NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 08-Mar-2016

Day Change Summary
	Previous	Current
	07-Mar-2016	08-Mar-2016	Change	Change %	Previous Week
Open	38.00	39.80	1.80	4.7%	34.55
High	39.98	40.32	0.34	0.9%	38.15
Low	38.00	38.03	0.03	0.1%	34.22
Close	39.82	38.42	-1.40	-3.5%	37.75
Range	1.98	2.29	0.31	15.7%	3.93
ATR	1.96	1.98	0.02	1.2%	0.00
Volume	289,860	287,390	-2,470	-0.9%	816,143

Daily Pivots for day following 08-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	45.79	44.40	39.68
R3	43.50	42.11	39.05
R2	41.21	41.21	38.84
R1	39.82	39.82	38.63	39.37
PP	38.92	38.92	38.92	38.70
S1	37.53	37.53	38.21	37.08
S2	36.63	36.63	38.00
S3	34.34	35.24	37.79
S4	32.05	32.95	37.16

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	40.32	35.30	5.02	13.1%	1.76	4.6%	62%	True	False	216,552
10	40.32	32.42	7.90	20.6%	1.78	4.6%	76%	True	False	186,665
20	40.32	30.67	9.65	25.1%	1.99	5.2%	80%	True	False	169,250
40	40.32	29.85	10.47	27.3%	2.10	5.5%	82%	True	False	126,036
60	42.11	29.85	12.26	31.9%	1.85	4.8%	70%	False	False	91,840
80	48.35	29.85	18.50	48.2%	1.76	4.6%	46%	False	False	73,570
100	51.63	29.85	21.78	56.7%	1.65	4.3%	39%	False	False	60,765
120	53.22	29.85	23.37	60.8%	1.61	4.2%	37%	False	False	51,799

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.44
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	50.05
2.618	46.32
1.618	44.03
1.000	42.61
0.618	41.74
HIGH	40.32
0.618	39.45
0.500	39.18
0.382	38.90
LOW	38.03
0.618	36.61
1.000	35.74
1.618	34.32
2.618	32.03
4.250	28.30

Fisher Pivots for day following 08-Mar-2016
Pivot	1 day	3 day
R1	39.18	38.37
PP	38.92	38.31
S1	38.67	38.26

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