NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 27-Apr-2016
Day Change Summary
Previous Current
26-Apr-2016 27-Apr-2016 Change Change % Previous Week
Open 42.96 44.64 1.68 3.9% 39.90
High 44.83 45.62 0.79 1.8% 44.49
Low 42.50 43.77 1.27 3.0% 39.00
Close 44.04 45.33 1.29 2.9% 43.73
Range 2.33 1.85 -0.48 -20.6% 5.49
ATR 1.78 1.78 0.01 0.3% 0.00
Volume 564,392 648,028 83,636 14.8% 3,363,396
Daily Pivots for day following 27-Apr-2016
Classic Woodie Camarilla DeMark
R4 50.46 49.74 46.35
R3 48.61 47.89 45.84
R2 46.76 46.76 45.67
R1 46.04 46.04 45.50 46.40
PP 44.91 44.91 44.91 45.09
S1 44.19 44.19 45.16 44.55
S2 43.06 43.06 44.99
S3 41.21 42.34 44.82
S4 39.36 40.49 44.31
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 45.62 42.50 3.12 6.9% 1.68 3.7% 91% True False 613,002
10 45.62 39.00 6.62 14.6% 1.90 4.2% 96% True False 583,033
20 45.62 36.57 9.05 20.0% 1.76 3.9% 97% True False 422,430
40 45.62 36.47 9.15 20.2% 1.63 3.6% 97% True False 270,266
60 45.62 32.10 13.52 29.8% 1.75 3.9% 98% True False 213,646
80 45.62 30.79 14.83 32.7% 1.85 4.1% 98% True False 177,097
100 46.54 30.79 15.75 34.7% 1.75 3.9% 92% False False 148,849
120 52.04 30.79 21.25 46.9% 1.69 3.7% 68% False False 128,633
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.48
2.618 50.46
1.618 48.61
1.000 47.47
0.618 46.76
HIGH 45.62
0.618 44.91
0.500 44.70
0.382 44.48
LOW 43.77
0.618 42.63
1.000 41.92
1.618 40.78
2.618 38.93
4.250 35.91
Fisher Pivots for day following 27-Apr-2016
Pivot 1 day 3 day
R1 45.12 44.91
PP 44.91 44.48
S1 44.70 44.06

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

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