NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 02-Mar-2016
Day Change Summary
Previous Current
01-Mar-2016 02-Mar-2016 Change Change % Previous Week
Open 37.81 37.69 -0.12 -0.3% 35.60
High 38.50 38.64 0.14 0.4% 38.48
Low 37.35 37.32 -0.03 -0.1% 34.74
Close 38.11 38.18 0.07 0.2% 36.72
Range 1.15 1.32 0.17 14.8% 3.74
ATR 1.90 1.86 -0.04 -2.2% 0.00
Volume 36,426 32,004 -4,422 -12.1% 174,877
Daily Pivots for day following 02-Mar-2016
Classic Woodie Camarilla DeMark
R4 42.01 41.41 38.91
R3 40.69 40.09 38.54
R2 39.37 39.37 38.42
R1 38.77 38.77 38.30 39.07
PP 38.05 38.05 38.05 38.20
S1 37.45 37.45 38.06 37.75
S2 36.73 36.73 37.94
S3 35.41 36.13 37.82
S4 34.09 34.81 37.45
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 38.64 35.44 3.20 8.4% 1.55 4.1% 86% True False 34,518
10 38.64 34.74 3.90 10.2% 1.65 4.3% 88% True False 33,486
20 38.64 33.14 5.50 14.4% 1.89 4.9% 92% True False 36,511
40 41.62 31.61 10.01 26.2% 1.94 5.1% 66% False False 29,162
60 46.84 31.61 15.23 39.9% 1.70 4.5% 43% False False 22,643
80 50.42 31.61 18.81 49.3% 1.57 4.1% 35% False False 18,338
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.25
2.618 42.10
1.618 40.78
1.000 39.96
0.618 39.46
HIGH 38.64
0.618 38.14
0.500 37.98
0.382 37.82
LOW 37.32
0.618 36.50
1.000 36.00
1.618 35.18
2.618 33.86
4.250 31.71
Fisher Pivots for day following 02-Mar-2016
Pivot 1 day 3 day
R1 38.11 37.97
PP 38.05 37.76
S1 37.98 37.56

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

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