NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 05-Apr-2016
Day Change Summary
Previous Current
04-Apr-2016 05-Apr-2016 Change Change % Previous Week
Open 38.12 36.80 -1.32 -3.5% 40.65
High 38.42 37.79 -0.63 -1.6% 41.28
Low 36.80 36.57 -0.23 -0.6% 38.07
Close 37.03 37.11 0.08 0.2% 38.20
Range 1.62 1.22 -0.40 -24.7% 3.21
ATR 1.62 1.59 -0.03 -1.8% 0.00
Volume 194,055 151,205 -42,850 -22.1% 591,313
Daily Pivots for day following 05-Apr-2016
Classic Woodie Camarilla DeMark
R4 40.82 40.18 37.78
R3 39.60 38.96 37.45
R2 38.38 38.38 37.33
R1 37.74 37.74 37.22 38.06
PP 37.16 37.16 37.16 37.32
S1 36.52 36.52 37.00 36.84
S2 35.94 35.94 36.89
S3 34.72 35.30 36.77
S4 33.50 34.08 36.44
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 36.57 4.50 12.1% 1.55 4.2% 12% False True 153,048
10 42.88 36.57 6.31 17.0% 1.46 3.9% 9% False True 136,708
20 43.17 36.57 6.60 17.8% 1.49 4.0% 8% False True 128,692
40 43.17 32.10 11.07 29.8% 1.70 4.6% 45% False False 114,977
60 43.17 30.79 12.38 33.4% 1.86 5.0% 51% False False 103,074
80 43.51 30.79 12.72 34.3% 1.74 4.7% 50% False False 85,902
100 49.02 30.79 18.23 49.1% 1.68 4.5% 35% False False 75,023
120 52.04 30.79 21.25 57.3% 1.63 4.4% 30% False False 66,834
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 42.98
2.618 40.98
1.618 39.76
1.000 39.01
0.618 38.54
HIGH 37.79
0.618 37.32
0.500 37.18
0.382 37.04
LOW 36.57
0.618 35.82
1.000 35.35
1.618 34.60
2.618 33.38
4.250 31.39
Fisher Pivots for day following 05-Apr-2016
Pivot 1 day 3 day
R1 37.18 38.26
PP 37.16 37.88
S1 37.13 37.49

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

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