NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 28-Mar-2016
Day Change Summary
Previous Current
24-Mar-2016 28-Mar-2016 Change Change % Previous Week
Open 39.73 39.55 -0.18 -0.5% 41.07
High 39.77 40.14 0.37 0.9% 41.90
Low 38.33 38.86 0.53 1.4% 38.33
Close 39.46 39.39 -0.07 -0.2% 39.46
Range 1.44 1.28 -0.16 -11.1% 3.57
ATR 1.72 1.69 -0.03 -1.8% 0.00
Volume 495,168 299,775 -195,393 -39.5% 1,930,201
Daily Pivots for day following 28-Mar-2016
Classic Woodie Camarilla DeMark
R4 43.30 42.63 40.09
R3 42.02 41.35 39.74
R2 40.74 40.74 39.62
R1 40.07 40.07 39.51 39.77
PP 39.46 39.46 39.46 39.31
S1 38.79 38.79 39.27 38.49
S2 38.18 38.18 39.16
S3 36.90 37.51 39.04
S4 35.62 36.23 38.69
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 50.61 48.60 41.42
R3 47.04 45.03 40.44
R2 43.47 43.47 40.11
R1 41.46 41.46 39.79 40.68
PP 39.90 39.90 39.90 39.51
S1 37.89 37.89 39.13 37.11
S2 36.33 36.33 38.81
S3 32.76 34.32 38.48
S4 29.19 30.75 37.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.90 38.33 3.57 9.1% 1.38 3.5% 30% False False 445,995
10 42.49 37.71 4.78 12.1% 1.51 3.8% 35% False False 419,470
20 42.49 34.22 8.27 21.0% 1.56 4.0% 63% False False 324,667
40 42.49 30.67 11.82 30.0% 1.84 4.7% 74% False False 230,863
60 42.49 29.85 12.64 32.1% 1.92 4.9% 75% False False 172,280
80 46.00 29.85 16.15 41.0% 1.78 4.5% 59% False False 134,844
100 51.63 29.85 21.78 55.3% 1.69 4.3% 44% False False 110,667
120 53.22 29.85 23.37 59.3% 1.62 4.1% 41% False False 93,753
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 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 45.58
2.618 43.49
1.618 42.21
1.000 41.42
0.618 40.93
HIGH 40.14
0.618 39.65
0.500 39.50
0.382 39.35
LOW 38.86
0.618 38.07
1.000 37.58
1.618 36.79
2.618 35.51
4.250 33.42
Fisher Pivots for day following 28-Mar-2016
Pivot 1 day 3 day
R1 39.50 39.84
PP 39.46 39.69
S1 39.43 39.54

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

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