NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 31-Mar-2016
Day Change Summary
Previous Current
30-Mar-2016 31-Mar-2016 Change Change % Previous Week
Open 41.74 41.50 -0.24 -0.6% 43.27
High 42.90 42.44 -0.46 -1.1% 44.28
Low 41.54 41.14 -0.40 -1.0% 41.50
Close 41.74 41.90 0.16 0.4% 42.44
Range 1.36 1.30 -0.06 -4.4% 2.78
ATR 1.45 1.44 -0.01 -0.7% 0.00
Volume 21,811 27,171 5,360 24.6% 106,548
Daily Pivots for day following 31-Mar-2016
Classic Woodie Camarilla DeMark
R4 45.73 45.11 42.62
R3 44.43 43.81 42.26
R2 43.13 43.13 42.14
R1 42.51 42.51 42.02 42.82
PP 41.83 41.83 41.83 41.98
S1 41.21 41.21 41.78 41.52
S2 40.53 40.53 41.66
S3 39.23 39.91 41.54
S4 37.93 38.61 41.19
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 43.02 41.04 1.98 4.7% 1.28 3.1% 43% False False 20,104
10 44.35 41.04 3.31 7.9% 1.24 2.9% 26% False False 27,232
20 44.35 38.82 5.53 13.2% 1.34 3.2% 56% False False 28,529
40 44.35 34.69 9.66 23.1% 1.53 3.7% 75% False False 27,283
60 44.35 32.85 11.50 27.4% 1.63 3.9% 79% False False 23,367
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 True
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.97
2.618 45.84
1.618 44.54
1.000 43.74
0.618 43.24
HIGH 42.44
0.618 41.94
0.500 41.79
0.382 41.64
LOW 41.14
0.618 40.34
1.000 39.84
1.618 39.04
2.618 37.74
4.250 35.62
Fisher Pivots for day following 31-Mar-2016
Pivot 1 day 3 day
R1 41.86 41.97
PP 41.83 41.95
S1 41.79 41.92

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

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