NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 17-Mar-2016
Day Change Summary
Previous Current
16-Mar-2016 17-Mar-2016 Change Change % Previous Week
Open 36.74 38.59 1.85 5.0% 36.20
High 38.63 40.36 1.73 4.5% 39.02
Low 36.61 38.47 1.86 5.1% 36.09
Close 38.46 40.20 1.74 4.5% 38.50
Range 2.02 1.89 -0.13 -6.4% 2.93
ATR 1.93 1.93 0.00 -0.1% 0.00
Volume 494,174 298,013 -196,161 -39.7% 3,423,661
Daily Pivots for day following 17-Mar-2016
Classic Woodie Camarilla DeMark
R4 45.35 44.66 41.24
R3 43.46 42.77 40.72
R2 41.57 41.57 40.55
R1 40.88 40.88 40.37 41.23
PP 39.68 39.68 39.68 39.85
S1 38.99 38.99 40.03 39.34
S2 37.79 37.79 39.85
S3 35.90 37.10 39.68
S4 34.01 35.21 39.16
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 40.36 35.96 4.40 10.9% 1.71 4.2% 96% True False 458,603
10 40.36 34.40 5.96 14.8% 1.83 4.6% 97% True False 573,017
20 40.36 30.56 9.80 24.4% 1.83 4.6% 98% True False 570,068
40 40.36 28.74 11.62 28.9% 2.11 5.2% 99% True False 425,137
60 40.50 28.74 11.76 29.3% 1.95 4.8% 97% False False 306,518
80 46.78 28.74 18.04 44.9% 1.84 4.6% 64% False False 239,174
100 51.29 28.74 22.55 56.1% 1.76 4.4% 51% False False 194,984
120 53.35 28.74 24.61 61.2% 1.70 4.2% 47% False False 164,400
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.39
2.618 45.31
1.618 43.42
1.000 42.25
0.618 41.53
HIGH 40.36
0.618 39.64
0.500 39.42
0.382 39.19
LOW 38.47
0.618 37.30
1.000 36.58
1.618 35.41
2.618 33.52
4.250 30.44
Fisher Pivots for day following 17-Mar-2016
Pivot 1 day 3 day
R1 39.94 39.52
PP 39.68 38.84
S1 39.42 38.16

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

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