NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 07-Mar-2016
Day Change Summary
Previous Current
04-Mar-2016 07-Mar-2016 Change Change % Previous Week
Open 40.14 41.95 1.81 4.5% 38.70
High 41.73 43.47 1.74 4.2% 41.73
Low 40.03 41.86 1.83 4.6% 38.70
Close 41.54 43.47 1.93 4.6% 41.54
Range 1.70 1.61 -0.09 -5.3% 3.03
ATR 1.54 1.57 0.03 1.8% 0.00
Volume 6,592 13,273 6,681 101.4% 49,761
Daily Pivots for day following 07-Mar-2016
Classic Woodie Camarilla DeMark
R4 47.76 47.23 44.36
R3 46.15 45.62 43.91
R2 44.54 44.54 43.77
R1 44.01 44.01 43.62 44.28
PP 42.93 42.93 42.93 43.07
S1 42.40 42.40 43.32 42.67
S2 41.32 41.32 43.17
S3 39.71 40.79 43.03
S4 38.10 39.18 42.58
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 49.75 48.67 43.21
R3 46.72 45.64 42.37
R2 43.69 43.69 42.10
R1 42.61 42.61 41.82 43.15
PP 40.66 40.66 40.66 40.93
S1 39.58 39.58 41.26 40.12
S2 37.63 37.63 40.98
S3 34.60 36.55 40.71
S4 31.57 33.52 39.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.47 39.12 4.35 10.0% 1.19 2.7% 100% True False 10,723
10 43.47 36.98 6.49 14.9% 1.32 3.0% 100% True False 9,129
20 43.47 35.44 8.03 18.5% 1.55 3.6% 100% True False 10,733
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 False
Bull Hook False
Stretch 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.31
2.618 47.68
1.618 46.07
1.000 45.08
0.618 44.46
HIGH 43.47
0.618 42.85
0.500 42.67
0.382 42.48
LOW 41.86
0.618 40.87
1.000 40.25
1.618 39.26
2.618 37.65
4.250 35.02
Fisher Pivots for day following 07-Mar-2016
Pivot 1 day 3 day
R1 43.20 42.78
PP 42.93 42.08
S1 42.67 41.39

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

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