NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 28-Apr-2016
Day Change Summary
Previous Current
27-Apr-2016 28-Apr-2016 Change Change % Previous Week
Open 44.64 45.30 0.66 1.5% 39.90
High 45.62 46.14 0.52 1.1% 44.49
Low 43.77 44.94 1.17 2.7% 39.00
Close 45.33 46.03 0.70 1.5% 43.73
Range 1.85 1.20 -0.65 -35.1% 5.49
ATR 1.78 1.74 -0.04 -2.3% 0.00
Volume 648,028 487,412 -160,616 -24.8% 3,363,396
Daily Pivots for day following 28-Apr-2016
Classic Woodie Camarilla DeMark
R4 49.30 48.87 46.69
R3 48.10 47.67 46.36
R2 46.90 46.90 46.25
R1 46.47 46.47 46.14 46.69
PP 45.70 45.70 45.70 45.81
S1 45.27 45.27 45.92 45.49
S2 44.50 44.50 45.81
S3 43.30 44.07 45.70
S4 42.10 42.87 45.37
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 46.14 42.50 3.64 7.9% 1.64 3.6% 97% True False 576,264
10 46.14 39.00 7.14 15.5% 1.89 4.1% 98% True False 605,715
20 46.14 36.57 9.57 20.8% 1.75 3.8% 99% True False 439,203
40 46.14 36.57 9.57 20.8% 1.63 3.5% 99% True False 279,979
60 46.14 32.10 14.04 30.5% 1.74 3.8% 99% True False 220,300
80 46.14 30.79 15.35 33.3% 1.84 4.0% 99% True False 182,741
100 46.49 30.79 15.70 34.1% 1.75 3.8% 97% False False 153,401
120 50.31 30.79 19.52 42.4% 1.69 3.7% 78% False False 132,470
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.55
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 51.24
2.618 49.28
1.618 48.08
1.000 47.34
0.618 46.88
HIGH 46.14
0.618 45.68
0.500 45.54
0.382 45.40
LOW 44.94
0.618 44.20
1.000 43.74
1.618 43.00
2.618 41.80
4.250 39.84
Fisher Pivots for day following 28-Apr-2016
Pivot 1 day 3 day
R1 45.87 45.46
PP 45.70 44.89
S1 45.54 44.32

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

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