NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 24-Mar-2016
Day Change Summary
Previous Current
23-Mar-2016 24-Mar-2016 Change Change % Previous Week
Open 43.35 41.98 -1.37 -3.2% 41.98
High 43.41 42.22 -1.19 -2.7% 44.09
Low 42.12 41.00 -1.12 -2.7% 39.97
Close 42.22 41.98 -0.24 -0.6% 43.11
Range 1.29 1.22 -0.07 -5.4% 4.12
ATR 1.53 1.51 -0.02 -1.4% 0.00
Volume 21,245 20,861 -384 -1.8% 127,478
Daily Pivots for day following 24-Mar-2016
Classic Woodie Camarilla DeMark
R4 45.39 44.91 42.65
R3 44.17 43.69 42.32
R2 42.95 42.95 42.20
R1 42.47 42.47 42.09 42.59
PP 41.73 41.73 41.73 41.80
S1 41.25 41.25 41.87 41.37
S2 40.51 40.51 41.76
S3 39.29 40.03 41.64
S4 38.07 38.81 41.31
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 54.75 53.05 45.38
R3 50.63 48.93 44.24
R2 46.51 46.51 43.87
R1 44.81 44.81 43.49 45.66
PP 42.39 42.39 42.39 42.82
S1 40.69 40.69 42.73 41.54
S2 38.27 38.27 42.35
S3 34.15 36.57 41.98
S4 30.03 32.45 40.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.09 41.00 3.09 7.4% 1.17 2.8% 32% False True 24,897
10 44.09 39.97 4.12 9.8% 1.23 2.9% 49% False False 24,711
20 44.09 37.15 6.94 16.5% 1.39 3.3% 70% False False 24,660
40 44.09 33.98 10.11 24.1% 1.60 3.8% 79% False False 22,200
60 44.09 32.22 11.87 28.3% 1.64 3.9% 82% False False 17,760
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.41
2.618 45.41
1.618 44.19
1.000 43.44
0.618 42.97
HIGH 42.22
0.618 41.75
0.500 41.61
0.382 41.47
LOW 41.00
0.618 40.25
1.000 39.78
1.618 39.03
2.618 37.81
4.250 35.82
Fisher Pivots for day following 24-Mar-2016
Pivot 1 day 3 day
R1 41.86 42.45
PP 41.73 42.29
S1 41.61 42.14

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

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