NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 23-Mar-2016
Day Change Summary
Previous Current
22-Mar-2016 23-Mar-2016 Change Change % Previous Week
Open 44.24 44.36 0.12 0.3% 43.18
High 44.73 44.41 -0.32 -0.7% 44.76
Low 44.01 43.36 -0.65 -1.5% 41.23
Close 44.65 43.36 -1.29 -2.9% 43.94
Range 0.72 1.05 0.33 45.8% 3.53
ATR 1.19 1.19 0.01 0.6% 0.00
Volume 11,384 9,345 -2,039 -17.9% 49,437
Daily Pivots for day following 23-Mar-2016
Classic Woodie Camarilla DeMark
R4 46.86 46.16 43.94
R3 45.81 45.11 43.65
R2 44.76 44.76 43.55
R1 44.06 44.06 43.46 43.89
PP 43.71 43.71 43.71 43.62
S1 43.01 43.01 43.26 42.84
S2 42.66 42.66 43.17
S3 41.61 41.96 43.07
S4 40.56 40.91 42.78
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 43.31 1.45 3.3% 0.92 2.1% 3% False False 11,149
10 44.76 41.23 3.53 8.1% 0.90 2.1% 60% False False 10,064
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 48.87
2.618 47.16
1.618 46.11
1.000 45.46
0.618 45.06
HIGH 44.41
0.618 44.01
0.500 43.89
0.382 43.76
LOW 43.36
0.618 42.71
1.000 42.31
1.618 41.66
2.618 40.61
4.250 38.90
Fisher Pivots for day following 23-Mar-2016
Pivot 1 day 3 day
R1 43.89 44.05
PP 43.71 43.82
S1 43.54 43.59

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

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