NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 11-Mar-2016
Day Change Summary
Previous Current
10-Mar-2016 11-Mar-2016 Change Change % Previous Week
Open 41.64 41.32 -0.32 -0.8% 39.92
High 41.81 41.97 0.16 0.4% 42.31
Low 40.66 41.10 0.44 1.1% 39.92
Close 41.00 41.65 0.65 1.6% 41.65
Range 1.15 0.87 -0.28 -24.3% 2.39
ATR 1.82 1.76 -0.06 -3.3% 0.00
Volume 50,979 50,166 -813 -1.6% 217,977
Daily Pivots for day following 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 44.18 43.79 42.13
R3 43.31 42.92 41.89
R2 42.44 42.44 41.81
R1 42.05 42.05 41.73 42.25
PP 41.57 41.57 41.57 41.67
S1 41.18 41.18 41.57 41.38
S2 40.70 40.70 41.49
S3 39.83 40.31 41.41
S4 38.96 39.44 41.17
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 48.46 47.45 42.96
R3 46.07 45.06 42.31
R2 43.68 43.68 42.09
R1 42.67 42.67 41.87 43.18
PP 41.29 41.29 41.29 41.55
S1 40.28 40.28 41.43 40.79
S2 38.90 38.90 41.21
S3 36.51 37.89 40.99
S4 34.12 35.50 40.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.31 39.92 2.39 5.7% 1.66 4.0% 72% False False 43,595
10 42.31 36.47 5.84 14.0% 1.52 3.6% 89% False False 39,496
20 42.31 34.18 8.13 19.5% 1.79 4.3% 92% False False 36,964
40 42.31 31.61 10.70 25.7% 1.92 4.6% 94% False False 33,717
60 42.73 31.61 11.12 26.7% 1.72 4.1% 90% False False 25,798
80 48.35 31.61 16.74 40.2% 1.62 3.9% 60% False False 21,680
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 45.67
2.618 44.25
1.618 43.38
1.000 42.84
0.618 42.51
HIGH 41.97
0.618 41.64
0.500 41.54
0.382 41.43
LOW 41.10
0.618 40.56
1.000 40.23
1.618 39.69
2.618 38.82
4.250 37.40
Fisher Pivots for day following 11-Mar-2016
Pivot 1 day 3 day
R1 41.61 41.48
PP 41.57 41.30
S1 41.54 41.13

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

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