NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 07-Mar-2016
Day Change Summary
Previous Current
04-Mar-2016 07-Mar-2016 Change Change % Previous Week
Open 37.59 39.25 1.66 4.4% 35.85
High 39.33 41.19 1.86 4.7% 39.33
Low 37.40 39.25 1.85 4.9% 35.52
Close 38.98 41.03 2.05 5.3% 38.98
Range 1.93 1.94 0.01 0.5% 3.81
ATR 1.89 1.91 0.02 1.2% 0.00
Volume 93,977 104,048 10,071 10.7% 515,196
Daily Pivots for day following 07-Mar-2016
Classic Woodie Camarilla DeMark
R4 46.31 45.61 42.10
R3 44.37 43.67 41.56
R2 42.43 42.43 41.39
R1 41.73 41.73 41.21 42.08
PP 40.49 40.49 40.49 40.67
S1 39.79 39.79 40.85 40.14
S2 38.55 38.55 40.67
S3 36.61 37.85 40.50
S4 34.67 35.91 39.96
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 41.19 36.43 4.76 11.6% 1.52 3.7% 97% True False 105,499
10 41.19 33.76 7.43 18.1% 1.71 4.2% 98% True False 102,073
20 41.19 32.10 9.09 22.2% 1.91 4.7% 98% True False 101,262
40 41.19 30.79 10.40 25.3% 2.04 5.0% 98% True False 90,265
60 43.51 30.79 12.72 31.0% 1.82 4.4% 81% False False 71,638
80 49.02 30.79 18.23 44.4% 1.73 4.2% 56% False False 61,605
100 52.04 30.79 21.25 51.8% 1.66 4.0% 48% False False 54,462
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 0.43
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 49.44
2.618 46.27
1.618 44.33
1.000 43.13
0.618 42.39
HIGH 41.19
0.618 40.45
0.500 40.22
0.382 39.99
LOW 39.25
0.618 38.05
1.000 37.31
1.618 36.11
2.618 34.17
4.250 31.01
Fisher Pivots for day following 07-Mar-2016
Pivot 1 day 3 day
R1 40.76 40.37
PP 40.49 39.70
S1 40.22 39.04

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

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