NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 08-Mar-2016
Day Change Summary
Previous Current
07-Mar-2016 08-Mar-2016 Change Change % Previous Week
Open 36.20 37.94 1.74 4.8% 32.72
High 38.11 38.39 0.28 0.7% 36.34
Low 36.09 36.12 0.03 0.1% 32.32
Close 37.90 36.50 -1.40 -3.7% 35.92
Range 2.02 2.27 0.25 12.4% 4.02
ATR 2.01 2.02 0.02 0.9% 0.00
Volume 709,870 706,933 -2,937 -0.4% 2,767,780
Daily Pivots for day following 08-Mar-2016
Classic Woodie Camarilla DeMark
R4 43.81 42.43 37.75
R3 41.54 40.16 37.12
R2 39.27 39.27 36.92
R1 37.89 37.89 36.71 37.45
PP 37.00 37.00 37.00 36.78
S1 35.62 35.62 36.29 35.18
S2 34.73 34.73 36.08
S3 32.46 33.35 35.88
S4 30.19 31.08 35.25
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 38.39 33.55 4.84 13.3% 1.80 4.9% 61% True False 621,177
10 38.39 30.56 7.83 21.5% 1.83 5.0% 76% True False 609,499
20 38.39 28.74 9.65 26.4% 2.02 5.5% 80% True False 535,447
40 38.39 28.74 9.65 26.4% 2.15 5.9% 80% True False 351,210
60 41.31 28.74 12.57 34.4% 1.91 5.2% 62% False False 249,836
80 47.82 28.74 19.08 52.3% 1.82 5.0% 41% False False 194,425
100 51.29 28.74 22.55 61.8% 1.72 4.7% 34% False False 158,558
120 53.35 28.74 24.61 67.4% 1.70 4.7% 32% False False 133,795
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 48.04
2.618 44.33
1.618 42.06
1.000 40.66
0.618 39.79
HIGH 38.39
0.618 37.52
0.500 37.26
0.382 36.99
LOW 36.12
0.618 34.72
1.000 33.85
1.618 32.45
2.618 30.18
4.250 26.47
Fisher Pivots for day following 08-Mar-2016
Pivot 1 day 3 day
R1 37.26 36.47
PP 37.00 36.43
S1 36.75 36.40

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

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