NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 23-Mar-2016
Day Change Summary
Previous Current
22-Mar-2016 23-Mar-2016 Change Change % Previous Week
Open 41.59 41.19 -0.40 -1.0% 39.85
High 41.90 41.34 -0.56 -1.3% 42.49
Low 40.77 39.67 -1.10 -2.7% 37.71
Close 41.45 39.79 -1.66 -4.0% 41.14
Range 1.13 1.67 0.54 47.8% 4.78
ATR 1.74 1.75 0.00 0.2% 0.00
Volume 463,693 492,003 28,310 6.1% 1,964,731
Daily Pivots for day following 23-Mar-2016
Classic Woodie Camarilla DeMark
R4 45.28 44.20 40.71
R3 43.61 42.53 40.25
R2 41.94 41.94 40.10
R1 40.86 40.86 39.94 40.57
PP 40.27 40.27 40.27 40.12
S1 39.19 39.19 39.64 38.90
S2 38.60 38.60 39.48
S3 36.93 37.52 39.33
S4 35.26 35.85 38.87
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 39.67 2.82 7.1% 1.47 3.7% 4% False True 509,934
10 42.49 37.71 4.78 12.0% 1.46 3.7% 44% False False 397,008
20 42.49 33.03 9.46 23.8% 1.63 4.1% 71% False False 300,470
40 42.49 30.67 11.82 29.7% 1.91 4.8% 77% False False 215,826
60 42.49 29.85 12.64 31.8% 1.91 4.8% 79% False False 159,408
80 47.11 29.85 17.26 43.4% 1.77 4.5% 58% False False 125,213
100 51.63 29.85 21.78 54.7% 1.69 4.2% 46% False False 102,893
120 53.22 29.85 23.37 58.7% 1.63 4.1% 43% False False 87,249
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.27
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 48.44
2.618 45.71
1.618 44.04
1.000 43.01
0.618 42.37
HIGH 41.34
0.618 40.70
0.500 40.51
0.382 40.31
LOW 39.67
0.618 38.64
1.000 38.00
1.618 36.97
2.618 35.30
4.250 32.57
Fisher Pivots for day following 23-Mar-2016
Pivot 1 day 3 day
R1 40.51 40.79
PP 40.27 40.45
S1 40.03 40.12

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

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