NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 11-Mar-2016
Day Change Summary
Previous Current
10-Mar-2016 11-Mar-2016 Change Change % Previous Week
Open 38.17 37.99 -0.18 -0.5% 36.20
High 38.48 39.02 0.54 1.4% 39.02
Low 37.21 37.92 0.71 1.9% 36.09
Close 37.84 38.50 0.66 1.7% 38.50
Range 1.27 1.10 -0.17 -13.4% 2.93
ATR 1.99 1.93 -0.06 -2.9% 0.00
Volume 701,435 564,791 -136,644 -19.5% 3,423,661
Daily Pivots for day following 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 41.78 41.24 39.11
R3 40.68 40.14 38.80
R2 39.58 39.58 38.70
R1 39.04 39.04 38.60 39.31
PP 38.48 38.48 38.48 38.62
S1 37.94 37.94 38.40 38.21
S2 37.38 37.38 38.30
S3 36.28 36.84 38.20
S4 35.18 35.74 37.90
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 46.66 45.51 40.11
R3 43.73 42.58 39.31
R2 40.80 40.80 39.04
R1 39.65 39.65 38.77 40.23
PP 37.87 37.87 37.87 38.16
S1 36.72 36.72 38.23 37.30
S2 34.94 34.94 37.96
S3 32.01 33.79 37.69
S4 29.08 30.86 36.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.02 36.09 2.93 7.6% 1.79 4.6% 82% True False 684,732
10 39.02 32.32 6.70 17.4% 1.67 4.3% 92% True False 619,144
20 39.02 29.78 9.24 24.0% 1.96 5.1% 94% True False 573,570
40 39.02 28.74 10.28 26.7% 2.11 5.5% 95% True False 394,832
60 41.01 28.74 12.27 31.9% 1.92 5.0% 80% False False 280,952
80 46.78 28.74 18.04 46.9% 1.82 4.7% 54% False False 218,640
100 51.29 28.74 22.55 58.6% 1.73 4.5% 43% False False 178,314
120 53.35 28.74 24.61 63.9% 1.69 4.4% 40% False False 150,297
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.31
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 43.70
2.618 41.90
1.618 40.80
1.000 40.12
0.618 39.70
HIGH 39.02
0.618 38.60
0.500 38.47
0.382 38.34
LOW 37.92
0.618 37.24
1.000 36.82
1.618 36.14
2.618 35.04
4.250 33.25
Fisher Pivots for day following 11-Mar-2016
Pivot 1 day 3 day
R1 38.49 38.21
PP 38.48 37.92
S1 38.47 37.63

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

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