NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 29-Mar-2016
Day Change Summary
Previous Current
28-Mar-2016 29-Mar-2016 Change Change % Previous Week
Open 41.45 41.23 -0.22 -0.5% 42.51
High 42.03 41.37 -0.66 -1.6% 43.50
Low 40.75 39.96 -0.79 -1.9% 40.34
Close 41.29 40.33 -0.96 -2.3% 41.41
Range 1.28 1.41 0.13 10.2% 3.16
ATR 1.56 1.55 -0.01 -0.7% 0.00
Volume 17,698 35,502 17,804 100.6% 199,044
Daily Pivots for day following 29-Mar-2016
Classic Woodie Camarilla DeMark
R4 44.78 43.97 41.11
R3 43.37 42.56 40.72
R2 41.96 41.96 40.59
R1 41.15 41.15 40.46 40.85
PP 40.55 40.55 40.55 40.41
S1 39.74 39.74 40.20 39.44
S2 39.14 39.14 40.07
S3 37.73 38.33 39.94
S4 36.32 36.92 39.55
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 51.23 49.48 43.15
R3 48.07 46.32 42.28
R2 44.91 44.91 41.99
R1 43.16 43.16 41.70 42.46
PP 41.75 41.75 41.75 41.40
S1 40.00 40.00 41.12 39.30
S2 38.59 38.59 40.83
S3 35.43 36.84 40.54
S4 32.27 33.68 39.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.50 39.96 3.54 8.8% 1.31 3.2% 10% False True 43,349
10 43.69 39.39 4.30 10.7% 1.34 3.3% 22% False False 42,434
20 43.69 37.32 6.37 15.8% 1.42 3.5% 47% False False 40,801
40 43.69 33.14 10.55 26.2% 1.70 4.2% 68% False False 38,611
60 43.69 31.61 12.08 30.0% 1.79 4.4% 72% False False 32,224
80 46.98 31.61 15.37 38.1% 1.64 4.1% 57% False False 26,477
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.36
2.618 45.06
1.618 43.65
1.000 42.78
0.618 42.24
HIGH 41.37
0.618 40.83
0.500 40.67
0.382 40.50
LOW 39.96
0.618 39.09
1.000 38.55
1.618 37.68
2.618 36.27
4.250 33.97
Fisher Pivots for day following 29-Mar-2016
Pivot 1 day 3 day
R1 40.67 41.00
PP 40.55 40.77
S1 40.44 40.55

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

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