NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 21-Mar-2016
Day Change Summary
Previous Current
18-Mar-2016 21-Mar-2016 Change Change % Previous Week
Open 40.25 39.06 -1.19 -3.0% 38.17
High 41.20 40.30 -0.90 -2.2% 41.20
Low 39.15 38.61 -0.54 -1.4% 35.96
Close 39.44 39.91 0.47 1.2% 39.44
Range 2.05 1.69 -0.36 -17.6% 5.24
ATR 1.94 1.92 -0.02 -0.9% 0.00
Volume 130,151 23,300 -106,851 -82.1% 1,858,376
Daily Pivots for day following 21-Mar-2016
Classic Woodie Camarilla DeMark
R4 44.68 43.98 40.84
R3 42.99 42.29 40.37
R2 41.30 41.30 40.22
R1 40.60 40.60 40.06 40.95
PP 39.61 39.61 39.61 39.78
S1 38.91 38.91 39.76 39.26
S2 37.92 37.92 39.60
S3 36.23 37.22 39.45
S4 34.54 35.53 38.98
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 13.1% 1.82 4.6% 75% False False 278,347
10 41.20 35.96 5.24 13.1% 1.81 4.5% 75% False False 459,546
20 41.20 30.56 10.64 26.7% 1.82 4.6% 88% False False 526,145
40 41.20 28.74 12.46 31.2% 2.07 5.2% 90% False False 421,373
60 41.20 28.74 12.46 31.2% 1.98 5.0% 90% False False 307,748
80 46.78 28.74 18.04 45.2% 1.85 4.6% 62% False False 240,372
100 51.29 28.74 22.55 56.5% 1.77 4.4% 50% False False 196,194
120 53.35 28.74 24.61 61.7% 1.72 4.3% 45% False False 165,489
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 47.48
2.618 44.72
1.618 43.03
1.000 41.99
0.618 41.34
HIGH 40.30
0.618 39.65
0.500 39.46
0.382 39.26
LOW 38.61
0.618 37.57
1.000 36.92
1.618 35.88
2.618 34.19
4.250 31.43
Fisher Pivots for day following 21-Mar-2016
Pivot 1 day 3 day
R1 39.76 39.89
PP 39.61 39.86
S1 39.46 39.84

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

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