NYMEX Light Sweet Crude Oil Future May 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 36.39 38.00 1.61 4.4% 34.55
High 38.15 39.98 1.83 4.8% 38.15
Low 36.19 38.00 1.81 5.0% 34.22
Close 37.75 39.82 2.07 5.5% 37.75
Range 1.96 1.98 0.02 1.0% 3.93
ATR 1.94 1.96 0.02 1.1% 0.00
Volume 151,706 289,860 138,154 91.1% 816,143
Daily Pivots for day following 07-Mar-2016
Classic Woodie Camarilla DeMark
R4 45.21 44.49 40.91
R3 43.23 42.51 40.36
R2 41.25 41.25 40.18
R1 40.53 40.53 40.00 40.89
PP 39.27 39.27 39.27 39.45
S1 38.55 38.55 39.64 38.91
S2 37.29 37.29 39.46
S3 35.31 36.57 39.28
S4 33.33 34.59 38.73
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 48.50 47.05 39.91
R3 44.57 43.12 38.83
R2 40.64 40.64 38.47
R1 39.19 39.19 38.11 39.92
PP 36.71 36.71 36.71 37.07
S1 35.26 35.26 37.39 35.99
S2 32.78 32.78 37.03
S3 28.85 31.33 36.67
S4 24.92 27.40 35.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.98 35.18 4.80 12.1% 1.57 3.9% 97% True False 194,754
10 39.98 32.42 7.56 19.0% 1.77 4.4% 98% True False 170,267
20 39.98 30.67 9.31 23.4% 1.96 4.9% 98% True False 161,309
40 39.98 29.85 10.13 25.4% 2.08 5.2% 98% True False 119,875
60 42.98 29.85 13.13 33.0% 1.85 4.6% 76% False False 87,517
80 48.60 29.85 18.75 47.1% 1.74 4.4% 53% False False 70,111
100 51.63 29.85 21.78 54.7% 1.63 4.1% 46% False False 57,992
120 53.22 29.85 23.37 58.7% 1.60 4.0% 43% False False 49,461
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 0.41
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 48.40
2.618 45.16
1.618 43.18
1.000 41.96
0.618 41.20
HIGH 39.98
0.618 39.22
0.500 38.99
0.382 38.76
LOW 38.00
0.618 36.78
1.000 36.02
1.618 34.80
2.618 32.82
4.250 29.59
Fisher Pivots for day following 07-Mar-2016
Pivot 1 day 3 day
R1 39.54 39.18
PP 39.27 38.54
S1 38.99 37.90

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

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