NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 08-Mar-2016

Day Change Summary
	Previous	Current
	07-Mar-2016	08-Mar-2016	Change	Change %	Previous Week
Open	41.28	42.91	1.63	3.9%	38.20
High	43.20	43.37	0.17	0.4%	41.31
Low	41.28	41.25	-0.03	-0.1%	37.78
Close	43.06	41.61	-1.45	-3.4%	41.07
Range	1.92	2.12	0.20	10.4%	3.53
ATR	1.72	1.74	0.03	1.7%	0.00
Volume	36,360	28,604	-7,756	-21.3%	134,661

Daily Pivots for day following 08-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	48.44	47.14	42.78
R3	46.32	45.02	42.19
R2	44.20	44.20	42.00
R1	42.90	42.90	41.80	42.49
PP	42.08	42.08	42.08	41.87
S1	40.78	40.78	41.42	40.37
S2	39.96	39.96	41.22
S3	37.84	38.66	41.03
S4	35.72	36.54	40.44

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	50.64	49.39	43.01
R3	47.11	45.86	42.04
R2	43.58	43.58	41.72
R1	42.33	42.33	41.39	42.96
PP	40.05	40.05	40.05	40.37
S1	38.80	38.80	40.75	39.43
S2	36.52	36.52	40.42
S3	32.99	35.27	40.10
S4	29.46	31.74	39.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.37	38.62	4.75	11.4%	1.58	3.8%	63%	True	False	29,397
10	43.37	36.21	7.16	17.2%	1.59	3.8%	75%	True	False	26,729
20	43.37	34.69	8.68	20.9%	1.76	4.2%	80%	True	False	25,964
40	43.37	32.85	10.52	25.3%	1.80	4.3%	83%	True	False	22,694

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	52.38
2.618	48.92
1.618	46.80
1.000	45.49
0.618	44.68
HIGH	43.37
0.618	42.56
0.500	42.31
0.382	42.06
LOW	41.25
0.618	39.94
1.000	39.13
1.618	37.82
2.618	35.70
4.250	32.24

Fisher Pivots for day following 08-Mar-2016
Pivot	1 day	3 day
R1	42.31	41.55
PP	42.08	41.48
S1	41.84	41.42

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols