NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 09-Mar-2016
Day Change Summary
Previous Current
08-Mar-2016 09-Mar-2016 Change Change % Previous Week
Open 37.94 36.36 -1.58 -4.2% 32.72
High 38.39 38.51 0.12 0.3% 36.34
Low 36.12 36.24 0.12 0.3% 32.32
Close 36.50 38.29 1.79 4.9% 35.92
Range 2.27 2.27 0.00 0.0% 4.02
ATR 2.02 2.04 0.02 0.9% 0.00
Volume 706,933 740,632 33,699 4.8% 2,767,780
Daily Pivots for day following 09-Mar-2016
Classic Woodie Camarilla DeMark
R4 44.49 43.66 39.54
R3 42.22 41.39 38.91
R2 39.95 39.95 38.71
R1 39.12 39.12 38.50 39.54
PP 37.68 37.68 37.68 37.89
S1 36.85 36.85 38.08 37.27
S2 35.41 35.41 37.87
S3 33.14 34.58 37.67
S4 30.87 32.31 37.04
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 38.51 34.19 4.32 11.3% 1.93 5.0% 95% True False 649,737
10 38.51 31.07 7.44 19.4% 1.88 4.9% 97% True False 618,338
20 38.51 28.74 9.77 25.5% 1.99 5.2% 98% True False 554,254
40 38.51 28.74 9.77 25.5% 2.15 5.6% 98% True False 367,924
60 41.01 28.74 12.27 32.0% 1.93 5.0% 78% False False 261,446
80 46.78 28.74 18.04 47.1% 1.83 4.8% 53% False False 203,414
100 51.29 28.74 22.55 58.9% 1.73 4.5% 42% False False 165,882
120 53.35 28.74 24.61 64.3% 1.70 4.4% 39% False False 139,882
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Fibonacci Retracements and Extensions
4.250 48.16
2.618 44.45
1.618 42.18
1.000 40.78
0.618 39.91
HIGH 38.51
0.618 37.64
0.500 37.38
0.382 37.11
LOW 36.24
0.618 34.84
1.000 33.97
1.618 32.57
2.618 30.30
4.250 26.59
Fisher Pivots for day following 09-Mar-2016
Pivot 1 day 3 day
R1 37.99 37.96
PP 37.68 37.63
S1 37.38 37.30

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

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