NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 14-Mar-2016
Day Change Summary
Previous Current
11-Mar-2016 14-Mar-2016 Change Change % Previous Week
Open 39.61 39.85 0.24 0.6% 38.00
High 40.48 40.30 -0.18 -0.4% 40.48
Low 39.53 38.41 -1.12 -2.8% 38.00
Close 40.09 38.84 -1.25 -3.1% 40.09
Range 0.95 1.89 0.94 98.9% 2.48
ATR 1.88 1.88 0.00 0.0% 0.00
Volume 254,376 229,532 -24,844 -9.8% 1,482,505
Daily Pivots for day following 14-Mar-2016
Classic Woodie Camarilla DeMark
R4 44.85 43.74 39.88
R3 42.96 41.85 39.36
R2 41.07 41.07 39.19
R1 39.96 39.96 39.01 39.57
PP 39.18 39.18 39.18 38.99
S1 38.07 38.07 38.67 37.68
S2 37.29 37.29 38.49
S3 35.40 36.18 38.32
S4 33.51 34.29 37.80
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 46.96 46.01 41.45
R3 44.48 43.53 40.77
R2 42.00 42.00 40.54
R1 41.05 41.05 40.32 41.53
PP 39.52 39.52 39.52 39.76
S1 38.57 38.57 39.86 39.05
S2 37.04 37.04 39.64
S3 34.56 36.09 39.41
S4 32.08 33.61 38.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.48 38.03 2.45 6.3% 1.70 4.4% 33% False False 284,435
10 40.48 35.18 5.30 13.6% 1.64 4.2% 69% False False 239,594
20 40.48 32.36 8.12 20.9% 1.89 4.9% 80% False False 191,707
40 40.48 29.85 10.63 27.4% 2.07 5.3% 85% False False 148,838
60 41.35 29.85 11.50 29.6% 1.87 4.8% 78% False False 108,926
80 47.45 29.85 17.60 45.3% 1.75 4.5% 51% False False 87,093
100 51.63 29.85 21.78 56.1% 1.67 4.3% 41% False False 71,828
120 53.22 29.85 23.37 60.2% 1.61 4.1% 38% False False 61,138
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 48.33
2.618 45.25
1.618 43.36
1.000 42.19
0.618 41.47
HIGH 40.30
0.618 39.58
0.500 39.36
0.382 39.13
LOW 38.41
0.618 37.24
1.000 36.52
1.618 35.35
2.618 33.46
4.250 30.38
Fisher Pivots for day following 14-Mar-2016
Pivot 1 day 3 day
R1 39.36 39.45
PP 39.18 39.24
S1 39.01 39.04

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

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