NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 09-Mar-2016
Day Change Summary
Previous Current
08-Mar-2016 09-Mar-2016 Change Change % Previous Week
Open 39.80 38.24 -1.56 -3.9% 34.55
High 40.32 40.28 -0.04 -0.1% 38.15
Low 38.03 38.15 0.12 0.3% 34.22
Close 38.42 40.07 1.65 4.3% 37.75
Range 2.29 2.13 -0.16 -7.0% 3.93
ATR 1.98 1.99 0.01 0.5% 0.00
Volume 287,390 334,937 47,547 16.5% 816,143
Daily Pivots for day following 09-Mar-2016
Classic Woodie Camarilla DeMark
R4 45.89 45.11 41.24
R3 43.76 42.98 40.66
R2 41.63 41.63 40.46
R1 40.85 40.85 40.27 41.24
PP 39.50 39.50 39.50 39.70
S1 38.72 38.72 39.87 39.11
S2 37.37 37.37 39.68
S3 35.24 36.59 39.48
S4 33.11 34.46 38.90
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 35.81 4.51 11.3% 1.90 4.7% 94% False False 246,567
10 40.32 33.03 7.29 18.2% 1.81 4.5% 97% False False 203,931
20 40.32 30.67 9.65 24.1% 1.95 4.9% 97% False False 178,262
40 40.32 29.85 10.47 26.1% 2.10 5.2% 98% False False 133,525
60 41.66 29.85 11.81 29.5% 1.88 4.7% 87% False False 96,946
80 47.45 29.85 17.60 43.9% 1.76 4.4% 58% False False 77,575
100 51.63 29.85 21.78 54.4% 1.66 4.1% 47% False False 64,049
120 53.22 29.85 23.37 58.3% 1.61 4.0% 44% False False 54,556
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.33
2.618 45.86
1.618 43.73
1.000 42.41
0.618 41.60
HIGH 40.28
0.618 39.47
0.500 39.22
0.382 38.96
LOW 38.15
0.618 36.83
1.000 36.02
1.618 34.70
2.618 32.57
4.250 29.10
Fisher Pivots for day following 09-Mar-2016
Pivot 1 day 3 day
R1 39.79 39.77
PP 39.50 39.46
S1 39.22 39.16

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

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