NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 10-Mar-2016
Day Change Summary
Previous Current
09-Mar-2016 10-Mar-2016 Change Change % Previous Week
Open 36.36 38.17 1.81 5.0% 32.72
High 38.51 38.48 -0.03 -0.1% 36.34
Low 36.24 37.21 0.97 2.7% 32.32
Close 38.29 37.84 -0.45 -1.2% 35.92
Range 2.27 1.27 -1.00 -44.1% 4.02
ATR 2.04 1.99 -0.06 -2.7% 0.00
Volume 740,632 701,435 -39,197 -5.3% 2,767,780
Daily Pivots for day following 10-Mar-2016
Classic Woodie Camarilla DeMark
R4 41.65 41.02 38.54
R3 40.38 39.75 38.19
R2 39.11 39.11 38.07
R1 38.48 38.48 37.96 38.16
PP 37.84 37.84 37.84 37.69
S1 37.21 37.21 37.72 36.89
S2 36.57 36.57 37.61
S3 35.30 35.94 37.49
S4 34.03 34.67 37.14
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 34.40 4.11 10.9% 1.95 5.2% 84% False False 687,432
10 38.51 32.32 6.19 16.4% 1.76 4.7% 89% False False 627,294
20 38.51 28.74 9.77 25.8% 1.97 5.2% 93% False False 567,203
40 38.51 28.74 9.77 25.8% 2.12 5.6% 93% False False 383,605
60 41.01 28.74 12.27 32.4% 1.93 5.1% 74% False False 272,263
80 46.78 28.74 18.04 47.7% 1.82 4.8% 50% False False 211,882
100 51.29 28.74 22.55 59.6% 1.73 4.6% 40% False False 172,772
120 53.35 28.74 24.61 65.0% 1.70 4.5% 37% False False 145,645
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 43.88
2.618 41.80
1.618 40.53
1.000 39.75
0.618 39.26
HIGH 38.48
0.618 37.99
0.500 37.85
0.382 37.70
LOW 37.21
0.618 36.43
1.000 35.94
1.618 35.16
2.618 33.89
4.250 31.81
Fisher Pivots for day following 10-Mar-2016
Pivot 1 day 3 day
R1 37.85 37.67
PP 37.84 37.49
S1 37.84 37.32

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

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