NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 02-Mar-2016
Day Change Summary
Previous Current
01-Mar-2016 02-Mar-2016 Change Change % Previous Week
Open 38.26 38.53 0.27 0.7% 36.40
High 39.11 39.24 0.13 0.3% 39.17
Low 38.03 38.00 -0.03 -0.1% 35.52
Close 38.75 38.80 0.05 0.1% 37.43
Range 1.08 1.24 0.16 14.8% 3.65
ATR 1.80 1.76 -0.04 -2.2% 0.00
Volume 25,639 19,778 -5,861 -22.9% 108,587
Daily Pivots for day following 02-Mar-2016
Classic Woodie Camarilla DeMark
R4 42.40 41.84 39.48
R3 41.16 40.60 39.14
R2 39.92 39.92 39.03
R1 39.36 39.36 38.91 39.64
PP 38.68 38.68 38.68 38.82
S1 38.12 38.12 38.69 38.40
S2 37.44 37.44 38.57
S3 36.20 36.88 38.46
S4 34.96 35.64 38.12
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 48.32 46.53 39.44
R3 44.67 42.88 38.43
R2 41.02 41.02 38.10
R1 39.23 39.23 37.76 40.13
PP 37.37 37.37 37.37 37.82
S1 35.58 35.58 37.10 36.48
S2 33.72 33.72 36.76
S3 30.07 31.93 36.43
S4 26.42 28.28 35.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.24 36.23 3.01 7.8% 1.51 3.9% 85% True False 22,177
10 39.24 35.52 3.72 9.6% 1.59 4.1% 88% True False 19,954
20 39.24 33.98 5.26 13.6% 1.76 4.5% 92% True False 20,734
40 42.20 32.22 9.98 25.7% 1.79 4.6% 66% False False 16,247
60 47.24 32.22 15.02 38.7% 1.58 4.1% 44% False False 13,099
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.51
2.618 42.49
1.618 41.25
1.000 40.48
0.618 40.01
HIGH 39.24
0.618 38.77
0.500 38.62
0.382 38.47
LOW 38.00
0.618 37.23
1.000 36.76
1.618 35.99
2.618 34.75
4.250 32.73
Fisher Pivots for day following 02-Mar-2016
Pivot 1 day 3 day
R1 38.74 38.60
PP 38.68 38.40
S1 38.62 38.20

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

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