NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 18-Mar-2016
Day Change Summary
Previous Current
17-Mar-2016 18-Mar-2016 Change Change % Previous Week
Open 38.59 40.25 1.66 4.3% 38.17
High 40.36 41.20 0.84 2.1% 41.20
Low 38.47 39.15 0.68 1.8% 35.96
Close 40.20 39.44 -0.76 -1.9% 39.44
Range 1.89 2.05 0.16 8.5% 5.24
ATR 1.93 1.94 0.01 0.4% 0.00
Volume 298,013 130,151 -167,862 -56.3% 1,858,376
Daily Pivots for day following 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 46.08 44.81 40.57
R3 44.03 42.76 40.00
R2 41.98 41.98 39.82
R1 40.71 40.71 39.63 40.32
PP 39.93 39.93 39.93 39.74
S1 38.66 38.66 39.25 38.27
S2 37.88 37.88 39.06
S3 35.83 36.61 38.88
S4 33.78 34.56 38.31
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 54.59 52.25 42.32
R3 49.35 47.01 40.88
R2 44.11 44.11 40.40
R1 41.77 41.77 39.92 42.94
PP 38.87 38.87 38.87 39.45
S1 36.53 36.53 38.96 37.70
S2 33.63 33.63 38.48
S3 28.39 31.29 38.00
S4 23.15 26.05 36.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.20 35.96 5.24 13.3% 1.90 4.8% 66% True False 371,675
10 41.20 35.96 5.24 13.3% 1.84 4.7% 66% True False 528,203
20 41.20 30.56 10.64 27.0% 1.85 4.7% 83% True False 551,031
40 41.20 28.74 12.46 31.6% 2.10 5.3% 86% True False 424,600
60 41.20 28.74 12.46 31.6% 1.97 5.0% 86% True False 308,129
80 46.78 28.74 18.04 45.7% 1.85 4.7% 59% False False 240,479
100 51.29 28.74 22.55 57.2% 1.77 4.5% 47% False False 196,110
120 53.35 28.74 24.61 62.4% 1.71 4.3% 43% False False 165,375
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.29
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 49.91
2.618 46.57
1.618 44.52
1.000 43.25
0.618 42.47
HIGH 41.20
0.618 40.42
0.500 40.18
0.382 39.93
LOW 39.15
0.618 37.88
1.000 37.10
1.618 35.83
2.618 33.78
4.250 30.44
Fisher Pivots for day following 18-Mar-2016
Pivot 1 day 3 day
R1 40.18 39.26
PP 39.93 39.08
S1 39.69 38.91

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

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