NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 24-Mar-2016
Day Change Summary
Previous Current
23-Mar-2016 24-Mar-2016 Change Change % Previous Week
Open 42.88 41.50 -1.38 -3.2% 41.39
High 42.92 41.66 -1.26 -2.9% 43.69
Low 41.51 40.34 -1.17 -2.8% 39.39
Close 41.63 41.41 -0.22 -0.5% 42.68
Range 1.41 1.32 -0.09 -6.4% 4.30
ATR 1.60 1.58 -0.02 -1.3% 0.00
Volume 49,597 56,345 6,748 13.6% 201,462
Daily Pivots for day following 24-Mar-2016
Classic Woodie Camarilla DeMark
R4 45.10 44.57 42.14
R3 43.78 43.25 41.77
R2 42.46 42.46 41.65
R1 41.93 41.93 41.53 41.54
PP 41.14 41.14 41.14 40.94
S1 40.61 40.61 41.29 40.22
S2 39.82 39.82 41.17
S3 38.50 39.29 41.05
S4 37.18 37.97 40.68
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 40.34 3.35 8.1% 1.26 3.0% 32% False True 53,735
10 43.69 39.39 4.30 10.4% 1.30 3.1% 47% False False 45,067
20 43.69 36.47 7.22 17.4% 1.46 3.5% 68% False False 41,540
40 43.69 33.14 10.55 25.5% 1.73 4.2% 78% False False 38,679
60 43.69 31.61 12.08 29.2% 1.77 4.3% 81% False False 31,450
80 47.40 31.61 15.79 38.1% 1.63 3.9% 62% False False 25,916
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.27
2.618 45.12
1.618 43.80
1.000 42.98
0.618 42.48
HIGH 41.66
0.618 41.16
0.500 41.00
0.382 40.84
LOW 40.34
0.618 39.52
1.000 39.02
1.618 38.20
2.618 36.88
4.250 34.73
Fisher Pivots for day following 24-Mar-2016
Pivot 1 day 3 day
R1 41.27 41.92
PP 41.14 41.75
S1 41.00 41.58

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

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