NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 30-Mar-2016
Day Change Summary
Previous Current
29-Mar-2016 30-Mar-2016 Change Change % Previous Week
Open 42.34 41.74 -0.60 -1.4% 43.27
High 42.34 42.90 0.56 1.3% 44.28
Low 41.04 41.54 0.50 1.2% 41.50
Close 41.40 41.74 0.34 0.8% 42.44
Range 1.30 1.36 0.06 4.6% 2.78
ATR 1.45 1.45 0.00 0.3% 0.00
Volume 18,473 21,811 3,338 18.1% 106,548
Daily Pivots for day following 30-Mar-2016
Classic Woodie Camarilla DeMark
R4 46.14 45.30 42.49
R3 44.78 43.94 42.11
R2 43.42 43.42 41.99
R1 42.58 42.58 41.86 42.42
PP 42.06 42.06 42.06 41.98
S1 41.22 41.22 41.62 41.06
S2 40.70 40.70 41.49
S3 39.34 39.86 41.37
S4 37.98 38.50 40.99
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 43.88 41.04 2.84 6.8% 1.28 3.1% 25% False False 19,729
10 44.35 41.04 3.31 7.9% 1.25 3.0% 21% False False 28,229
20 44.35 38.62 5.73 13.7% 1.34 3.2% 54% False False 28,816
40 44.35 34.69 9.66 23.1% 1.54 3.7% 73% False False 27,192
60 44.35 32.85 11.50 27.6% 1.64 3.9% 77% False False 23,115
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 0.22
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 48.68
2.618 46.46
1.618 45.10
1.000 44.26
0.618 43.74
HIGH 42.90
0.618 42.38
0.500 42.22
0.382 42.06
LOW 41.54
0.618 40.70
1.000 40.18
1.618 39.34
2.618 37.98
4.250 35.76
Fisher Pivots for day following 30-Mar-2016
Pivot 1 day 3 day
R1 42.22 42.03
PP 42.06 41.93
S1 41.90 41.84

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

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