NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 21-Apr-2016
Day Change Summary
Previous Current
20-Apr-2016 21-Apr-2016 Change Change % Previous Week
Open 42.29 43.97 1.68 4.0% 41.02
High 44.26 44.49 0.23 0.5% 43.69
Low 41.30 43.05 1.75 4.2% 40.53
Close 44.18 43.18 -1.00 -2.3% 41.71
Range 2.96 1.44 -1.52 -51.4% 3.16
ATR 1.82 1.79 -0.03 -1.5% 0.00
Volume 796,240 671,103 -125,137 -15.7% 1,691,135
Daily Pivots for day following 21-Apr-2016
Classic Woodie Camarilla DeMark
R4 47.89 46.98 43.97
R3 46.45 45.54 43.58
R2 45.01 45.01 43.44
R1 44.10 44.10 43.31 43.84
PP 43.57 43.57 43.57 43.44
S1 42.66 42.66 43.05 42.40
S2 42.13 42.13 42.92
S3 40.69 41.22 42.78
S4 39.25 39.78 42.39
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 44.49 39.00 5.49 12.7% 2.15 5.0% 76% True False 635,167
10 44.49 38.63 5.86 13.6% 1.91 4.4% 78% True False 486,901
20 44.49 36.57 7.92 18.3% 1.70 3.9% 83% True False 325,486
40 44.49 34.42 10.07 23.3% 1.63 3.8% 87% True False 220,940
60 44.49 32.10 12.39 28.7% 1.79 4.2% 89% True False 179,488
80 44.49 30.79 13.70 31.7% 1.82 4.2% 90% True False 147,954
100 47.83 30.79 17.04 39.5% 1.74 4.0% 73% False False 125,807
120 52.04 30.79 21.25 49.2% 1.69 3.9% 58% False False 109,520
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.50
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 50.61
2.618 48.26
1.618 46.82
1.000 45.93
0.618 45.38
HIGH 44.49
0.618 43.94
0.500 43.77
0.382 43.60
LOW 43.05
0.618 42.16
1.000 41.61
1.618 40.72
2.618 39.28
4.250 36.93
Fisher Pivots for day following 21-Apr-2016
Pivot 1 day 3 day
R1 43.77 43.02
PP 43.57 42.85
S1 43.38 42.69

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

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