NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 21-Mar-2016
Day Change Summary
Previous Current
18-Mar-2016 21-Mar-2016 Change Change % Previous Week
Open 43.63 43.27 -0.36 -0.8% 42.50
High 44.35 43.95 -0.40 -0.9% 44.35
Low 43.27 42.85 -0.42 -1.0% 40.44
Close 43.46 43.82 0.36 0.8% 43.46
Range 1.08 1.10 0.02 1.9% 3.91
ATR 1.56 1.53 -0.03 -2.1% 0.00
Volume 44,066 28,732 -15,334 -34.8% 170,194
Daily Pivots for day following 21-Mar-2016
Classic Woodie Camarilla DeMark
R4 46.84 46.43 44.43
R3 45.74 45.33 44.12
R2 44.64 44.64 44.02
R1 44.23 44.23 43.92 44.44
PP 43.54 43.54 43.54 43.64
S1 43.13 43.13 43.72 43.34
S2 42.44 42.44 43.62
S3 41.34 42.03 43.52
S4 40.24 40.93 43.22
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 54.48 52.88 45.61
R3 50.57 48.97 44.54
R2 46.66 46.66 44.18
R1 45.06 45.06 43.82 45.86
PP 42.75 42.75 42.75 43.15
S1 41.15 41.15 43.10 41.95
S2 38.84 38.84 42.74
S3 34.93 37.24 42.38
S4 31.02 33.33 41.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.35 40.44 3.91 8.9% 1.26 2.9% 86% False False 35,595
10 44.35 40.44 3.91 8.9% 1.35 3.1% 86% False False 33,135
20 44.35 36.21 8.14 18.6% 1.45 3.3% 93% False False 29,504
40 44.35 34.69 9.66 22.0% 1.67 3.8% 95% False False 27,086
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.63
2.618 46.83
1.618 45.73
1.000 45.05
0.618 44.63
HIGH 43.95
0.618 43.53
0.500 43.40
0.382 43.27
LOW 42.85
0.618 42.17
1.000 41.75
1.618 41.07
2.618 39.97
4.250 38.18
Fisher Pivots for day following 21-Mar-2016
Pivot 1 day 3 day
R1 43.68 43.67
PP 43.54 43.52
S1 43.40 43.38

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

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