NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 28-Mar-2016
Day Change Summary
Previous Current
24-Mar-2016 28-Mar-2016 Change Change % Previous Week
Open 40.80 40.65 -0.15 -0.4% 41.93
High 40.88 41.28 0.40 1.0% 42.88
Low 39.50 39.98 0.48 1.2% 39.50
Close 40.63 40.53 -0.10 -0.2% 40.63
Range 1.38 1.30 -0.08 -5.8% 3.38
ATR 1.65 1.63 -0.03 -1.5% 0.00
Volume 147,134 57,121 -90,013 -61.2% 553,388
Daily Pivots for day following 28-Mar-2016
Classic Woodie Camarilla DeMark
R4 44.50 43.81 41.25
R3 43.20 42.51 40.89
R2 41.90 41.90 40.77
R1 41.21 41.21 40.65 40.91
PP 40.60 40.60 40.60 40.44
S1 39.91 39.91 40.41 39.61
S2 39.30 39.30 40.29
S3 38.00 38.61 40.17
S4 36.70 37.31 39.82
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 51.14 49.27 42.49
R3 47.76 45.89 41.56
R2 44.38 44.38 41.25
R1 42.51 42.51 40.94 41.76
PP 41.00 41.00 41.00 40.63
S1 39.13 39.13 40.32 38.38
S2 37.62 37.62 40.01
S3 34.24 35.75 39.70
S4 30.86 32.37 38.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.88 39.50 3.38 8.3% 1.33 3.3% 30% False False 122,101
10 43.17 38.67 4.50 11.1% 1.42 3.5% 41% False False 122,421
20 43.17 35.52 7.65 18.9% 1.49 3.7% 65% False False 115,682
40 43.17 32.10 11.07 27.3% 1.77 4.4% 76% False False 107,113
60 43.17 30.79 12.38 30.5% 1.87 4.6% 79% False False 91,737
80 46.54 30.79 15.75 38.9% 1.74 4.3% 62% False False 77,972
100 52.04 30.79 21.25 52.4% 1.68 4.2% 46% False False 67,829
120 53.77 30.79 22.98 56.7% 1.66 4.1% 42% False False 61,369
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 0.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 46.81
2.618 44.68
1.618 43.38
1.000 42.58
0.618 42.08
HIGH 41.28
0.618 40.78
0.500 40.63
0.382 40.48
LOW 39.98
0.618 39.18
1.000 38.68
1.618 37.88
2.618 36.58
4.250 34.46
Fisher Pivots for day following 28-Mar-2016
Pivot 1 day 3 day
R1 40.63 40.90
PP 40.60 40.77
S1 40.56 40.65

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

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