NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 29-Mar-2016
Day Change Summary
Previous Current
28-Mar-2016 29-Mar-2016 Change Change % Previous Week
Open 39.55 39.32 -0.23 -0.6% 41.07
High 40.14 39.48 -0.66 -1.6% 41.90
Low 38.86 37.91 -0.95 -2.4% 38.33
Close 39.39 38.28 -1.11 -2.8% 39.46
Range 1.28 1.57 0.29 22.7% 3.57
ATR 1.69 1.68 -0.01 -0.5% 0.00
Volume 299,775 488,032 188,257 62.8% 1,930,201
Daily Pivots for day following 29-Mar-2016
Classic Woodie Camarilla DeMark
R4 43.27 42.34 39.14
R3 41.70 40.77 38.71
R2 40.13 40.13 38.57
R1 39.20 39.20 38.42 38.88
PP 38.56 38.56 38.56 38.40
S1 37.63 37.63 38.14 37.31
S2 36.99 36.99 37.99
S3 35.42 36.06 37.85
S4 33.85 34.49 37.42
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 37.91 3.99 10.4% 1.42 3.7% 9% False True 447,734
10 42.49 37.71 4.78 12.5% 1.48 3.9% 12% False False 445,320
20 42.49 35.18 7.31 19.1% 1.56 4.1% 42% False False 342,457
40 42.49 30.67 11.82 30.9% 1.84 4.8% 64% False False 240,909
60 42.49 29.85 12.64 33.0% 1.93 5.0% 67% False False 180,229
80 46.00 29.85 16.15 42.2% 1.78 4.7% 52% False False 140,775
100 51.63 29.85 21.78 56.9% 1.70 4.4% 39% False False 115,474
120 53.22 29.85 23.37 61.1% 1.63 4.3% 36% False False 97,780
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 46.15
2.618 43.59
1.618 42.02
1.000 41.05
0.618 40.45
HIGH 39.48
0.618 38.88
0.500 38.70
0.382 38.51
LOW 37.91
0.618 36.94
1.000 36.34
1.618 35.37
2.618 33.80
4.250 31.24
Fisher Pivots for day following 29-Mar-2016
Pivot 1 day 3 day
R1 38.70 39.03
PP 38.56 38.78
S1 38.42 38.53

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

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