NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 04-Apr-2016
Day Change Summary
Previous Current
01-Apr-2016 04-Apr-2016 Change Change % Previous Week
Open 39.49 38.12 -1.37 -3.5% 40.65
High 39.95 38.42 -1.53 -3.8% 41.28
Low 38.07 36.80 -1.27 -3.3% 38.07
Close 38.20 37.03 -1.17 -3.1% 38.20
Range 1.88 1.62 -0.26 -13.8% 3.21
ATR 1.62 1.62 0.00 0.0% 0.00
Volume 131,459 194,055 62,596 47.6% 591,313
Daily Pivots for day following 04-Apr-2016
Classic Woodie Camarilla DeMark
R4 42.28 41.27 37.92
R3 40.66 39.65 37.48
R2 39.04 39.04 37.33
R1 38.03 38.03 37.18 37.73
PP 37.42 37.42 37.42 37.26
S1 36.41 36.41 36.88 36.11
S2 35.80 35.80 36.73
S3 34.18 34.79 36.58
S4 32.56 33.17 36.14
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 41.07 36.80 4.27 11.5% 1.60 4.3% 5% False True 145,649
10 42.88 36.80 6.08 16.4% 1.46 4.0% 4% False True 133,875
20 43.17 36.80 6.37 17.2% 1.53 4.1% 4% False True 126,334
40 43.17 32.10 11.07 29.9% 1.71 4.6% 45% False False 113,414
60 43.17 30.79 12.38 33.4% 1.87 5.1% 50% False False 101,331
80 43.51 30.79 12.72 34.4% 1.74 4.7% 49% False False 84,739
100 49.45 30.79 18.66 50.4% 1.68 4.5% 33% False False 73,802
120 53.20 30.79 22.41 60.5% 1.65 4.4% 28% False False 65,808
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.31
2.618 42.66
1.618 41.04
1.000 40.04
0.618 39.42
HIGH 38.42
0.618 37.80
0.500 37.61
0.382 37.42
LOW 36.80
0.618 35.80
1.000 35.18
1.618 34.18
2.618 32.56
4.250 29.92
Fisher Pivots for day following 04-Apr-2016
Pivot 1 day 3 day
R1 37.61 38.61
PP 37.42 38.08
S1 37.22 37.56

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

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