NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 24-Mar-2016
Day Change Summary
Previous Current
23-Mar-2016 24-Mar-2016 Change Change % Previous Week
Open 44.03 42.67 -1.36 -3.1% 42.91
High 44.11 42.94 -1.17 -2.7% 44.54
Low 43.04 41.89 -1.15 -2.7% 40.89
Close 43.05 42.81 -0.24 -0.6% 43.71
Range 1.07 1.05 -0.02 -1.9% 3.65
ATR 1.38 1.37 -0.02 -1.1% 0.00
Volume 12,878 9,917 -2,961 -23.0% 77,693
Daily Pivots for day following 24-Mar-2016
Classic Woodie Camarilla DeMark
R4 45.70 45.30 43.39
R3 44.65 44.25 43.10
R2 43.60 43.60 43.00
R1 43.20 43.20 42.91 43.40
PP 42.55 42.55 42.55 42.65
S1 42.15 42.15 42.71 42.35
S2 41.50 41.50 42.62
S3 40.45 41.10 42.52
S4 39.40 40.05 42.23
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 54.00 52.50 45.72
R3 50.35 48.85 44.71
R2 46.70 46.70 44.38
R1 45.20 45.20 44.04 45.95
PP 43.05 43.05 43.05 43.42
S1 41.55 41.55 43.38 42.30
S2 39.40 39.40 43.04
S3 35.75 37.90 42.71
S4 32.10 34.25 41.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.54 41.89 2.65 6.2% 1.03 2.4% 35% False True 15,504
10 44.54 40.89 3.65 8.5% 1.06 2.5% 53% False False 13,990
20 44.54 38.56 5.98 14.0% 1.19 2.8% 71% False False 12,313
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.40
2.618 45.69
1.618 44.64
1.000 43.99
0.618 43.59
HIGH 42.94
0.618 42.54
0.500 42.42
0.382 42.29
LOW 41.89
0.618 41.24
1.000 40.84
1.618 40.19
2.618 39.14
4.250 37.43
Fisher Pivots for day following 24-Mar-2016
Pivot 1 day 3 day
R1 42.68 43.18
PP 42.55 43.05
S1 42.42 42.93

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

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