NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 12-Apr-2016
Day Change Summary
Previous Current
11-Apr-2016 12-Apr-2016 Change Change % Previous Week
Open 41.02 41.77 0.75 1.8% 38.12
High 42.03 43.57 1.54 3.7% 41.03
Low 40.53 41.47 0.94 2.3% 36.57
Close 41.75 43.50 1.75 4.2% 40.99
Range 1.50 2.10 0.60 40.0% 4.46
ATR 1.67 1.70 0.03 1.9% 0.00
Volume 316,848 384,163 67,315 21.2% 1,291,857
Daily Pivots for day following 12-Apr-2016
Classic Woodie Camarilla DeMark
R4 49.15 48.42 44.66
R3 47.05 46.32 44.08
R2 44.95 44.95 43.89
R1 44.22 44.22 43.69 44.59
PP 42.85 42.85 42.85 43.03
S1 42.12 42.12 43.31 42.49
S2 40.75 40.75 43.12
S3 38.65 40.02 42.92
S4 36.55 37.92 42.35
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 52.91 51.41 43.44
R3 48.45 46.95 42.22
R2 43.99 43.99 41.81
R1 42.49 42.49 41.40 43.24
PP 39.53 39.53 39.53 39.91
S1 38.03 38.03 40.58 38.78
S2 35.07 35.07 40.17
S3 30.61 33.57 39.76
S4 26.15 29.11 38.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.57 37.57 6.00 13.8% 1.81 4.2% 99% True False 329,521
10 43.57 36.57 7.00 16.1% 1.68 3.9% 99% True False 241,285
20 43.57 36.57 7.00 16.1% 1.54 3.5% 99% True False 183,449
40 43.57 33.69 9.88 22.7% 1.68 3.9% 99% True False 142,368
60 43.57 30.79 12.78 29.4% 1.85 4.3% 99% True False 125,333
80 43.57 30.79 12.78 29.4% 1.76 4.0% 99% True False 103,361
100 48.02 30.79 17.23 39.6% 1.70 3.9% 74% False False 89,942
120 52.04 30.79 21.25 48.9% 1.65 3.8% 60% False False 79,516
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.50
2.618 49.07
1.618 46.97
1.000 45.67
0.618 44.87
HIGH 43.57
0.618 42.77
0.500 42.52
0.382 42.27
LOW 41.47
0.618 40.17
1.000 39.37
1.618 38.07
2.618 35.97
4.250 32.55
Fisher Pivots for day following 12-Apr-2016
Pivot 1 day 3 day
R1 43.17 42.70
PP 42.85 41.90
S1 42.52 41.10

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

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