NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 14-Mar-2016
Day Change Summary
Previous Current
11-Mar-2016 14-Mar-2016 Change Change % Previous Week
Open 41.32 41.39 0.07 0.2% 39.92
High 41.97 41.57 -0.40 -1.0% 42.31
Low 41.10 40.18 -0.92 -2.2% 39.92
Close 41.65 40.52 -1.13 -2.7% 41.65
Range 0.87 1.39 0.52 59.8% 2.39
ATR 1.76 1.74 -0.02 -1.2% 0.00
Volume 50,166 29,362 -20,804 -41.5% 217,977
Daily Pivots for day following 14-Mar-2016
Classic Woodie Camarilla DeMark
R4 44.93 44.11 41.28
R3 43.54 42.72 40.90
R2 42.15 42.15 40.77
R1 41.33 41.33 40.65 41.05
PP 40.76 40.76 40.76 40.61
S1 39.94 39.94 40.39 39.66
S2 39.37 39.37 40.27
S3 37.98 38.55 40.14
S4 36.59 37.16 39.76
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 40.05 2.26 5.6% 1.51 3.7% 21% False False 41,188
10 42.31 37.32 4.99 12.3% 1.51 3.7% 64% False False 39,167
20 42.31 34.74 7.57 18.7% 1.75 4.3% 76% False False 36,839
40 42.31 31.61 10.70 26.4% 1.92 4.7% 83% False False 33,893
60 42.64 31.61 11.03 27.2% 1.72 4.3% 81% False False 26,165
80 48.35 31.61 16.74 41.3% 1.62 4.0% 53% False False 21,989
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.48
2.618 45.21
1.618 43.82
1.000 42.96
0.618 42.43
HIGH 41.57
0.618 41.04
0.500 40.88
0.382 40.71
LOW 40.18
0.618 39.32
1.000 38.79
1.618 37.93
2.618 36.54
4.250 34.27
Fisher Pivots for day following 14-Mar-2016
Pivot 1 day 3 day
R1 40.88 41.08
PP 40.76 40.89
S1 40.64 40.71

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

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