NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 23-Mar-2016
Day Change Summary
Previous Current
22-Mar-2016 23-Mar-2016 Change Change % Previous Week
Open 43.11 42.88 -0.23 -0.5% 41.39
High 43.50 42.92 -0.58 -1.3% 43.69
Low 42.39 41.51 -0.88 -2.1% 39.39
Close 43.13 41.63 -1.50 -3.5% 42.68
Range 1.11 1.41 0.30 27.0% 4.30
ATR 1.60 1.60 0.00 0.1% 0.00
Volume 57,606 49,597 -8,009 -13.9% 201,462
Daily Pivots for day following 23-Mar-2016
Classic Woodie Camarilla DeMark
R4 46.25 45.35 42.41
R3 44.84 43.94 42.02
R2 43.43 43.43 41.89
R1 42.53 42.53 41.76 42.28
PP 42.02 42.02 42.02 41.89
S1 41.12 41.12 41.50 40.87
S2 40.61 40.61 41.37
S3 39.20 39.71 41.24
S4 37.79 38.30 40.85
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 41.48 2.21 5.3% 1.30 3.1% 7% False False 50,657
10 43.69 39.39 4.30 10.3% 1.28 3.1% 52% False False 44,530
20 43.69 35.44 8.25 19.8% 1.49 3.6% 75% False False 40,531
40 43.69 33.14 10.55 25.3% 1.76 4.2% 80% False False 38,052
60 43.69 31.61 12.08 29.0% 1.77 4.2% 83% False False 30,553
80 48.29 31.61 16.68 40.1% 1.63 3.9% 60% False False 25,268
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.24
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 48.91
2.618 46.61
1.618 45.20
1.000 44.33
0.618 43.79
HIGH 42.92
0.618 42.38
0.500 42.22
0.382 42.05
LOW 41.51
0.618 40.64
1.000 40.10
1.618 39.23
2.618 37.82
4.250 35.52
Fisher Pivots for day following 23-Mar-2016
Pivot 1 day 3 day
R1 42.22 42.51
PP 42.02 42.21
S1 41.83 41.92

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

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