NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 30-Mar-2016

Day Change Summary
	Previous	Current
	29-Mar-2016	30-Mar-2016	Change	Change %	Previous Week
Open	39.32	38.52	-0.80	-2.0%	41.07
High	39.48	39.85	0.37	0.9%	41.90
Low	37.91	38.14	0.23	0.6%	38.33
Close	38.28	38.32	0.04	0.1%	39.46
Range	1.57	1.71	0.14	8.9%	3.57
ATR	1.68	1.69	0.00	0.1%	0.00
Volume	488,032	542,469	54,437	11.2%	1,930,201

Daily Pivots for day following 30-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	43.90	42.82	39.26
R3	42.19	41.11	38.79
R2	40.48	40.48	38.63
R1	39.40	39.40	38.48	39.09
PP	38.77	38.77	38.77	38.61
S1	37.69	37.69	38.16	37.38
S2	37.06	37.06	38.01
S3	35.35	35.98	37.85
S4	33.64	34.27	37.38

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	50.61	48.60	41.42
R3	47.04	45.03	40.44
R2	43.47	43.47	40.11
R1	41.46	41.46	39.79	40.68
PP	39.90	39.90	39.90	39.51
S1	37.89	37.89	39.13	37.11
S2	36.33	36.33	38.81
S3	32.76	34.32	38.48
S4	29.19	30.75	37.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.34	37.91	3.43	9.0%	1.53	4.0%	12%	False	False	463,489
10	42.49	37.91	4.58	12.0%	1.51	3.9%	9%	False	False	474,965
20	42.49	35.30	7.19	18.8%	1.58	4.1%	42%	False	False	360,661
40	42.49	30.67	11.82	30.8%	1.81	4.7%	65%	False	False	252,508
60	42.49	29.85	12.64	33.0%	1.93	5.0%	67%	False	False	188,935
80	46.00	29.85	16.15	42.1%	1.78	4.7%	52%	False	False	147,289
100	51.63	29.85	21.78	56.8%	1.69	4.4%	39%	False	False	120,802
120	53.22	29.85	23.37	61.0%	1.62	4.2%	36%	False	False	102,239

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	47.12
2.618	44.33
1.618	42.62
1.000	41.56
0.618	40.91
HIGH	39.85
0.618	39.20
0.500	39.00
0.382	38.79
LOW	38.14
0.618	37.08
1.000	36.43
1.618	35.37
2.618	33.66
4.250	30.87

Fisher Pivots for day following 30-Mar-2016
Pivot	1 day	3 day
R1	39.00	39.03
PP	38.77	38.79
S1	38.55	38.56

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