NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 18-Mar-2016
Day Change Summary
Previous Current
17-Mar-2016 18-Mar-2016 Change Change % Previous Week
Open 41.50 42.92 1.42 3.4% 41.39
High 43.01 43.69 0.68 1.6% 43.69
Low 41.48 42.47 0.99 2.4% 39.39
Close 42.96 42.68 -0.28 -0.7% 42.68
Range 1.53 1.22 -0.31 -20.3% 4.30
ATR 1.71 1.67 -0.03 -2.0% 0.00
Volume 40,955 69,634 28,679 70.0% 201,462
Daily Pivots for day following 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 46.61 45.86 43.35
R3 45.39 44.64 43.02
R2 44.17 44.17 42.90
R1 43.42 43.42 42.79 43.19
PP 42.95 42.95 42.95 42.83
S1 42.20 42.20 42.57 41.97
S2 41.73 41.73 42.46
S3 40.51 40.98 42.34
S4 39.29 39.76 42.01
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 54.82 53.05 45.05
R3 50.52 48.75 43.86
R2 46.22 46.22 43.47
R1 44.45 44.45 43.07 45.34
PP 41.92 41.92 41.92 42.36
S1 40.15 40.15 42.29 41.04
S2 37.62 37.62 41.89
S3 33.32 35.85 41.50
S4 29.02 31.55 40.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.69 39.39 4.30 10.1% 1.41 3.3% 77% True False 40,292
10 43.69 39.39 4.30 10.1% 1.53 3.6% 77% True False 41,943
20 43.69 34.74 8.95 21.0% 1.58 3.7% 89% True False 38,565
40 43.69 33.14 10.55 24.7% 1.87 4.4% 90% True False 36,254
60 43.69 31.61 12.08 28.3% 1.75 4.1% 92% True False 28,473
80 48.35 31.61 16.74 39.2% 1.64 3.8% 66% False False 23,775
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 48.88
2.618 46.88
1.618 45.66
1.000 44.91
0.618 44.44
HIGH 43.69
0.618 43.22
0.500 43.08
0.382 42.94
LOW 42.47
0.618 41.72
1.000 41.25
1.618 40.50
2.618 39.28
4.250 37.29
Fisher Pivots for day following 18-Mar-2016
Pivot 1 day 3 day
R1 43.08 42.41
PP 42.95 42.13
S1 42.81 41.86

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

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