NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 26-Apr-2016
Day Change Summary
Previous Current
25-Apr-2016 26-Apr-2016 Change Change % Previous Week
Open 43.75 42.96 -0.79 -1.8% 39.90
High 44.04 44.83 0.79 1.8% 44.49
Low 42.58 42.50 -0.08 -0.2% 39.00
Close 42.64 44.04 1.40 3.3% 43.73
Range 1.46 2.33 0.87 59.6% 5.49
ATR 1.74 1.78 0.04 2.4% 0.00
Volume 606,383 564,392 -41,991 -6.9% 3,363,396
Daily Pivots for day following 26-Apr-2016
Classic Woodie Camarilla DeMark
R4 50.78 49.74 45.32
R3 48.45 47.41 44.68
R2 46.12 46.12 44.47
R1 45.08 45.08 44.25 45.60
PP 43.79 43.79 43.79 44.05
S1 42.75 42.75 43.83 43.27
S2 41.46 41.46 43.61
S3 39.13 40.42 43.40
S4 36.80 38.09 42.76
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 44.83 41.30 3.53 8.0% 1.91 4.3% 78% True False 642,645
10 44.83 39.00 5.83 13.2% 1.83 4.1% 86% True False 552,429
20 44.83 36.57 8.26 18.8% 1.75 4.0% 90% True False 396,857
40 44.83 36.43 8.40 19.1% 1.62 3.7% 91% True False 256,831
60 44.83 32.10 12.73 28.9% 1.76 4.0% 94% True False 203,979
80 44.83 30.79 14.04 31.9% 1.85 4.2% 94% True False 169,268
100 46.54 30.79 15.75 35.8% 1.75 4.0% 84% False False 142,655
120 52.04 30.79 21.25 48.3% 1.70 3.9% 62% False False 123,490
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 54.73
2.618 50.93
1.618 48.60
1.000 47.16
0.618 46.27
HIGH 44.83
0.618 43.94
0.500 43.67
0.382 43.39
LOW 42.50
0.618 41.06
1.000 40.17
1.618 38.73
2.618 36.40
4.250 32.60
Fisher Pivots for day following 26-Apr-2016
Pivot 1 day 3 day
R1 43.92 43.92
PP 43.79 43.79
S1 43.67 43.67

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

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