NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 20-Apr-2016
Day Change Summary
Previous Current
19-Apr-2016 20-Apr-2016 Change Change % Previous Week
Open 41.44 42.29 0.85 2.1% 41.02
High 42.88 44.26 1.38 3.2% 43.69
Low 40.88 41.30 0.42 1.0% 40.53
Close 42.47 44.18 1.71 4.0% 41.71
Range 2.00 2.96 0.96 48.0% 3.16
ATR 1.73 1.82 0.09 5.1% 0.00
Volume 711,459 796,240 84,781 11.9% 1,691,135
Daily Pivots for day following 20-Apr-2016
Classic Woodie Camarilla DeMark
R4 52.13 51.11 45.81
R3 49.17 48.15 44.99
R2 46.21 46.21 44.72
R1 45.19 45.19 44.45 45.70
PP 43.25 43.25 43.25 43.50
S1 42.23 42.23 43.91 42.74
S2 40.29 40.29 43.64
S3 37.33 39.27 43.37
S4 34.37 36.31 42.55
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 44.26 39.00 5.26 11.9% 2.12 4.8% 98% True False 553,065
10 44.26 37.94 6.32 14.3% 1.92 4.3% 99% True False 446,784
20 44.26 36.57 7.69 17.4% 1.71 3.9% 99% True False 299,151
40 44.26 33.76 10.50 23.8% 1.64 3.7% 99% True False 206,762
60 44.26 32.10 12.16 27.5% 1.82 4.1% 99% True False 169,607
80 44.26 30.79 13.47 30.5% 1.82 4.1% 99% True False 139,774
100 48.02 30.79 17.23 39.0% 1.74 3.9% 78% False False 119,348
120 52.04 30.79 21.25 48.1% 1.70 3.8% 63% False False 104,273
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 0.49
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 56.84
2.618 52.01
1.618 49.05
1.000 47.22
0.618 46.09
HIGH 44.26
0.618 43.13
0.500 42.78
0.382 42.43
LOW 41.30
0.618 39.47
1.000 38.34
1.618 36.51
2.618 33.55
4.250 28.72
Fisher Pivots for day following 20-Apr-2016
Pivot 1 day 3 day
R1 43.71 43.33
PP 43.25 42.48
S1 42.78 41.63

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

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