NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 03-Mar-2016
Day Change Summary
Previous Current
02-Mar-2016 03-Mar-2016 Change Change % Previous Week
Open 33.89 34.73 0.84 2.5% 31.96
High 35.17 35.32 0.15 0.4% 34.69
Low 33.55 34.19 0.64 1.9% 30.56
Close 34.66 34.57 -0.09 -0.3% 32.78
Range 1.62 1.13 -0.49 -30.2% 4.13
ATR 2.06 2.00 -0.07 -3.2% 0.00
Volume 597,834 512,962 -84,872 -14.2% 2,970,808
Daily Pivots for day following 03-Mar-2016
Classic Woodie Camarilla DeMark
R4 38.08 37.46 35.19
R3 36.95 36.33 34.88
R2 35.82 35.82 34.78
R1 35.20 35.20 34.67 34.95
PP 34.69 34.69 34.69 34.57
S1 34.07 34.07 34.47 33.82
S2 33.56 33.56 34.36
S3 32.43 32.94 34.26
S4 31.30 31.81 33.95
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 45.07 43.05 35.05
R3 40.94 38.92 33.92
R2 36.81 36.81 33.54
R1 34.79 34.79 33.16 35.80
PP 32.68 32.68 32.68 33.18
S1 30.66 30.66 32.40 31.67
S2 28.55 28.55 32.02
S3 24.42 26.53 31.64
S4 20.29 22.40 30.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 35.32 32.32 3.00 8.7% 1.57 4.5% 75% True False 567,156
10 35.32 30.56 4.76 13.8% 1.83 5.3% 84% True False 567,119
20 35.32 28.74 6.58 19.0% 1.98 5.7% 89% True False 473,510
40 38.59 28.74 9.85 28.5% 2.15 6.2% 59% False False 307,863
60 43.51 28.74 14.77 42.7% 1.90 5.5% 39% False False 219,477
80 48.84 28.74 20.10 58.1% 1.78 5.2% 29% False False 170,187
100 53.35 28.74 24.61 71.2% 1.71 4.9% 24% False False 138,983
120 53.35 28.74 24.61 71.2% 1.68 4.9% 24% False False 117,373
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 40.12
2.618 38.28
1.618 37.15
1.000 36.45
0.618 36.02
HIGH 35.32
0.618 34.89
0.500 34.76
0.382 34.62
LOW 34.19
0.618 33.49
1.000 33.06
1.618 32.36
2.618 31.23
4.250 29.39
Fisher Pivots for day following 03-Mar-2016
Pivot 1 day 3 day
R1 34.76 34.50
PP 34.69 34.42
S1 34.63 34.35

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

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