NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 16-Mar-2016
Day Change Summary
Previous Current
15-Mar-2016 16-Mar-2016 Change Change % Previous Week
Open 37.37 36.74 -0.63 -1.7% 36.20
High 37.40 38.63 1.23 3.3% 39.02
Low 35.96 36.61 0.65 1.8% 36.09
Close 36.34 38.46 2.12 5.8% 38.50
Range 1.44 2.02 0.58 40.3% 2.93
ATR 1.91 1.93 0.03 1.4% 0.00
Volume 446,100 494,174 48,074 10.8% 3,423,661
Daily Pivots for day following 16-Mar-2016
Classic Woodie Camarilla DeMark
R4 43.96 43.23 39.57
R3 41.94 41.21 39.02
R2 39.92 39.92 38.83
R1 39.19 39.19 38.65 39.56
PP 37.90 37.90 37.90 38.08
S1 37.17 37.17 38.27 37.54
S2 35.88 35.88 38.09
S3 33.86 35.15 37.90
S4 31.84 33.13 37.35
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 8.0% 1.58 4.1% 82% False False 539,287
10 39.02 34.19 4.83 12.6% 1.76 4.6% 88% False False 594,512
20 39.02 30.56 8.46 22.0% 1.82 4.7% 93% False False 576,774
40 39.02 28.74 10.28 26.7% 2.11 5.5% 95% False False 421,751
60 40.50 28.74 11.76 30.6% 1.93 5.0% 83% False False 301,990
80 46.78 28.74 18.04 46.9% 1.83 4.8% 54% False False 235,753
100 51.29 28.74 22.55 58.6% 1.75 4.6% 43% False False 192,183
120 53.35 28.74 24.61 64.0% 1.70 4.4% 39% False False 162,009
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 True
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.22
2.618 43.92
1.618 41.90
1.000 40.65
0.618 39.88
HIGH 38.63
0.618 37.86
0.500 37.62
0.382 37.38
LOW 36.61
0.618 35.36
1.000 34.59
1.618 33.34
2.618 31.32
4.250 28.03
Fisher Pivots for day following 16-Mar-2016
Pivot 1 day 3 day
R1 38.18 38.10
PP 37.90 37.73
S1 37.62 37.37

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

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