NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 01-Apr-2016
Day Change Summary
Previous Current
31-Mar-2016 01-Apr-2016 Change Change % Previous Week
Open 39.55 39.49 -0.06 -0.2% 40.65
High 40.41 39.95 -0.46 -1.1% 41.28
Low 38.99 38.07 -0.92 -2.4% 38.07
Close 39.75 38.20 -1.55 -3.9% 38.20
Range 1.42 1.88 0.46 32.4% 3.21
ATR 1.60 1.62 0.02 1.2% 0.00
Volume 151,953 131,459 -20,494 -13.5% 591,313
Daily Pivots for day following 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 44.38 43.17 39.23
R3 42.50 41.29 38.72
R2 40.62 40.62 38.54
R1 39.41 39.41 38.37 39.08
PP 38.74 38.74 38.74 38.57
S1 37.53 37.53 38.03 37.20
S2 36.86 36.86 37.86
S3 34.98 35.65 37.68
S4 33.10 33.77 37.17
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 48.81 46.72 39.97
R3 45.60 43.51 39.08
R2 42.39 42.39 38.79
R1 40.30 40.30 38.49 39.74
PP 39.18 39.18 39.18 38.91
S1 37.09 37.09 37.91 36.53
S2 35.97 35.97 37.61
S3 32.76 33.88 37.32
S4 29.55 30.67 36.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.28 38.07 3.21 8.4% 1.53 4.0% 4% False True 118,262
10 43.17 38.07 5.10 13.4% 1.43 3.7% 3% False True 133,087
20 43.17 37.40 5.77 15.1% 1.54 4.0% 14% False False 121,330
40 43.17 32.10 11.07 29.0% 1.71 4.5% 55% False False 111,251
60 43.17 30.79 12.38 32.4% 1.88 4.9% 60% False False 98,833
80 44.83 30.79 14.04 36.8% 1.75 4.6% 53% False False 83,189
100 49.73 30.79 18.94 49.6% 1.68 4.4% 39% False False 72,143
120 53.77 30.79 22.98 60.2% 1.65 4.3% 32% False False 64,595
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 0.38
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 47.94
2.618 44.87
1.618 42.99
1.000 41.83
0.618 41.11
HIGH 39.95
0.618 39.23
0.500 39.01
0.382 38.79
LOW 38.07
0.618 36.91
1.000 36.19
1.618 35.03
2.618 33.15
4.250 30.08
Fisher Pivots for day following 01-Apr-2016
Pivot 1 day 3 day
R1 39.01 39.57
PP 38.74 39.11
S1 38.47 38.66

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.