NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 25-Apr-2016
Day Change Summary
Previous Current
22-Apr-2016 25-Apr-2016 Change Change % Previous Week
Open 43.42 43.75 0.33 0.8% 39.90
High 44.45 44.04 -0.41 -0.9% 44.49
Low 43.11 42.58 -0.53 -1.2% 39.00
Close 43.73 42.64 -1.09 -2.5% 43.73
Range 1.34 1.46 0.12 9.0% 5.49
ATR 1.76 1.74 -0.02 -1.2% 0.00
Volume 575,107 606,383 31,276 5.4% 3,363,396
Daily Pivots for day following 25-Apr-2016
Classic Woodie Camarilla DeMark
R4 47.47 46.51 43.44
R3 46.01 45.05 43.04
R2 44.55 44.55 42.91
R1 43.59 43.59 42.77 43.34
PP 43.09 43.09 43.09 42.96
S1 42.13 42.13 42.51 41.88
S2 41.63 41.63 42.37
S3 40.17 40.67 42.24
S4 38.71 39.21 41.84
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 58.88 56.79 46.75
R3 53.39 51.30 45.24
R2 47.90 47.90 44.74
R1 45.81 45.81 44.23 46.86
PP 42.41 42.41 42.41 42.93
S1 40.32 40.32 43.23 41.37
S2 36.92 36.92 42.72
S3 31.43 34.83 42.22
S4 25.94 29.34 40.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.49 40.88 3.61 8.5% 1.84 4.3% 49% False False 672,058
10 44.49 39.00 5.49 12.9% 1.80 4.2% 66% False False 534,406
20 44.49 36.57 7.92 18.6% 1.71 4.0% 77% False False 374,348
40 44.49 35.52 8.97 21.0% 1.60 3.7% 79% False False 245,015
60 44.49 32.10 12.39 29.1% 1.75 4.1% 85% False False 196,191
80 44.49 30.79 13.70 32.1% 1.83 4.3% 86% False False 162,390
100 46.54 30.79 15.75 36.9% 1.74 4.1% 75% False False 137,247
120 52.04 30.79 21.25 49.8% 1.69 4.0% 56% False False 118,915
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 50.25
2.618 47.86
1.618 46.40
1.000 45.50
0.618 44.94
HIGH 44.04
0.618 43.48
0.500 43.31
0.382 43.14
LOW 42.58
0.618 41.68
1.000 41.12
1.618 40.22
2.618 38.76
4.250 36.38
Fisher Pivots for day following 25-Apr-2016
Pivot 1 day 3 day
R1 43.31 43.54
PP 43.09 43.24
S1 42.86 42.94

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

View Archives - Comment on this page... - Back to Index of Symbols