NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 30-Mar-2016
Day Change Summary
Previous Current
29-Mar-2016 30-Mar-2016 Change Change % Previous Week
Open 39.32 38.52 -0.80 -2.0% 41.07
High 39.48 39.85 0.37 0.9% 41.90
Low 37.91 38.14 0.23 0.6% 38.33
Close 38.28 38.32 0.04 0.1% 39.46
Range 1.57 1.71 0.14 8.9% 3.57
ATR 1.68 1.69 0.00 0.1% 0.00
Volume 488,032 542,469 54,437 11.2% 1,930,201
Daily Pivots for day following 30-Mar-2016
Classic Woodie Camarilla DeMark
R4 43.90 42.82 39.26
R3 42.19 41.11 38.79
R2 40.48 40.48 38.63
R1 39.40 39.40 38.48 39.09
PP 38.77 38.77 38.77 38.61
S1 37.69 37.69 38.16 37.38
S2 37.06 37.06 38.01
S3 35.35 35.98 37.85
S4 33.64 34.27 37.38
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 41.34 37.91 3.43 9.0% 1.53 4.0% 12% False False 463,489
10 42.49 37.91 4.58 12.0% 1.51 3.9% 9% False False 474,965
20 42.49 35.30 7.19 18.8% 1.58 4.1% 42% False False 360,661
40 42.49 30.67 11.82 30.8% 1.81 4.7% 65% False False 252,508
60 42.49 29.85 12.64 33.0% 1.93 5.0% 67% False False 188,935
80 46.00 29.85 16.15 42.1% 1.78 4.7% 52% False False 147,289
100 51.63 29.85 21.78 56.8% 1.69 4.4% 39% False False 120,802
120 53.22 29.85 23.37 61.0% 1.62 4.2% 36% False False 102,239
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 47.12
2.618 44.33
1.618 42.62
1.000 41.56
0.618 40.91
HIGH 39.85
0.618 39.20
0.500 39.00
0.382 38.79
LOW 38.14
0.618 37.08
1.000 36.43
1.618 35.37
2.618 33.66
4.250 30.87
Fisher Pivots for day following 30-Mar-2016
Pivot 1 day 3 day
R1 39.00 39.03
PP 38.77 38.79
S1 38.55 38.56

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

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