NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 14-Mar-2016
Day Change Summary
Previous Current
11-Mar-2016 14-Mar-2016 Change Change % Previous Week
Open 37.99 38.17 0.18 0.5% 36.20
High 39.02 38.77 -0.25 -0.6% 39.02
Low 37.92 36.68 -1.24 -3.3% 36.09
Close 38.50 37.18 -1.32 -3.4% 38.50
Range 1.10 2.09 0.99 90.0% 2.93
ATR 1.93 1.94 0.01 0.6% 0.00
Volume 564,791 489,938 -74,853 -13.3% 3,423,661
Daily Pivots for day following 14-Mar-2016
Classic Woodie Camarilla DeMark
R4 43.81 42.59 38.33
R3 41.72 40.50 37.75
R2 39.63 39.63 37.56
R1 38.41 38.41 37.37 37.98
PP 37.54 37.54 37.54 37.33
S1 36.32 36.32 36.99 35.89
S2 35.45 35.45 36.80
S3 33.36 34.23 36.61
S4 31.27 32.14 36.03
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 36.12 2.90 7.8% 1.80 4.8% 37% False False 640,745
10 39.02 33.37 5.65 15.2% 1.71 4.6% 67% False False 616,891
20 39.02 30.56 8.46 22.8% 1.95 5.2% 78% False False 576,758
40 39.02 28.74 10.28 27.6% 2.13 5.7% 82% False False 403,315
60 40.50 28.74 11.76 31.6% 1.92 5.2% 72% False False 288,031
80 46.78 28.74 18.04 48.5% 1.82 4.9% 47% False False 224,462
100 51.29 28.74 22.55 60.7% 1.74 4.7% 37% False False 183,085
120 53.35 28.74 24.61 66.2% 1.70 4.6% 34% False False 154,342
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.65
2.618 44.24
1.618 42.15
1.000 40.86
0.618 40.06
HIGH 38.77
0.618 37.97
0.500 37.73
0.382 37.48
LOW 36.68
0.618 35.39
1.000 34.59
1.618 33.30
2.618 31.21
4.250 27.80
Fisher Pivots for day following 14-Mar-2016
Pivot 1 day 3 day
R1 37.73 37.85
PP 37.54 37.63
S1 37.36 37.40

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

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