NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 13-Apr-2016
Day Change Summary
Previous Current
12-Apr-2016 13-Apr-2016 Change Change % Previous Week
Open 41.77 42.97 1.20 2.9% 38.12
High 43.57 43.69 0.12 0.3% 41.03
Low 41.47 42.58 1.11 2.7% 36.57
Close 43.50 43.01 -0.49 -1.1% 40.99
Range 2.10 1.11 -0.99 -47.1% 4.46
ATR 1.70 1.65 -0.04 -2.5% 0.00
Volume 384,163 341,985 -42,178 -11.0% 1,291,857
Daily Pivots for day following 13-Apr-2016
Classic Woodie Camarilla DeMark
R4 46.42 45.83 43.62
R3 45.31 44.72 43.32
R2 44.20 44.20 43.21
R1 43.61 43.61 43.11 43.91
PP 43.09 43.09 43.09 43.24
S1 42.50 42.50 42.91 42.80
S2 41.98 41.98 42.81
S3 40.87 41.39 42.70
S4 39.76 40.28 42.40
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 43.69 37.94 5.75 13.4% 1.72 4.0% 88% True False 340,504
10 43.69 36.57 7.12 16.6% 1.63 3.8% 90% True False 261,826
20 43.69 36.57 7.12 16.6% 1.53 3.5% 90% True False 196,113
40 43.69 33.76 9.93 23.1% 1.63 3.8% 93% True False 148,254
60 43.69 30.79 12.90 30.0% 1.84 4.3% 95% True False 130,200
80 43.69 30.79 12.90 30.0% 1.75 4.1% 95% True False 107,025
100 48.02 30.79 17.23 40.1% 1.70 3.9% 71% False False 93,090
120 52.04 30.79 21.25 49.4% 1.66 3.8% 58% False False 82,155
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 0.34
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 48.41
2.618 46.60
1.618 45.49
1.000 44.80
0.618 44.38
HIGH 43.69
0.618 43.27
0.500 43.14
0.382 43.00
LOW 42.58
0.618 41.89
1.000 41.47
1.618 40.78
2.618 39.67
4.250 37.86
Fisher Pivots for day following 13-Apr-2016
Pivot 1 day 3 day
R1 43.14 42.71
PP 43.09 42.41
S1 43.05 42.11

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

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