NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 04-Mar-2016
Day Change Summary
Previous Current
03-Mar-2016 04-Mar-2016 Change Change % Previous Week
Open 36.37 36.39 0.02 0.1% 34.55
High 36.93 38.15 1.22 3.3% 38.15
Low 35.81 36.19 0.38 1.1% 34.22
Close 36.33 37.75 1.42 3.9% 37.75
Range 1.12 1.96 0.84 75.0% 3.93
ATR 1.93 1.94 0.00 0.1% 0.00
Volume 168,943 151,706 -17,237 -10.2% 816,143
Daily Pivots for day following 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 43.24 42.46 38.83
R3 41.28 40.50 38.29
R2 39.32 39.32 38.11
R1 38.54 38.54 37.93 38.93
PP 37.36 37.36 37.36 37.56
S1 36.58 36.58 37.57 36.97
S2 35.40 35.40 37.39
S3 33.44 34.62 37.21
S4 31.48 32.66 36.67
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 48.50 47.05 39.91
R3 44.57 43.12 38.83
R2 40.64 40.64 38.47
R1 39.19 39.19 38.11 39.92
PP 36.71 36.71 36.71 37.07
S1 35.26 35.26 37.39 35.99
S2 32.78 32.78 37.03
S3 28.85 31.33 36.67
S4 24.92 27.40 35.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.15 34.22 3.93 10.4% 1.49 4.0% 90% True False 163,228
10 38.15 32.42 5.73 15.2% 1.78 4.7% 93% True False 157,227
20 38.15 30.67 7.48 19.8% 1.94 5.1% 95% True False 153,154
40 38.15 29.85 8.30 22.0% 2.08 5.5% 95% True False 113,482
60 42.98 29.85 13.13 34.8% 1.84 4.9% 60% False False 83,284
80 49.02 29.85 19.17 50.8% 1.73 4.6% 41% False False 66,657
100 52.36 29.85 22.51 59.6% 1.63 4.3% 35% False False 55,183
120 53.22 29.85 23.37 61.9% 1.59 4.2% 34% False False 47,081
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 46.48
2.618 43.28
1.618 41.32
1.000 40.11
0.618 39.36
HIGH 38.15
0.618 37.40
0.500 37.17
0.382 36.94
LOW 36.19
0.618 34.98
1.000 34.23
1.618 33.02
2.618 31.06
4.250 27.86
Fisher Pivots for day following 04-Mar-2016
Pivot 1 day 3 day
R1 37.56 37.41
PP 37.36 37.07
S1 37.17 36.73

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

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