51.08 49.54 43.97
R3 48.30 46.76 43.20
R2 45.52 45.52 42.95
R1 43.98 43.98 42.69 43.36
PP 42.74 42.74 42.74 42.43
S1 41.20 41.20 42.19 40.58
S2 39.96 39.96 41.93
S3 37.18 38.42 41.68
S4 34.40 35.64 40.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.28 41.04 3.24 7.8% 1.21 2.9% 11% False True 20,955
10 44.35 40.44 3.91 9.4% 1.24 3.0% 25% False False 28,275
20 44.35 38.62 5.73 13.8% 1.32 3.2% 49% False False 29,252
40 44.35 34.69 9.66 23.3% 1.54 3.7% 69% False False 27,330
60 44.35 32.85 11.50 27.8% 1.64 4.0% 74% False False 22,851
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 47.87
2.618 45.74
1.618 44.44
1.000 43.64
0.618 43.14
HIGH 42.34
0.618 41.84
0.500 41.69
0.382 41.54
LOW 41.04
0.618 40.24
1.000 39.74
1.618 38.94
2.618 37.64
4.250 35.52
Fisher Pivots for day following 29-Mar-2016
Pivot 1 day 3 day
R1 41.69 42.03
PP 41.59 41.82
S1 41.50 41.61

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

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