NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 15-Mar-2016
Day Change Summary
Previous Current
14-Mar-2016 15-Mar-2016 Change Change % Previous Week
Open 40.80 40.02 -0.78 -1.9% 39.25
High 41.13 40.03 -1.10 -2.7% 41.49
Low 39.43 38.67 -0.76 -1.9% 39.18
Close 39.80 39.04 -0.76 -1.9% 40.98
Range 1.70 1.36 -0.34 -20.0% 2.31
ATR 1.82 1.78 -0.03 -1.8% 0.00
Volume 82,281 88,702 6,421 7.8% 574,232
Daily Pivots for day following 15-Mar-2016
Classic Woodie Camarilla DeMark
R4 43.33 42.54 39.79
R3 41.97 41.18 39.41
R2 40.61 40.61 39.29
R1 39.82 39.82 39.16 39.54
PP 39.25 39.25 39.25 39.10
S1 38.46 38.46 38.92 38.18
S2 37.89 37.89 38.79
S3 36.53 37.10 38.67
S4 35.17 35.74 38.29
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 47.48 46.54 42.25
R3 45.17 44.23 41.62
R2 42.86 42.86 41.40
R1 41.92 41.92 41.19 42.39
PP 40.55 40.55 40.55 40.79
S1 39.61 39.61 40.77 40.08
S2 38.24 38.24 40.56
S3 35.93 37.30 40.34
S4 33.62 34.99 39.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.33 38.67 2.66 6.8% 1.43 3.7% 14% False True 107,887
10 41.49 36.47 5.02 12.9% 1.58 4.0% 51% False False 105,804
20 41.49 33.76 7.73 19.8% 1.72 4.4% 68% False False 100,394
40 41.49 30.79 10.70 27.4% 1.99 5.1% 77% False False 97,244
60 42.07 30.79 11.28 28.9% 1.83 4.7% 73% False False 77,329
80 48.02 30.79 17.23 44.1% 1.74 4.5% 48% False False 67,334
100 52.04 30.79 21.25 54.4% 1.68 4.3% 39% False False 59,364
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.81
2.618 43.59
1.618 42.23
1.000 41.39
0.618 40.87
HIGH 40.03
0.618 39.51
0.500 39.35
0.382 39.19
LOW 38.67
0.618 37.83
1.000 37.31
1.618 36.47
2.618 35.11
4.250 32.89
Fisher Pivots for day following 15-Mar-2016
Pivot 1 day 3 day
R1 39.35 40.00
PP 39.25 39.68
S1 39.14 39.36

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

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