NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 21-Mar-2016
Day Change Summary
Previous Current
18-Mar-2016 21-Mar-2016 Change Change % Previous Week
Open 41.63 41.07 -0.56 -1.3% 39.85
High 42.49 41.80 -0.69 -1.6% 42.49
Low 41.02 40.41 -0.61 -1.5% 37.71
Close 41.14 41.52 0.38 0.9% 41.14
Range 1.47 1.39 -0.08 -5.4% 4.78
ATR 1.82 1.79 -0.03 -1.7% 0.00
Volume 671,720 479,337 -192,383 -28.6% 1,964,731
Daily Pivots for day following 21-Mar-2016
Classic Woodie Camarilla DeMark
R4 45.41 44.86 42.28
R3 44.02 43.47 41.90
R2 42.63 42.63 41.77
R1 42.08 42.08 41.65 42.36
PP 41.24 41.24 41.24 41.38
S1 40.69 40.69 41.39 40.97
S2 39.85 39.85 41.27
S3 38.46 39.30 41.14
S4 37.07 37.91 40.76
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 54.79 52.74 43.77
R3 50.01 47.96 42.45
R2 45.23 45.23 42.02
R1 43.18 43.18 41.58 44.21
PP 40.45 40.45 40.45 40.96
S1 38.40 38.40 40.70 39.43
S2 35.67 35.67 40.26
S3 30.89 33.62 39.83
S4 26.11 28.84 38.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.49 37.71 4.78 11.5% 1.54 3.7% 80% False False 442,907
10 42.49 37.71 4.78 11.5% 1.62 3.9% 80% False False 363,671
20 42.49 32.42 10.07 24.3% 1.70 4.1% 90% False False 266,969
40 42.49 30.67 11.82 28.5% 1.98 4.8% 92% False False 195,861
60 42.49 29.85 12.64 30.4% 1.91 4.6% 92% False False 144,133
80 47.45 29.85 17.60 42.4% 1.77 4.3% 66% False False 113,732
100 51.63 29.85 21.78 52.5% 1.70 4.1% 54% False False 93,567
120 53.22 29.85 23.37 56.3% 1.62 3.9% 50% False False 79,351
Crabel Price Patterns
NR True
NR4 True
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 0.28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 47.71
2.618 45.44
1.618 44.05
1.000 43.19
0.618 42.66
HIGH 41.80
0.618 41.27
0.500 41.11
0.382 40.94
LOW 40.41
0.618 39.55
1.000 39.02
1.618 38.16
2.618 36.77
4.250 34.50
Fisher Pivots for day following 21-Mar-2016
Pivot 1 day 3 day
R1 41.38 41.43
PP 41.24 41.34
S1 41.11 41.25

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

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