NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 10-Mar-2016
Day Change Summary
Previous Current
09-Mar-2016 10-Mar-2016 Change Change % Previous Week
Open 41.42 42.62 1.20 2.9% 38.20
High 43.11 42.85 -0.26 -0.6% 41.31
Low 41.30 41.78 0.48 1.2% 37.78
Close 42.93 42.09 -0.84 -2.0% 41.07
Range 1.81 1.07 -0.74 -40.9% 3.53
ATR 1.75 1.71 -0.04 -2.4% 0.00
Volume 31,547 38,781 7,234 22.9% 134,661
Daily Pivots for day following 10-Mar-2016
Classic Woodie Camarilla DeMark
R4 45.45 44.84 42.68
R3 44.38 43.77 42.38
R2 43.31 43.31 42.29
R1 42.70 42.70 42.19 42.47
PP 42.24 42.24 42.24 42.13
S1 41.63 41.63 41.99 41.40
S2 41.17 41.17 41.89
S3 40.10 40.56 41.80
S4 39.03 39.49 41.50
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 39.46 3.91 9.3% 1.75 4.2% 67% False False 30,929
10 43.37 37.78 5.59 13.3% 1.52 3.6% 77% False False 30,133
20 43.37 34.69 8.68 20.6% 1.68 4.0% 85% False False 25,995
40 43.37 32.85 10.52 25.0% 1.78 4.2% 88% False False 23,806
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.30
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 47.40
2.618 45.65
1.618 44.58
1.000 43.92
0.618 43.51
HIGH 42.85
0.618 42.44
0.500 42.32
0.382 42.19
LOW 41.78
0.618 41.12
1.000 40.71
1.618 40.05
2.618 38.98
4.250 37.23
Fisher Pivots for day following 10-Mar-2016
Pivot 1 day 3 day
R1 42.32 42.31
PP 42.24 42.24
S1 42.17 42.16

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

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