NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 01-Mar-2016
Day Change Summary
Previous Current
29-Feb-2016 01-Mar-2016 Change Change % Previous Week
Open 38.70 39.75 1.05 2.7% 37.50
High 39.70 40.19 0.49 1.2% 40.01
Low 38.70 39.41 0.71 1.8% 36.98
Close 39.63 39.80 0.17 0.4% 38.56
Range 1.00 0.78 -0.22 -22.0% 3.03
ATR 1.68 1.62 -0.06 -3.8% 0.00
Volume 9,417 10,771 1,354 14.4% 37,709
Daily Pivots for day following 01-Mar-2016
Classic Woodie Camarilla DeMark
R4 42.14 41.75 40.23
R3 41.36 40.97 40.01
R2 40.58 40.58 39.94
R1 40.19 40.19 39.87 40.39
PP 39.80 39.80 39.80 39.90
S1 39.41 39.41 39.73 39.61
S2 39.02 39.02 39.66
S3 38.24 38.63 39.59
S4 37.46 37.85 39.37
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 47.61 46.11 40.23
R3 44.58 43.08 39.39
R2 41.55 41.55 39.12
R1 40.05 40.05 38.84 40.80
PP 38.52 38.52 38.52 38.89
S1 37.02 37.02 38.28 37.77
S2 35.49 35.49 38.00
S3 32.46 33.99 37.73
S4 29.43 30.96 36.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.19 36.98 3.21 8.1% 1.30 3.3% 88% True False 8,617
10 40.19 36.98 3.21 8.1% 1.46 3.7% 88% True False 7,848
20 40.25 35.44 4.81 12.1% 1.55 3.9% 91% False False 10,740
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 43.51
2.618 42.23
1.618 41.45
1.000 40.97
0.618 40.67
HIGH 40.19
0.618 39.89
0.500 39.80
0.382 39.71
LOW 39.41
0.618 38.93
1.000 38.63
1.618 38.15
2.618 37.37
4.250 36.10
Fisher Pivots for day following 01-Mar-2016
Pivot 1 day 3 day
R1 39.80 39.66
PP 39.80 39.52
S1 39.80 39.38

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

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