NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 28-Mar-2016
Day Change Summary
Previous Current
24-Mar-2016 28-Mar-2016 Change Change % Previous Week
Open 42.40 42.64 0.24 0.6% 43.27
High 42.69 43.02 0.33 0.8% 44.28
Low 41.50 41.75 0.25 0.6% 41.50
Close 42.44 42.26 -0.18 -0.4% 42.44
Range 1.19 1.27 0.08 6.7% 2.78
ATR 1.47 1.46 -0.01 -1.0% 0.00
Volume 24,578 8,487 -16,091 -65.5% 106,548
Daily Pivots for day following 28-Mar-2016
Classic Woodie Camarilla DeMark
R4 46.15 45.48 42.96
R3 44.88 44.21 42.61
R2 43.61 43.61 42.49
R1 42.94 42.94 42.38 42.64
PP 42.34 42.34 42.34 42.20
S1 41.67 41.67 42.14 41.37
S2 41.07 41.07 42.03
S3 39.80 40.40 41.91
S4 38.53 39.13 41.56
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 51.08 49.54 43.97
R3 48.30 46.76 43.20
R2 45.52 45.52 42.95
R1 43.98 43.98 42.69 43.36
PP 42.74 42.74 42.74 42.43
S1 41.20 41.20 42.19 40.58
S2 39.96 39.96 41.93
S3 37.18 38.42 41.68
S4 34.40 35.64 40.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.28 41.50 2.78 6.6% 1.17 2.8% 27% False False 23,007
10 44.35 40.44 3.91 9.3% 1.24 2.9% 47% False False 28,522
20 44.35 37.78 6.57 15.5% 1.33 3.1% 68% False False 29,433
40 44.35 34.69 9.66 22.9% 1.55 3.7% 78% False False 27,534
60 44.35 32.85 11.50 27.2% 1.63 3.9% 82% False False 22,612
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 48.42
2.618 46.34
1.618 45.07
1.000 44.29
0.618 43.80
HIGH 43.02
0.618 42.53
0.500 42.39
0.382 42.24
LOW 41.75
0.618 40.97
1.000 40.48
1.618 39.70
2.618 38.43
4.250 36.35
Fisher Pivots for day following 28-Mar-2016
Pivot 1 day 3 day
R1 42.39 42.69
PP 42.34 42.55
S1 42.30 42.40

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

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