NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 07-Mar-2016
Day Change Summary
Previous Current
04-Mar-2016 07-Mar-2016 Change Change % Previous Week
Open 38.49 39.92 1.43 3.7% 36.75
High 40.18 42.06 1.88 4.7% 40.18
Low 38.25 39.92 1.67 4.4% 36.47
Close 39.87 41.92 2.05 5.1% 39.87
Range 1.93 2.14 0.21 10.9% 3.71
ATR 1.81 1.83 0.03 1.5% 0.00
Volume 30,253 41,398 11,145 36.8% 176,990
Daily Pivots for day following 07-Mar-2016
Classic Woodie Camarilla DeMark
R4 47.72 46.96 43.10
R3 45.58 44.82 42.51
R2 43.44 43.44 42.31
R1 42.68 42.68 42.12 43.06
PP 41.30 41.30 41.30 41.49
S1 40.54 40.54 41.72 40.92
S2 39.16 39.16 41.53
S3 37.02 38.40 41.33
S4 34.88 36.26 40.74
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 49.97 48.63 41.91
R3 46.26 44.92 40.89
R2 42.55 42.55 40.55
R1 41.21 41.21 40.21 41.88
PP 38.84 38.84 38.84 39.18
S1 37.50 37.50 39.53 38.17
S2 35.13 35.13 39.19
S3 31.42 33.79 38.85
S4 27.71 30.08 37.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.06 37.32 4.74 11.3% 1.51 3.6% 97% True False 37,147
10 42.06 34.74 7.32 17.5% 1.67 4.0% 98% True False 35,007
20 42.06 33.14 8.92 21.3% 1.85 4.4% 98% True False 37,028
40 42.06 31.61 10.45 24.9% 1.94 4.6% 99% True False 31,162
60 43.93 31.61 12.32 29.4% 1.71 4.1% 84% False False 23,879
80 49.30 31.61 17.69 42.2% 1.60 3.8% 58% False False 19,631
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 51.16
2.618 47.66
1.618 45.52
1.000 44.20
0.618 43.38
HIGH 42.06
0.618 41.24
0.500 40.99
0.382 40.74
LOW 39.92
0.618 38.60
1.000 37.78
1.618 36.46
2.618 34.32
4.250 30.83
Fisher Pivots for day following 07-Mar-2016
Pivot 1 day 3 day
R1 41.61 41.24
PP 41.30 40.56
S1 40.99 39.88

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

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