NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 22-Mar-2016

Day Change Summary
	Previous	Current
	21-Mar-2016	22-Mar-2016	Change	Change %	Previous Week
Open	41.07	41.59	0.52	1.3%	39.85
High	41.80	41.90	0.10	0.2%	42.49
Low	40.41	40.77	0.36	0.9%	37.71
Close	41.52	41.45	-0.07	-0.2%	41.14
Range	1.39	1.13	-0.26	-18.7%	4.78
ATR	1.79	1.74	-0.05	-2.6%	0.00
Volume	479,337	463,693	-15,644	-3.3%	1,964,731

Daily Pivots for day following 22-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	44.76	44.24	42.07
R3	43.63	43.11	41.76
R2	42.50	42.50	41.66
R1	41.98	41.98	41.55	41.68
PP	41.37	41.37	41.37	41.22
S1	40.85	40.85	41.35	40.55
S2	40.24	40.24	41.24
S3	39.11	39.72	41.14
S4	37.98	38.59	40.83

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.79	52.74	43.77
R3	50.01	47.96	42.45
R2	45.23	45.23	42.02
R1	43.18	43.18	41.58	44.21
PP	40.45	40.45	40.45	40.96
S1	38.40	38.40	40.70	39.43
S2	35.67	35.67	40.26
S3	30.89	33.62	39.83
S4	26.11	28.84	38.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.49	38.39	4.10	9.9%	1.49	3.6%	75%	False	False	486,441
10	42.49	37.71	4.78	11.5%	1.50	3.6%	78%	False	False	381,301
20	42.49	32.42	10.07	24.3%	1.64	4.0%	90%	False	False	283,983
40	42.49	30.67	11.82	28.5%	1.94	4.7%	91%	False	False	205,441
60	42.49	29.85	12.64	30.5%	1.90	4.6%	92%	False	False	151,440
80	47.36	29.85	17.51	42.2%	1.77	4.3%	66%	False	False	119,287
100	51.63	29.85	21.78	52.5%	1.70	4.1%	53%	False	False	98,122
120	53.22	29.85	23.37	56.4%	1.63	3.9%	50%	False	False	83,186

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	46.70
2.618	44.86
1.618	43.73
1.000	43.03
0.618	42.60
HIGH	41.90
0.618	41.47
0.500	41.34
0.382	41.20
LOW	40.77
0.618	40.07
1.000	39.64
1.618	38.94
2.618	37.81
4.250	35.97

Fisher Pivots for day following 22-Mar-2016
Pivot	1 day	3 day
R1	41.41	41.45
PP	41.37	41.45
S1	41.34	41.45

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