NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 11-Mar-2016
Day Change Summary
Previous Current
10-Mar-2016 11-Mar-2016 Change Change % Previous Week
Open 39.95 39.61 -0.34 -0.9% 38.00
High 40.16 40.48 0.32 0.8% 40.48
Low 38.91 39.53 0.62 1.6% 38.00
Close 39.40 40.09 0.69 1.8% 40.09
Range 1.25 0.95 -0.30 -24.0% 2.48
ATR 1.94 1.88 -0.06 -3.2% 0.00
Volume 315,942 254,376 -61,566 -19.5% 1,482,505
Daily Pivots for day following 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 42.88 42.44 40.61
R3 41.93 41.49 40.35
R2 40.98 40.98 40.26
R1 40.54 40.54 40.18 40.76
PP 40.03 40.03 40.03 40.15
S1 39.59 39.59 40.00 39.81
S2 39.08 39.08 39.92
S3 38.13 38.64 39.83
S4 37.18 37.69 39.57
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 46.96 46.01 41.45
R3 44.48 43.53 40.77
R2 42.00 42.00 40.54
R1 41.05 41.05 40.32 41.53
PP 39.52 39.52 39.52 39.76
S1 38.57 38.57 39.86 39.05
S2 37.04 37.04 39.64
S3 34.56 36.09 39.41
S4 32.08 33.61 38.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.48 38.00 2.48 6.2% 1.72 4.3% 84% True False 296,501
10 40.48 34.22 6.26 15.6% 1.61 4.0% 94% True False 229,864
20 40.48 31.71 8.77 21.9% 1.90 4.7% 96% True False 188,455
40 40.48 29.85 10.63 26.5% 2.06 5.1% 96% True False 145,274
60 41.66 29.85 11.81 29.5% 1.86 4.6% 87% False False 105,506
80 47.45 29.85 17.60 43.9% 1.75 4.4% 58% False False 84,351
100 51.63 29.85 21.78 54.3% 1.66 4.1% 47% False False 69,594
120 53.22 29.85 23.37 58.3% 1.61 4.0% 44% False False 59,251
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 0.29
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 44.52
2.618 42.97
1.618 42.02
1.000 41.43
0.618 41.07
HIGH 40.48
0.618 40.12
0.500 40.01
0.382 39.89
LOW 39.53
0.618 38.94
1.000 38.58
1.618 37.99
2.618 37.04
4.250 35.49
Fisher Pivots for day following 11-Mar-2016
Pivot 1 day 3 day
R1 40.06 39.83
PP 40.03 39.57
S1 40.01 39.32

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

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