NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 04-Mar-2016
Day Change Summary
Previous Current
03-Mar-2016 04-Mar-2016 Change Change % Previous Week
Open 38.92 39.17 0.25 0.6% 37.66
High 39.24 40.78 1.54 3.9% 40.78
Low 38.31 38.89 0.58 1.5% 37.15
Close 38.98 40.53 1.55 4.0% 40.53
Range 0.93 1.89 0.96 103.2% 3.63
ATR 1.70 1.71 0.01 0.8% 0.00
Volume 30,547 15,582 -14,965 -49.0% 108,482
Daily Pivots for day following 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 45.74 45.02 41.57
R3 43.85 43.13 41.05
R2 41.96 41.96 40.88
R1 41.24 41.24 40.70 41.60
PP 40.07 40.07 40.07 40.25
S1 39.35 39.35 40.36 39.71
S2 38.18 38.18 40.18
S3 36.29 37.46 40.01
S4 34.40 35.57 39.49
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 50.38 49.08 42.53
R3 46.75 45.45 41.53
R2 43.12 43.12 41.20
R1 41.82 41.82 40.86 42.47
PP 39.49 39.49 39.49 39.81
S1 38.19 38.19 40.20 38.84
S2 35.86 35.86 39.86
S3 32.23 34.56 39.53
S4 28.60 30.93 38.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.78 37.15 3.63 9.0% 1.33 3.3% 93% True False 21,696
10 40.78 35.52 5.26 13.0% 1.56 3.9% 95% True False 21,706
20 40.78 33.98 6.80 16.8% 1.70 4.2% 96% True False 20,879
40 40.78 32.22 8.56 21.1% 1.79 4.4% 97% True False 17,112
60 44.29 32.22 12.07 29.8% 1.57 3.9% 69% False False 13,451
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 48.81
2.618 45.73
1.618 43.84
1.000 42.67
0.618 41.95
HIGH 40.78
0.618 40.06
0.500 39.84
0.382 39.61
LOW 38.89
0.618 37.72
1.000 37.00
1.618 35.83
2.618 33.94
4.250 30.86
Fisher Pivots for day following 04-Mar-2016
Pivot 1 day 3 day
R1 40.30 40.15
PP 40.07 39.77
S1 39.84 39.39

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

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