NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 07-Apr-2016
Day Change Summary
Previous Current
06-Apr-2016 07-Apr-2016 Change Change % Previous Week
Open 37.70 38.92 1.22 3.2% 40.65
High 39.11 39.43 0.32 0.8% 41.28
Low 37.57 37.94 0.37 1.0% 38.07
Close 38.98 38.49 -0.49 -1.3% 38.20
Range 1.54 1.49 -0.05 -3.2% 3.21
ATR 1.62 1.61 -0.01 -0.6% 0.00
Volume 287,071 269,936 -17,135 -6.0% 591,313
Daily Pivots for day following 07-Apr-2016
Classic Woodie Camarilla DeMark
R4 43.09 42.28 39.31
R3 41.60 40.79 38.90
R2 40.11 40.11 38.76
R1 39.30 39.30 38.63 38.96
PP 38.62 38.62 38.62 38.45
S1 37.81 37.81 38.35 37.47
S2 37.13 37.13 38.22
S3 35.64 36.32 38.08
S4 34.15 34.83 37.67
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 39.95 36.57 3.38 8.8% 1.55 4.0% 57% False False 206,745
10 41.28 36.57 4.71 12.2% 1.49 3.9% 41% False False 164,071
20 43.17 36.57 6.60 17.1% 1.43 3.7% 29% False False 145,168
40 43.17 32.10 11.07 28.8% 1.66 4.3% 58% False False 123,975
60 43.17 30.79 12.38 32.2% 1.84 4.8% 62% False False 110,563
80 43.17 30.79 12.38 32.2% 1.74 4.5% 62% False False 91,607
100 48.02 30.79 17.23 44.8% 1.69 4.4% 45% False False 80,106
120 52.04 30.79 21.25 55.2% 1.64 4.3% 36% False False 71,040
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.76
2.618 43.33
1.618 41.84
1.000 40.92
0.618 40.35
HIGH 39.43
0.618 38.86
0.500 38.69
0.382 38.51
LOW 37.94
0.618 37.02
1.000 36.45
1.618 35.53
2.618 34.04
4.250 31.61
Fisher Pivots for day following 07-Apr-2016
Pivot 1 day 3 day
R1 38.69 38.33
PP 38.62 38.16
S1 38.56 38.00

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

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