NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 15-Mar-2016
Day Change Summary
Previous Current
14-Mar-2016 15-Mar-2016 Change Change % Previous Week
Open 39.85 39.01 -0.84 -2.1% 38.00
High 40.30 39.08 -1.22 -3.0% 40.48
Low 38.41 37.71 -0.70 -1.8% 38.00
Close 38.84 38.08 -0.76 -2.0% 40.09
Range 1.89 1.37 -0.52 -27.5% 2.48
ATR 1.88 1.84 -0.04 -1.9% 0.00
Volume 229,532 246,022 16,490 7.2% 1,482,505
Daily Pivots for day following 15-Mar-2016
Classic Woodie Camarilla DeMark
R4 42.40 41.61 38.83
R3 41.03 40.24 38.46
R2 39.66 39.66 38.33
R1 38.87 38.87 38.21 38.58
PP 38.29 38.29 38.29 38.15
S1 37.50 37.50 37.95 37.21
S2 36.92 36.92 37.83
S3 35.55 36.13 37.70
S4 34.18 34.76 37.33
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 37.71 2.77 7.3% 1.52 4.0% 13% False True 276,161
10 40.48 35.30 5.18 13.6% 1.64 4.3% 54% False False 246,357
20 40.48 32.42 8.06 21.2% 1.79 4.7% 70% False False 195,366
40 40.48 29.85 10.63 27.9% 2.05 5.4% 77% False False 154,033
60 41.35 29.85 11.50 30.2% 1.86 4.9% 72% False False 112,551
80 47.45 29.85 17.60 46.2% 1.76 4.6% 47% False False 90,049
100 51.63 29.85 21.78 57.2% 1.68 4.4% 38% False False 74,192
120 53.22 29.85 23.37 61.4% 1.61 4.2% 35% False False 63,155
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.90
2.618 42.67
1.618 41.30
1.000 40.45
0.618 39.93
HIGH 39.08
0.618 38.56
0.500 38.40
0.382 38.23
LOW 37.71
0.618 36.86
1.000 36.34
1.618 35.49
2.618 34.12
4.250 31.89
Fisher Pivots for day following 15-Mar-2016
Pivot 1 day 3 day
R1 38.40 39.10
PP 38.29 38.76
S1 38.19 38.42

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

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