NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 22-Mar-2016
Day Change Summary
Previous Current
21-Mar-2016 22-Mar-2016 Change Change % Previous Week
Open 41.07 41.59 0.52 1.3% 39.85
High 41.80 41.90 0.10 0.2% 42.49
Low 40.41 40.77 0.36 0.9% 37.71
Close 41.52 41.45 -0.07 -0.2% 41.14
Range 1.39 1.13 -0.26 -18.7% 4.78
ATR 1.79 1.74 -0.05 -2.6% 0.00
Volume 479,337 463,693 -15,644 -3.3% 1,964,731
Daily Pivots for day following 22-Mar-2016
Classic Woodie Camarilla DeMark
R4 44.76 44.24 42.07
R3 43.63 43.11 41.76
R2 42.50 42.50 41.66
R1 41.98 41.98 41.55 41.68
PP 41.37 41.37 41.37 41.22
S1 40.85 40.85 41.35 40.55
S2 40.24 40.24 41.24
S3 39.11 39.72 41.14
S4 37.98 38.59 40.83
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 38.39 4.10 9.9% 1.49 3.6% 75% False False 486,441
10 42.49 37.71 4.78 11.5% 1.50 3.6% 78% False False 381,301
20 42.49 32.42 10.07 24.3% 1.64 4.0% 90% False False 283,983
40 42.49 30.67 11.82 28.5% 1.94 4.7% 91% False False 205,441
60 42.49 29.85 12.64 30.5% 1.90 4.6% 92% False False 151,440
80 47.36 29.85 17.51 42.2% 1.77 4.3% 66% False False 119,287
100 51.63 29.85 21.78 52.5% 1.70 4.1% 53% False False 98,122
120 53.22 29.85 23.37 56.4% 1.63 3.9% 50% False False 83,186
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 46.70
2.618 44.86
1.618 43.73
1.000 43.03
0.618 42.60
HIGH 41.90
0.618 41.47
0.500 41.34
0.382 41.20
LOW 40.77
0.618 40.07
1.000 39.64
1.618 38.94
2.618 37.81
4.250 35.97
Fisher Pivots for day following 22-Mar-2016
Pivot 1 day 3 day
R1 41.41 41.45
PP 41.37 41.45
S1 41.34 41.45

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

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