NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 03-Mar-2016
Day Change Summary
Previous Current
02-Mar-2016 03-Mar-2016 Change Change % Previous Week
Open 36.89 37.44 0.55 1.5% 34.80
High 37.84 37.97 0.13 0.3% 37.65
Low 36.47 36.88 0.41 1.1% 33.76
Close 37.39 37.51 0.12 0.3% 35.83
Range 1.37 1.09 -0.28 -20.4% 3.89
ATR 1.94 1.88 -0.06 -3.1% 0.00
Volume 98,876 119,975 21,099 21.3% 503,285
Daily Pivots for day following 03-Mar-2016
Classic Woodie Camarilla DeMark
R4 40.72 40.21 38.11
R3 39.63 39.12 37.81
R2 38.54 38.54 37.71
R1 38.03 38.03 37.61 38.29
PP 37.45 37.45 37.45 37.58
S1 36.94 36.94 37.41 37.20
S2 36.36 36.36 37.31
S3 35.27 35.85 37.21
S4 34.18 34.76 36.91
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 47.42 45.51 37.97
R3 43.53 41.62 36.90
R2 39.64 39.64 36.54
R1 37.73 37.73 36.19 38.69
PP 35.75 35.75 35.75 36.22
S1 33.84 33.84 35.47 34.80
S2 31.86 31.86 35.12
S3 27.97 29.95 34.76
S4 24.08 26.06 33.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 37.97 35.52 2.45 6.5% 1.44 3.8% 81% True False 105,866
10 37.97 33.76 4.21 11.2% 1.67 4.5% 89% True False 99,686
20 37.97 32.10 5.87 15.6% 1.88 5.0% 92% True False 101,173
40 40.25 30.79 9.46 25.2% 2.05 5.5% 71% False False 87,584
60 44.83 30.79 14.04 37.4% 1.81 4.8% 48% False False 70,476
80 49.73 30.79 18.94 50.5% 1.72 4.6% 35% False False 59,846
100 53.77 30.79 22.98 61.3% 1.67 4.4% 29% False False 53,248
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 42.60
2.618 40.82
1.618 39.73
1.000 39.06
0.618 38.64
HIGH 37.97
0.618 37.55
0.500 37.43
0.382 37.30
LOW 36.88
0.618 36.21
1.000 35.79
1.618 35.12
2.618 34.03
4.250 32.25
Fisher Pivots for day following 03-Mar-2016
Pivot 1 day 3 day
R1 37.48 37.41
PP 37.45 37.30
S1 37.43 37.20

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

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