NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 18-Apr-2016
Day Change Summary
Previous Current
15-Apr-2016 18-Apr-2016 Change Change % Previous Week
Open 42.63 39.90 -2.73 -6.4% 41.02
High 42.88 41.66 -1.22 -2.8% 43.69
Low 41.19 39.00 -2.19 -5.3% 40.53
Close 41.71 41.19 -0.52 -1.2% 41.71
Range 1.69 2.66 0.97 57.4% 3.16
ATR 1.63 1.71 0.08 4.7% 0.00
Volume 387,546 609,487 221,941 57.3% 1,691,135
Daily Pivots for day following 18-Apr-2016
Classic Woodie Camarilla DeMark
R4 48.60 47.55 42.65
R3 45.94 44.89 41.92
R2 43.28 43.28 41.68
R1 42.23 42.23 41.43 42.76
PP 40.62 40.62 40.62 40.88
S1 39.57 39.57 40.95 40.10
S2 37.96 37.96 40.70
S3 35.30 36.91 40.46
S4 32.64 34.25 39.73
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 51.46 49.74 43.45
R3 48.30 46.58 42.58
R2 45.14 45.14 42.29
R1 43.42 43.42 42.00 44.28
PP 41.98 41.98 41.98 42.41
S1 40.26 40.26 41.42 41.12
S2 38.82 38.82 41.13
S3 35.66 37.10 40.84
S4 32.50 33.94 39.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.69 39.00 4.69 11.4% 1.77 4.3% 47% False True 396,754
10 43.69 36.57 7.12 17.3% 1.70 4.1% 65% False False 339,842
20 43.69 36.57 7.12 17.3% 1.58 3.8% 65% False False 236,859
40 43.69 33.76 9.93 24.1% 1.62 3.9% 75% False False 173,590
60 43.69 32.10 11.59 28.1% 1.83 4.4% 78% False False 147,135
80 43.69 30.79 12.90 31.3% 1.78 4.3% 81% False False 121,809
100 48.02 30.79 17.23 41.8% 1.72 4.2% 60% False False 104,901
120 52.04 30.79 21.25 51.6% 1.68 4.1% 49% False False 92,090
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 52.97
2.618 48.62
1.618 45.96
1.000 44.32
0.618 43.30
HIGH 41.66
0.618 40.64
0.500 40.33
0.382 40.02
LOW 39.00
0.618 37.36
1.000 36.34
1.618 34.70
2.618 32.04
4.250 27.70
Fisher Pivots for day following 18-Apr-2016
Pivot 1 day 3 day
R1 40.90 41.18
PP 40.62 41.18
S1 40.33 41.17

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

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