NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 01-Mar-2016
Day Change Summary
Previous Current
29-Feb-2016 01-Mar-2016 Change Change % Previous Week
Open 36.75 37.81 1.06 2.9% 35.60
High 37.95 38.50 0.55 1.4% 38.48
Low 36.47 37.35 0.88 2.4% 34.74
Close 37.79 38.11 0.32 0.8% 36.72
Range 1.48 1.15 -0.33 -22.3% 3.74
ATR 1.96 1.90 -0.06 -2.9% 0.00
Volume 32,651 36,426 3,775 11.6% 174,877
Daily Pivots for day following 01-Mar-2016
Classic Woodie Camarilla DeMark
R4 41.44 40.92 38.74
R3 40.29 39.77 38.43
R2 39.14 39.14 38.32
R1 38.62 38.62 38.22 38.88
PP 37.99 37.99 37.99 38.12
S1 37.47 37.47 38.00 37.73
S2 36.84 36.84 37.90
S3 35.69 36.32 37.79
S4 34.54 35.17 37.48
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 47.87 46.03 38.78
R3 44.13 42.29 37.75
R2 40.39 40.39 37.41
R1 38.55 38.55 37.06 39.47
PP 36.65 36.65 36.65 37.11
S1 34.81 34.81 36.38 35.73
S2 32.91 32.91 36.03
S3 29.17 31.07 35.69
S4 25.43 27.33 34.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 38.50 34.74 3.76 9.9% 1.66 4.3% 90% True False 34,811
10 38.50 34.74 3.76 9.9% 1.78 4.7% 90% True False 34,081
20 38.61 33.14 5.47 14.4% 1.90 5.0% 91% False False 36,413
40 42.64 31.61 11.03 28.9% 1.96 5.1% 59% False False 28,675
60 46.98 31.61 15.37 40.3% 1.71 4.5% 42% False False 22,213
80 52.22 31.61 20.61 54.1% 1.58 4.1% 32% False False 17,989
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 43.39
2.618 41.51
1.618 40.36
1.000 39.65
0.618 39.21
HIGH 38.50
0.618 38.06
0.500 37.93
0.382 37.79
LOW 37.35
0.618 36.64
1.000 36.20
1.618 35.49
2.618 34.34
4.250 32.46
Fisher Pivots for day following 01-Mar-2016
Pivot 1 day 3 day
R1 38.05 37.90
PP 37.99 37.69
S1 37.93 37.49

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

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