NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 15-Mar-2016
Day Change Summary
Previous Current
14-Mar-2016 15-Mar-2016 Change Change % Previous Week
Open 41.98 41.22 -0.76 -1.8% 40.94
High 42.12 41.26 -0.86 -2.0% 42.92
Low 40.77 39.97 -0.80 -2.0% 40.76
Close 41.07 40.33 -0.74 -1.8% 42.20
Range 1.35 1.29 -0.06 -4.4% 2.16
ATR 1.66 1.63 -0.03 -1.6% 0.00
Volume 19,318 19,567 249 1.3% 139,291
Daily Pivots for day following 15-Mar-2016
Classic Woodie Camarilla DeMark
R4 44.39 43.65 41.04
R3 43.10 42.36 40.68
R2 41.81 41.81 40.57
R1 41.07 41.07 40.45 40.80
PP 40.52 40.52 40.52 40.38
S1 39.78 39.78 40.21 39.51
S2 39.23 39.23 40.09
S3 37.94 38.49 39.98
S4 36.65 37.20 39.62
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 42.68 39.97 2.71 6.7% 1.29 3.2% 13% False True 25,883
10 42.92 38.00 4.92 12.2% 1.45 3.6% 47% False False 24,408
20 42.92 35.52 7.40 18.3% 1.58 3.9% 65% False False 22,093
40 42.92 32.22 10.70 26.5% 1.76 4.4% 76% False False 20,129
60 43.12 32.22 10.90 27.0% 1.60 4.0% 74% False False 15,199
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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.74
2.618 44.64
1.618 43.35
1.000 42.55
0.618 42.06
HIGH 41.26
0.618 40.77
0.500 40.62
0.382 40.46
LOW 39.97
0.618 39.17
1.000 38.68
1.618 37.88
2.618 36.59
4.250 34.49
Fisher Pivots for day following 15-Mar-2016
Pivot 1 day 3 day
R1 40.62 41.23
PP 40.52 40.93
S1 40.43 40.63

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

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