NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 04-Mar-2016
Day Change Summary
Previous Current
03-Mar-2016 04-Mar-2016 Change Change % Previous Week
Open 37.44 37.59 0.15 0.4% 35.85
High 37.97 39.33 1.36 3.6% 39.33
Low 36.88 37.40 0.52 1.4% 35.52
Close 37.51 38.98 1.47 3.9% 38.98
Range 1.09 1.93 0.84 77.1% 3.81
ATR 1.88 1.89 0.00 0.2% 0.00
Volume 119,975 93,977 -25,998 -21.7% 515,196
Daily Pivots for day following 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 44.36 43.60 40.04
R3 42.43 41.67 39.51
R2 40.50 40.50 39.33
R1 39.74 39.74 39.16 40.12
PP 38.57 38.57 38.57 38.76
S1 37.81 37.81 38.80 38.19
S2 36.64 36.64 38.63
S3 34.71 35.88 38.45
S4 32.78 33.95 37.92
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 49.37 47.99 41.08
R3 45.56 44.18 40.03
R2 41.75 41.75 39.68
R1 40.37 40.37 39.33 41.06
PP 37.94 37.94 37.94 38.29
S1 36.56 36.56 38.63 37.25
S2 34.13 34.13 38.28
S3 30.32 32.75 37.93
S4 26.51 28.94 36.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.33 35.52 3.81 9.8% 1.44 3.7% 91% True False 103,039
10 39.33 33.76 5.57 14.3% 1.72 4.4% 94% True False 101,848
20 39.33 32.10 7.23 18.5% 1.89 4.8% 95% True False 100,493
40 39.33 30.79 8.54 21.9% 2.04 5.2% 96% True False 88,829
60 43.51 30.79 12.72 32.6% 1.81 4.6% 64% False False 70,874
80 49.45 30.79 18.66 47.9% 1.72 4.4% 44% False False 60,669
100 53.20 30.79 22.41 57.5% 1.67 4.3% 37% False False 53,702
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 47.53
2.618 44.38
1.618 42.45
1.000 41.26
0.618 40.52
HIGH 39.33
0.618 38.59
0.500 38.37
0.382 38.14
LOW 37.40
0.618 36.21
1.000 35.47
1.618 34.28
2.618 32.35
4.250 29.20
Fisher Pivots for day following 04-Mar-2016
Pivot 1 day 3 day
R1 38.78 38.62
PP 38.57 38.26
S1 38.37 37.90

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

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