NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 10-Mar-2016
Day Change Summary
Previous Current
09-Mar-2016 10-Mar-2016 Change Change % Previous Week
Open 38.24 39.95 1.71 4.5% 34.55
High 40.28 40.16 -0.12 -0.3% 38.15
Low 38.15 38.91 0.76 2.0% 34.22
Close 40.07 39.40 -0.67 -1.7% 37.75
Range 2.13 1.25 -0.88 -41.3% 3.93
ATR 1.99 1.94 -0.05 -2.7% 0.00
Volume 334,937 315,942 -18,995 -5.7% 816,143
Daily Pivots for day following 10-Mar-2016
Classic Woodie Camarilla DeMark
R4 43.24 42.57 40.09
R3 41.99 41.32 39.74
R2 40.74 40.74 39.63
R1 40.07 40.07 39.51 39.78
PP 39.49 39.49 39.49 39.35
S1 38.82 38.82 39.29 38.53
S2 38.24 38.24 39.17
S3 36.99 37.57 39.06
S4 35.74 36.32 38.71
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 36.19 4.13 10.5% 1.92 4.9% 78% False False 275,967
10 40.32 34.22 6.10 15.5% 1.71 4.3% 85% False False 219,413
20 40.32 30.67 9.65 24.5% 1.92 4.9% 90% False False 184,724
40 40.32 29.85 10.47 26.6% 2.07 5.3% 91% False False 140,458
60 41.66 29.85 11.81 30.0% 1.87 4.8% 81% False False 101,745
80 47.45 29.85 17.60 44.7% 1.76 4.5% 54% False False 81,340
100 51.63 29.85 21.78 55.3% 1.66 4.2% 44% False False 67,107
120 53.22 29.85 23.37 59.3% 1.61 4.1% 41% False False 57,153
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 45.47
2.618 43.43
1.618 42.18
1.000 41.41
0.618 40.93
HIGH 40.16
0.618 39.68
0.500 39.54
0.382 39.39
LOW 38.91
0.618 38.14
1.000 37.66
1.618 36.89
2.618 35.64
4.250 33.60
Fisher Pivots for day following 10-Mar-2016
Pivot 1 day 3 day
R1 39.54 39.33
PP 39.49 39.25
S1 39.45 39.18

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

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