NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 07-Mar-2016
Day Change Summary
Previous Current
04-Mar-2016 07-Mar-2016 Change Change % Previous Week
Open 34.66 36.20 1.54 4.4% 32.72
High 36.34 38.11 1.77 4.9% 36.34
Low 34.40 36.09 1.69 4.9% 32.32
Close 35.92 37.90 1.98 5.5% 35.92
Range 1.94 2.02 0.08 4.1% 4.02
ATR 1.99 2.01 0.01 0.7% 0.00
Volume 578,290 709,870 131,580 22.8% 2,767,780
Daily Pivots for day following 07-Mar-2016
Classic Woodie Camarilla DeMark
R4 43.43 42.68 39.01
R3 41.41 40.66 38.46
R2 39.39 39.39 38.27
R1 38.64 38.64 38.09 39.02
PP 37.37 37.37 37.37 37.55
S1 36.62 36.62 37.71 37.00
S2 35.35 35.35 37.53
S3 33.33 34.60 37.34
S4 31.31 32.58 36.79
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 38.11 33.37 4.74 12.5% 1.62 4.3% 96% True False 593,036
10 38.11 30.56 7.55 19.9% 1.84 4.8% 97% True False 592,744
20 38.11 28.74 9.37 24.7% 2.00 5.3% 98% True False 514,163
40 38.11 28.74 9.37 24.7% 2.13 5.6% 98% True False 335,945
60 42.28 28.74 13.54 35.7% 1.90 5.0% 68% False False 238,981
80 48.10 28.74 19.36 51.1% 1.80 4.7% 47% False False 185,764
100 51.29 28.74 22.55 59.5% 1.71 4.5% 41% False False 151,597
120 53.35 28.74 24.61 64.9% 1.69 4.5% 37% False False 127,993
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 0.46
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 46.70
2.618 43.40
1.618 41.38
1.000 40.13
0.618 39.36
HIGH 38.11
0.618 37.34
0.500 37.10
0.382 36.86
LOW 36.09
0.618 34.84
1.000 34.07
1.618 32.82
2.618 30.80
4.250 27.51
Fisher Pivots for day following 07-Mar-2016
Pivot 1 day 3 day
R1 37.63 37.32
PP 37.37 36.73
S1 37.10 36.15

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

View Archives - Comment on this page... - Back to Index of Symbols