NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 02-Mar-2016
Day Change Summary
Previous Current
01-Mar-2016 02-Mar-2016 Change Change % Previous Week
Open 35.70 35.67 -0.03 -0.1% 33.54
High 36.51 36.76 0.25 0.7% 36.43
Low 35.18 35.30 0.12 0.3% 32.42
Close 36.15 36.30 0.15 0.4% 34.58
Range 1.33 1.46 0.13 9.8% 4.01
ATR 2.04 2.00 -0.04 -2.0% 0.00
Volume 178,398 184,863 6,465 3.6% 756,130
Daily Pivots for day following 02-Mar-2016
Classic Woodie Camarilla DeMark
R4 40.50 39.86 37.10
R3 39.04 38.40 36.70
R2 37.58 37.58 36.57
R1 36.94 36.94 36.43 37.26
PP 36.12 36.12 36.12 36.28
S1 35.48 35.48 36.17 35.80
S2 34.66 34.66 36.03
S3 33.20 34.02 35.90
S4 31.74 32.56 35.50
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 46.51 44.55 36.79
R3 42.50 40.54 35.68
R2 38.49 38.49 35.32
R1 36.53 36.53 34.95 37.51
PP 34.48 34.48 34.48 34.97
S1 32.52 32.52 34.21 33.50
S2 30.47 30.47 33.84
S3 26.46 28.51 33.48
S4 22.45 24.50 32.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.76 33.03 3.73 10.3% 1.71 4.7% 88% True False 161,296
10 36.76 32.42 4.34 12.0% 1.81 5.0% 89% True False 147,857
20 36.76 30.67 6.09 16.8% 2.03 5.6% 92% True False 149,402
40 40.21 29.85 10.36 28.5% 2.10 5.8% 62% False False 107,063
60 46.00 29.85 16.15 44.5% 1.85 5.1% 40% False False 78,956
80 49.75 29.85 19.90 54.8% 1.72 4.7% 32% False False 63,046
100 53.22 29.85 23.37 64.4% 1.63 4.5% 28% False False 52,281
120 53.22 29.85 23.37 64.4% 1.59 4.4% 28% False False 44,482
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 42.97
2.618 40.58
1.618 39.12
1.000 38.22
0.618 37.66
HIGH 36.76
0.618 36.20
0.500 36.03
0.382 35.86
LOW 35.30
0.618 34.40
1.000 33.84
1.618 32.94
2.618 31.48
4.250 29.10
Fisher Pivots for day following 02-Mar-2016
Pivot 1 day 3 day
R1 36.21 36.03
PP 36.12 35.76
S1 36.03 35.49

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

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