NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 16-Mar-2016
Day Change Summary
Previous Current
15-Mar-2016 16-Mar-2016 Change Change % Previous Week
Open 40.66 40.31 -0.35 -0.9% 39.92
High 40.74 41.58 0.84 2.1% 42.31
Low 39.39 40.03 0.64 1.6% 39.92
Close 39.76 41.46 1.70 4.3% 41.65
Range 1.35 1.55 0.20 14.8% 2.39
ATR 1.71 1.72 0.01 0.5% 0.00
Volume 29,784 31,727 1,943 6.5% 217,977
Daily Pivots for day following 16-Mar-2016
Classic Woodie Camarilla DeMark
R4 45.67 45.12 42.31
R3 44.12 43.57 41.89
R2 42.57 42.57 41.74
R1 42.02 42.02 41.60 42.30
PP 41.02 41.02 41.02 41.16
S1 40.47 40.47 41.32 40.75
S2 39.47 39.47 41.18
S3 37.92 38.92 41.03
S4 36.37 37.37 40.61
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 41.97 39.39 2.58 6.2% 1.26 3.0% 80% False False 38,403
10 42.31 37.69 4.62 11.1% 1.55 3.7% 82% False False 38,475
20 42.31 34.74 7.57 18.3% 1.60 3.9% 89% False False 35,981
40 42.31 31.61 10.70 25.8% 1.90 4.6% 92% False False 34,619
60 42.64 31.61 11.03 26.6% 1.73 4.2% 89% False False 26,872
80 48.35 31.61 16.74 40.4% 1.63 3.9% 59% False False 22,624
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 48.17
2.618 45.64
1.618 44.09
1.000 43.13
0.618 42.54
HIGH 41.58
0.618 40.99
0.500 40.81
0.382 40.62
LOW 40.03
0.618 39.07
1.000 38.48
1.618 37.52
2.618 35.97
4.250 33.44
Fisher Pivots for day following 16-Mar-2016
Pivot 1 day 3 day
R1 41.24 41.14
PP 41.02 40.81
S1 40.81 40.49

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

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