NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 14-Mar-2016
Day Change Summary
Previous Current
11-Mar-2016 14-Mar-2016 Change Change % Previous Week
Open 41.96 41.98 0.02 0.0% 40.94
High 42.49 42.12 -0.37 -0.9% 42.92
Low 41.66 40.77 -0.89 -2.1% 40.76
Close 42.20 41.07 -1.13 -2.7% 42.20
Range 0.83 1.35 0.52 62.7% 2.16
ATR 1.68 1.66 -0.02 -1.0% 0.00
Volume 30,762 19,318 -11,444 -37.2% 139,291
Daily Pivots for day following 14-Mar-2016
Classic Woodie Camarilla DeMark
R4 45.37 44.57 41.81
R3 44.02 43.22 41.44
R2 42.67 42.67 41.32
R1 41.87 41.87 41.19 41.60
PP 41.32 41.32 41.32 41.18
S1 40.52 40.52 40.95 40.25
S2 39.97 39.97 40.82
S3 38.62 39.17 40.70
S4 37.27 37.82 40.33
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 48.44 47.48 43.39
R3 46.28 45.32 42.79
R2 44.12 44.12 42.60
R1 43.16 43.16 42.40 43.64
PP 41.96 41.96 41.96 42.20
S1 41.00 41.00 42.00 41.48
S2 39.80 39.80 41.80
S3 37.64 38.84 41.61
S4 35.48 36.68 41.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.92 40.76 2.16 5.3% 1.46 3.6% 14% False False 26,450
10 42.92 38.00 4.92 12.0% 1.43 3.5% 62% False False 25,015
20 42.92 35.52 7.40 18.0% 1.66 4.1% 75% False False 22,053
40 42.92 32.22 10.70 26.1% 1.77 4.3% 83% False False 19,768
60 43.12 32.22 10.90 26.5% 1.60 3.9% 81% False False 14,931
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.86
2.618 45.65
1.618 44.30
1.000 43.47
0.618 42.95
HIGH 42.12
0.618 41.60
0.500 41.45
0.382 41.29
LOW 40.77
0.618 39.94
1.000 39.42
1.618 38.59
2.618 37.24
4.250 35.03
Fisher Pivots for day following 14-Mar-2016
Pivot 1 day 3 day
R1 41.45 41.63
PP 41.32 41.44
S1 41.20 41.26

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

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