NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 08-Mar-2016
Day Change Summary
Previous Current
07-Mar-2016 08-Mar-2016 Change Change % Previous Week
Open 38.00 39.80 1.80 4.7% 34.55
High 39.98 40.32 0.34 0.9% 38.15
Low 38.00 38.03 0.03 0.1% 34.22
Close 39.82 38.42 -1.40 -3.5% 37.75
Range 1.98 2.29 0.31 15.7% 3.93
ATR 1.96 1.98 0.02 1.2% 0.00
Volume 289,860 287,390 -2,470 -0.9% 816,143
Daily Pivots for day following 08-Mar-2016
Classic Woodie Camarilla DeMark
R4 45.79 44.40 39.68
R3 43.50 42.11 39.05
R2 41.21 41.21 38.84
R1 39.82 39.82 38.63 39.37
PP 38.92 38.92 38.92 38.70
S1 37.53 37.53 38.21 37.08
S2 36.63 36.63 38.00
S3 34.34 35.24 37.79
S4 32.05 32.95 37.16
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 40.32 35.30 5.02 13.1% 1.76 4.6% 62% True False 216,552
10 40.32 32.42 7.90 20.6% 1.78 4.6% 76% True False 186,665
20 40.32 30.67 9.65 25.1% 1.99 5.2% 80% True False 169,250
40 40.32 29.85 10.47 27.3% 2.10 5.5% 82% True False 126,036
60 42.11 29.85 12.26 31.9% 1.85 4.8% 70% False False 91,840
80 48.35 29.85 18.50 48.2% 1.76 4.6% 46% False False 73,570
100 51.63 29.85 21.78 56.7% 1.65 4.3% 39% False False 60,765
120 53.22 29.85 23.37 60.8% 1.61 4.2% 37% False False 51,799
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 50.05
2.618 46.32
1.618 44.03
1.000 42.61
0.618 41.74
HIGH 40.32
0.618 39.45
0.500 39.18
0.382 38.90
LOW 38.03
0.618 36.61
1.000 35.74
1.618 34.32
2.618 32.03
4.250 28.30
Fisher Pivots for day following 08-Mar-2016
Pivot 1 day 3 day
R1 39.18 38.37
PP 38.92 38.31
S1 38.67 38.26

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

View Archives - Comment on this page... - Back to Index of Symbols