NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 17-Mar-2016
Day Change Summary
Previous Current
16-Mar-2016 17-Mar-2016 Change Change % Previous Week
Open 38.48 40.06 1.58 4.1% 38.00
High 40.14 41.71 1.57 3.9% 40.48
Low 38.39 40.00 1.61 4.2% 38.00
Close 40.00 41.66 1.66 4.2% 40.09
Range 1.75 1.71 -0.04 -2.3% 2.48
ATR 1.86 1.85 -0.01 -0.6% 0.00
Volume 374,538 442,919 68,381 18.3% 1,482,505
Daily Pivots for day following 17-Mar-2016
Classic Woodie Camarilla DeMark
R4 46.25 45.67 42.60
R3 44.54 43.96 42.13
R2 42.83 42.83 41.97
R1 42.25 42.25 41.82 42.54
PP 41.12 41.12 41.12 41.27
S1 40.54 40.54 41.50 40.83
S2 39.41 39.41 41.35
S3 37.70 38.83 41.19
S4 35.99 37.12 40.72
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 41.71 37.71 4.00 9.6% 1.53 3.7% 99% True False 309,477
10 41.71 36.19 5.52 13.3% 1.73 4.1% 99% True False 292,722
20 41.71 32.42 9.29 22.3% 1.74 4.2% 99% True False 223,082
40 41.71 30.35 11.36 27.3% 2.04 4.9% 100% True False 170,756
60 41.71 29.85 11.86 28.5% 1.88 4.5% 100% True False 125,585
80 47.45 29.85 17.60 42.2% 1.78 4.3% 67% False False 99,862
100 51.63 29.85 21.78 52.3% 1.69 4.1% 54% False False 82,185
120 53.22 29.85 23.37 56.1% 1.62 3.9% 51% False False 69,855
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.98
2.618 46.19
1.618 44.48
1.000 43.42
0.618 42.77
HIGH 41.71
0.618 41.06
0.500 40.86
0.382 40.65
LOW 40.00
0.618 38.94
1.000 38.29
1.618 37.23
2.618 35.52
4.250 32.73
Fisher Pivots for day following 17-Mar-2016
Pivot 1 day 3 day
R1 41.39 41.01
PP 41.12 40.36
S1 40.86 39.71

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

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