NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 24-Mar-2016
Day Change Summary
Previous Current
23-Mar-2016 24-Mar-2016 Change Change % Previous Week
Open 42.19 40.80 -1.39 -3.3% 40.80
High 42.29 40.88 -1.41 -3.3% 43.17
Low 40.75 39.50 -1.25 -3.1% 38.67
Close 40.87 40.63 -0.24 -0.6% 42.05
Range 1.54 1.38 -0.16 -10.4% 4.50
ATR 1.67 1.65 -0.02 -1.3% 0.00
Volume 144,395 147,134 2,739 1.9% 613,707
Daily Pivots for day following 24-Mar-2016
Classic Woodie Camarilla DeMark
R4 44.48 43.93 41.39
R3 43.10 42.55 41.01
R2 41.72 41.72 40.88
R1 41.17 41.17 40.76 40.76
PP 40.34 40.34 40.34 40.13
S1 39.79 39.79 40.50 39.38
S2 38.96 38.96 40.38
S3 37.58 38.41 40.25
S4 36.20 37.03 39.87
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 54.80 52.92 44.53
R3 50.30 48.42 43.29
R2 45.80 45.80 42.88
R1 43.92 43.92 42.46 44.86
PP 41.30 41.30 41.30 41.77
S1 39.42 39.42 41.64 40.36
S2 36.80 36.80 41.23
S3 32.30 34.92 40.81
S4 27.80 30.42 39.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.17 39.50 3.67 9.0% 1.33 3.3% 31% False True 147,911
10 43.17 38.67 4.50 11.1% 1.38 3.4% 44% False False 128,227
20 43.17 35.52 7.65 18.8% 1.52 3.7% 67% False False 118,231
40 43.17 32.10 11.07 27.2% 1.81 4.5% 77% False False 108,038
60 43.17 30.79 12.38 30.5% 1.87 4.6% 79% False False 90,994
80 47.03 30.79 16.24 40.0% 1.74 4.3% 61% False False 77,567
100 52.04 30.79 21.25 52.3% 1.68 4.1% 46% False False 67,513
120 53.77 30.79 22.98 56.6% 1.66 4.1% 43% False False 61,187
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.75
2.618 44.49
1.618 43.11
1.000 42.26
0.618 41.73
HIGH 40.88
0.618 40.35
0.500 40.19
0.382 40.03
LOW 39.50
0.618 38.65
1.000 38.12
1.618 37.27
2.618 35.89
4.250 33.64
Fisher Pivots for day following 24-Mar-2016
Pivot 1 day 3 day
R1 40.48 41.19
PP 40.34 41.00
S1 40.19 40.82

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

View Archives - Comment on this page... - Back to Index of Symbols