NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 24-Mar-2016
Day Change Summary
Previous Current
23-Mar-2016 24-Mar-2016 Change Change % Previous Week
Open 41.19 39.73 -1.46 -3.5% 39.85
High 41.34 39.77 -1.57 -3.8% 42.49
Low 39.67 38.33 -1.34 -3.4% 37.71
Close 39.79 39.46 -0.33 -0.8% 41.14
Range 1.67 1.44 -0.23 -13.8% 4.78
ATR 1.75 1.72 -0.02 -1.2% 0.00
Volume 492,003 495,168 3,165 0.6% 1,964,731
Daily Pivots for day following 24-Mar-2016
Classic Woodie Camarilla DeMark
R4 43.51 42.92 40.25
R3 42.07 41.48 39.86
R2 40.63 40.63 39.72
R1 40.04 40.04 39.59 39.62
PP 39.19 39.19 39.19 38.97
S1 38.60 38.60 39.33 38.18
S2 37.75 37.75 39.20
S3 36.31 37.16 39.06
S4 34.87 35.72 38.67
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 38.33 4.16 10.5% 1.42 3.6% 27% False True 520,384
10 42.49 37.71 4.78 12.1% 1.48 3.7% 37% False False 414,930
20 42.49 34.22 8.27 21.0% 1.59 4.0% 63% False False 317,171
40 42.49 30.67 11.82 30.0% 1.88 4.8% 74% False False 225,777
60 42.49 29.85 12.64 32.0% 1.92 4.9% 76% False False 167,469
80 46.46 29.85 16.61 42.1% 1.77 4.5% 58% False False 131,311
100 51.63 29.85 21.78 55.2% 1.69 4.3% 44% False False 107,763
120 53.22 29.85 23.37 59.2% 1.63 4.1% 41% False False 91,323
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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.89
2.618 43.54
1.618 42.10
1.000 41.21
0.618 40.66
HIGH 39.77
0.618 39.22
0.500 39.05
0.382 38.88
LOW 38.33
0.618 37.44
1.000 36.89
1.618 36.00
2.618 34.56
4.250 32.21
Fisher Pivots for day following 24-Mar-2016
Pivot 1 day 3 day
R1 39.32 40.12
PP 39.19 39.90
S1 39.05 39.68

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

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