NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 03-Mar-2016
Day Change Summary
Previous Current
02-Mar-2016 03-Mar-2016 Change Change % Previous Week
Open 35.67 36.37 0.70 2.0% 33.54
High 36.76 36.93 0.17 0.5% 36.43
Low 35.30 35.81 0.51 1.4% 32.42
Close 36.30 36.33 0.03 0.1% 34.58
Range 1.46 1.12 -0.34 -23.3% 4.01
ATR 2.00 1.93 -0.06 -3.1% 0.00
Volume 184,863 168,943 -15,920 -8.6% 756,130
Daily Pivots for day following 03-Mar-2016
Classic Woodie Camarilla DeMark
R4 39.72 39.14 36.95
R3 38.60 38.02 36.64
R2 37.48 37.48 36.54
R1 36.90 36.90 36.43 36.63
PP 36.36 36.36 36.36 36.22
S1 35.78 35.78 36.23 35.51
S2 35.24 35.24 36.12
S3 34.12 34.66 36.02
S4 33.00 33.54 35.71
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 36.93 34.22 2.71 7.5% 1.50 4.1% 78% True False 162,859
10 36.93 32.42 4.51 12.4% 1.74 4.8% 87% True False 153,441
20 36.93 30.67 6.26 17.2% 1.93 5.3% 90% True False 151,625
40 39.55 29.85 9.70 26.7% 2.09 5.8% 67% False False 110,511
60 44.08 29.85 14.23 39.2% 1.84 5.1% 46% False False 81,459
80 49.25 29.85 19.40 53.4% 1.72 4.7% 33% False False 64,973
100 53.22 29.85 23.37 64.3% 1.62 4.5% 28% False False 53,828
120 53.22 29.85 23.37 64.3% 1.58 4.4% 28% False False 45,853
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 41.69
2.618 39.86
1.618 38.74
1.000 38.05
0.618 37.62
HIGH 36.93
0.618 36.50
0.500 36.37
0.382 36.24
LOW 35.81
0.618 35.12
1.000 34.69
1.618 34.00
2.618 32.88
4.250 31.05
Fisher Pivots for day following 03-Mar-2016
Pivot 1 day 3 day
R1 36.37 36.24
PP 36.36 36.15
S1 36.34 36.06

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

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