NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 21-Mar-2016
Day Change Summary
Previous Current
18-Mar-2016 21-Mar-2016 Change Change % Previous Week
Open 44.13 43.50 -0.63 -1.4% 43.18
High 44.76 44.31 -0.45 -1.0% 44.76
Low 43.80 43.40 -0.40 -0.9% 41.23
Close 43.94 44.31 0.37 0.8% 43.94
Range 0.96 0.91 -0.05 -5.2% 3.53
ATR 1.25 1.22 -0.02 -1.9% 0.00
Volume 14,883 7,884 -6,999 -47.0% 49,437
Daily Pivots for day following 21-Mar-2016
Classic Woodie Camarilla DeMark
R4 46.74 46.43 44.81
R3 45.83 45.52 44.56
R2 44.92 44.92 44.48
R1 44.61 44.61 44.39 44.77
PP 44.01 44.01 44.01 44.08
S1 43.70 43.70 44.23 43.86
S2 43.10 43.10 44.14
S3 42.19 42.79 44.06
S4 41.28 41.88 43.81
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 53.90 52.45 45.88
R3 50.37 48.92 44.91
R2 46.84 46.84 44.59
R1 45.39 45.39 44.26 46.12
PP 43.31 43.31 43.31 43.67
S1 41.86 41.86 43.62 42.59
S2 39.78 39.78 43.29
S3 36.25 38.33 42.97
S4 32.72 34.80 42.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.76 41.23 3.53 8.0% 0.95 2.2% 87% False False 10,250
10 44.76 41.23 3.53 8.0% 1.07 2.4% 87% False False 10,303
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.17
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 48.18
2.618 46.69
1.618 45.78
1.000 45.22
0.618 44.87
HIGH 44.31
0.618 43.96
0.500 43.86
0.382 43.75
LOW 43.40
0.618 42.84
1.000 42.49
1.618 41.93
2.618 41.02
4.250 39.53
Fisher Pivots for day following 21-Mar-2016
Pivot 1 day 3 day
R1 44.16 44.22
PP 44.01 44.13
S1 43.86 44.04

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

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