NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 09-Mar-2016
Day Change Summary
Previous Current
08-Mar-2016 09-Mar-2016 Change Change % Previous Week
Open 42.35 40.85 -1.50 -3.5% 37.66
High 42.92 42.68 -0.24 -0.6% 40.78
Low 40.76 40.85 0.09 0.2% 37.15
Close 41.11 42.47 1.36 3.3% 40.53
Range 2.16 1.83 -0.33 -15.3% 3.63
ATR 1.77 1.78 0.00 0.2% 0.00
Volume 22,399 24,961 2,562 11.4% 108,482
Daily Pivots for day following 09-Mar-2016
Classic Woodie Camarilla DeMark
R4 47.49 46.81 43.48
R3 45.66 44.98 42.97
R2 43.83 43.83 42.81
R1 43.15 43.15 42.64 43.49
PP 42.00 42.00 42.00 42.17
S1 41.32 41.32 42.30 41.66
S2 40.17 40.17 42.13
S3 38.34 39.49 41.97
S4 36.51 37.66 41.46
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 42.92 38.31 4.61 10.9% 1.74 4.1% 90% False False 23,969
10 42.92 36.23 6.69 15.8% 1.63 3.8% 93% False False 23,073
20 42.92 33.98 8.94 21.1% 1.73 4.1% 95% False False 20,984
40 42.92 32.22 10.70 25.2% 1.81 4.3% 96% False False 18,418
60 43.30 32.22 11.08 26.1% 1.62 3.8% 93% False False 13,905
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 50.46
2.618 47.47
1.618 45.64
1.000 44.51
0.618 43.81
HIGH 42.68
0.618 41.98
0.500 41.77
0.382 41.55
LOW 40.85
0.618 39.72
1.000 39.02
1.618 37.89
2.618 36.06
4.250 33.07
Fisher Pivots for day following 09-Mar-2016
Pivot 1 day 3 day
R1 42.24 42.26
PP 42.00 42.05
S1 41.77 41.84

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

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