NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 07-Mar-2016
Day Change Summary
Previous Current
04-Mar-2016 07-Mar-2016 Change Change % Previous Week
Open 39.17 40.94 1.77 4.5% 37.66
High 40.78 42.69 1.91 4.7% 40.78
Low 38.89 40.82 1.93 5.0% 37.15
Close 40.53 42.56 2.03 5.0% 40.53
Range 1.89 1.87 -0.02 -1.1% 3.63
ATR 1.71 1.74 0.03 1.9% 0.00
Volume 15,582 26,359 10,777 69.2% 108,482
Daily Pivots for day following 07-Mar-2016
Classic Woodie Camarilla DeMark
R4 47.63 46.97 43.59
R3 45.76 45.10 43.07
R2 43.89 43.89 42.90
R1 43.23 43.23 42.73 43.56
PP 42.02 42.02 42.02 42.19
S1 41.36 41.36 42.39 41.69
S2 40.15 40.15 42.22
S3 38.28 39.49 42.05
S4 36.41 37.62 41.53
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 42.69 38.00 4.69 11.0% 1.40 3.3% 97% True False 23,581
10 42.69 35.52 7.17 16.8% 1.60 3.8% 98% True False 21,621
20 42.69 33.98 8.71 20.5% 1.74 4.1% 99% True False 21,105
40 42.69 32.22 10.47 24.6% 1.79 4.2% 99% True False 17,615
60 44.29 32.22 12.07 28.4% 1.58 3.7% 86% False False 13,642
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.64
2.618 47.59
1.618 45.72
1.000 44.56
0.618 43.85
HIGH 42.69
0.618 41.98
0.500 41.76
0.382 41.53
LOW 40.82
0.618 39.66
1.000 38.95
1.618 37.79
2.618 35.92
4.250 32.87
Fisher Pivots for day following 07-Mar-2016
Pivot 1 day 3 day
R1 42.29 41.87
PP 42.02 41.19
S1 41.76 40.50

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

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