NYMEX Light Sweet Crude Oil Future April 2016

Trading Metrics calculated at close of trading on 14-Mar-2016

Day Change Summary
	Previous	Current
	11-Mar-2016	14-Mar-2016	Change	Change %	Previous Week
Open	37.99	38.17	0.18	0.5%	36.20
High	39.02	38.77	-0.25	-0.6%	39.02
Low	37.92	36.68	-1.24	-3.3%	36.09
Close	38.50	37.18	-1.32	-3.4%	38.50
Range	1.10	2.09	0.99	90.0%	2.93
ATR	1.93	1.94	0.01	0.6%	0.00
Volume	564,791	489,938	-74,853	-13.3%	3,423,661

Daily Pivots for day following 14-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	43.81	42.59	38.33
R3	41.72	40.50	37.75
R2	39.63	39.63	37.56
R1	38.41	38.41	37.37	37.98
PP	37.54	37.54	37.54	37.33
S1	36.32	36.32	36.99	35.89
S2	35.45	35.45	36.80
S3	33.36	34.23	36.61
S4	31.27	32.14	36.03

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	46.66	45.51	40.11
R3	43.73	42.58	39.31
R2	40.80	40.80	39.04
R1	39.65	39.65	38.77	40.23
PP	37.87	37.87	37.87	38.16
S1	36.72	36.72	38.23	37.30
S2	34.94	34.94	37.96
S3	32.01	33.79	37.69
S4	29.08	30.86	36.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	39.02	36.12	2.90	7.8%	1.80	4.8%	37%	False	False	640,745
10	39.02	33.37	5.65	15.2%	1.71	4.6%	67%	False	False	616,891
20	39.02	30.56	8.46	22.8%	1.95	5.2%	78%	False	False	576,758
40	39.02	28.74	10.28	27.6%	2.13	5.7%	82%	False	False	403,315
60	40.50	28.74	11.76	31.6%	1.92	5.2%	72%	False	False	288,031
80	46.78	28.74	18.04	48.5%	1.82	4.9%	47%	False	False	224,462
100	51.29	28.74	22.55	60.7%	1.74	4.7%	37%	False	False	183,085
120	53.35	28.74	24.61	66.2%	1.70	4.6%	34%	False	False	154,342

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	0.33
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	47.65
2.618	44.24
1.618	42.15
1.000	40.86
0.618	40.06
HIGH	38.77
0.618	37.97
0.500	37.73
0.382	37.48
LOW	36.68
0.618	35.39
1.000	34.59
1.618	33.30
2.618	31.21
4.250	27.80

Fisher Pivots for day following 14-Mar-2016
Pivot	1 day	3 day
R1	37.73	37.85
PP	37.54	37.63
S1	37.36	37.40

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols