NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 04-Mar-2016
Day Change Summary
Previous Current
03-Mar-2016 04-Mar-2016 Change Change % Previous Week
Open 34.73 34.66 -0.07 -0.2% 32.72
High 35.32 36.34 1.02 2.9% 36.34
Low 34.19 34.40 0.21 0.6% 32.32
Close 34.57 35.92 1.35 3.9% 35.92
Range 1.13 1.94 0.81 71.7% 4.02
ATR 2.00 1.99 0.00 -0.2% 0.00
Volume 512,962 578,290 65,328 12.7% 2,767,780
Daily Pivots for day following 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 41.37 40.59 36.99
R3 39.43 38.65 36.45
R2 37.49 37.49 36.28
R1 36.71 36.71 36.10 37.10
PP 35.55 35.55 35.55 35.75
S1 34.77 34.77 35.74 35.16
S2 33.61 33.61 35.56
S3 31.67 32.83 35.39
S4 29.73 30.89 34.85
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 46.92 45.44 38.13
R3 42.90 41.42 37.03
R2 38.88 38.88 36.66
R1 37.40 37.40 36.29 38.14
PP 34.86 34.86 34.86 35.23
S1 33.38 33.38 35.55 34.12
S2 30.84 30.84 35.18
S3 26.82 29.36 34.81
S4 22.80 25.34 33.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.34 32.32 4.02 11.2% 1.55 4.3% 90% True False 553,556
10 36.34 30.56 5.78 16.1% 1.86 5.2% 93% True False 573,858
20 36.34 28.74 7.60 21.2% 1.98 5.5% 94% True False 490,359
40 36.67 28.74 7.93 22.1% 2.14 6.0% 91% False False 320,385
60 42.28 28.74 13.54 37.7% 1.89 5.3% 53% False False 228,256
80 48.47 28.74 19.73 54.9% 1.79 5.0% 36% False False 177,140
100 52.54 28.74 23.80 66.3% 1.71 4.8% 30% False False 144,608
120 53.35 28.74 24.61 68.5% 1.68 4.7% 29% False False 122,142
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 0.49
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 44.59
2.618 41.42
1.618 39.48
1.000 38.28
0.618 37.54
HIGH 36.34
0.618 35.60
0.500 35.37
0.382 35.14
LOW 34.40
0.618 33.20
1.000 32.46
1.618 31.26
2.618 29.32
4.250 26.16
Fisher Pivots for day following 04-Mar-2016
Pivot 1 day 3 day
R1 35.74 35.60
PP 35.55 35.27
S1 35.37 34.95

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

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