NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 09-Mar-2016
Day Change Summary
Previous Current
08-Mar-2016 09-Mar-2016 Change Change % Previous Week
Open 40.99 39.43 -1.56 -3.8% 35.85
High 41.49 41.30 -0.19 -0.5% 39.33
Low 39.18 39.30 0.12 0.3% 35.52
Close 39.58 41.09 1.51 3.8% 38.98
Range 2.31 2.00 -0.31 -13.4% 3.81
ATR 1.94 1.94 0.00 0.2% 0.00
Volume 101,729 125,755 24,026 23.6% 515,196
Daily Pivots for day following 09-Mar-2016
Classic Woodie Camarilla DeMark
R4 46.56 45.83 42.19
R3 44.56 43.83 41.64
R2 42.56 42.56 41.46
R1 41.83 41.83 41.27 42.20
PP 40.56 40.56 40.56 40.75
S1 39.83 39.83 40.91 40.20
S2 38.56 38.56 40.72
S3 36.56 37.83 40.54
S4 34.56 35.83 39.99
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 41.49 36.88 4.61 11.2% 1.85 4.5% 91% False False 109,096
10 41.49 34.42 7.07 17.2% 1.75 4.3% 94% False False 106,524
20 41.49 32.10 9.39 22.9% 1.90 4.6% 96% False False 102,782
40 41.49 30.79 10.70 26.0% 2.05 5.0% 96% False False 93,260
60 42.30 30.79 11.51 28.0% 1.85 4.5% 89% False False 73,754
80 48.02 30.79 17.23 41.9% 1.76 4.3% 60% False False 63,840
100 52.04 30.79 21.25 51.7% 1.68 4.1% 48% False False 56,214
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.80
2.618 46.54
1.618 44.54
1.000 43.30
0.618 42.54
HIGH 41.30
0.618 40.54
0.500 40.30
0.382 40.06
LOW 39.30
0.618 38.06
1.000 37.30
1.618 36.06
2.618 34.06
4.250 30.80
Fisher Pivots for day following 09-Mar-2016
Pivot 1 day 3 day
R1 40.83 40.84
PP 40.56 40.59
S1 40.30 40.34

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

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