NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 15-Mar-2016
Day Change Summary
Previous Current
14-Mar-2016 15-Mar-2016 Change Change % Previous Week
Open 38.17 37.37 -0.80 -2.1% 36.20
High 38.77 37.40 -1.37 -3.5% 39.02
Low 36.68 35.96 -0.72 -2.0% 36.09
Close 37.18 36.34 -0.84 -2.3% 38.50
Range 2.09 1.44 -0.65 -31.1% 2.93
ATR 1.94 1.91 -0.04 -1.8% 0.00
Volume 489,938 446,100 -43,838 -8.9% 3,423,661
Daily Pivots for day following 15-Mar-2016
Classic Woodie Camarilla DeMark
R4 40.89 40.05 37.13
R3 39.45 38.61 36.74
R2 38.01 38.01 36.60
R1 37.17 37.17 36.47 36.87
PP 36.57 36.57 36.57 36.42
S1 35.73 35.73 36.21 35.43
S2 35.13 35.13 36.08
S3 33.69 34.29 35.94
S4 32.25 32.85 35.55
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 35.96 3.06 8.4% 1.63 4.5% 12% False True 588,579
10 39.02 33.55 5.47 15.1% 1.72 4.7% 51% False False 604,878
20 39.02 30.56 8.46 23.3% 1.87 5.1% 68% False False 574,999
40 39.02 28.74 10.28 28.3% 2.11 5.8% 74% False False 412,459
60 40.50 28.74 11.76 32.4% 1.92 5.3% 65% False False 294,403
80 46.78 28.74 18.04 49.6% 1.82 5.0% 42% False False 229,803
100 51.29 28.74 22.55 62.1% 1.74 4.8% 34% False False 187,364
120 53.35 28.74 24.61 67.7% 1.70 4.7% 31% False False 157,999
Crabel Price Patterns
NR True
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 43.52
2.618 41.17
1.618 39.73
1.000 38.84
0.618 38.29
HIGH 37.40
0.618 36.85
0.500 36.68
0.382 36.51
LOW 35.96
0.618 35.07
1.000 34.52
1.618 33.63
2.618 32.19
4.250 29.84
Fisher Pivots for day following 15-Mar-2016
Pivot 1 day 3 day
R1 36.68 37.49
PP 36.57 37.11
S1 36.45 36.72

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

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