NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 29-Apr-2016
Day Change Summary
Previous Current
28-Apr-2016 29-Apr-2016 Change Change % Previous Week
Open 45.30 45.90 0.60 1.3% 43.75
High 46.14 46.78 0.64 1.4% 46.78
Low 44.94 45.24 0.30 0.7% 42.50
Close 46.03 45.92 -0.11 -0.2% 45.92
Range 1.20 1.54 0.34 28.3% 4.28
ATR 1.74 1.73 -0.01 -0.8% 0.00
Volume 487,412 598,439 111,027 22.8% 2,904,654
Daily Pivots for day following 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 50.60 49.80 46.77
R3 49.06 48.26 46.34
R2 47.52 47.52 46.20
R1 46.72 46.72 46.06 47.12
PP 45.98 45.98 45.98 46.18
S1 45.18 45.18 45.78 45.58
S2 44.44 44.44 45.64
S3 42.90 43.64 45.50
S4 41.36 42.10 45.07
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 57.91 56.19 48.27
R3 53.63 51.91 47.10
R2 49.35 49.35 46.70
R1 47.63 47.63 46.31 48.49
PP 45.07 45.07 45.07 45.50
S1 43.35 43.35 45.53 44.21
S2 40.79 40.79 45.14
S3 36.51 39.07 44.74
S4 32.23 34.79 43.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.78 42.50 4.28 9.3% 1.68 3.6% 80% True False 580,930
10 46.78 39.00 7.78 16.9% 1.88 4.1% 89% True False 626,805
20 46.78 36.57 10.21 22.2% 1.74 3.8% 92% True False 462,552
40 46.78 36.57 10.21 22.2% 1.64 3.6% 92% True False 291,941
60 46.78 32.10 14.68 32.0% 1.72 3.7% 94% True False 228,352
80 46.78 30.79 15.99 34.8% 1.84 4.0% 95% True False 189,763
100 46.78 30.79 15.99 34.8% 1.74 3.8% 95% True False 159,062
120 49.73 30.79 18.94 41.2% 1.69 3.7% 80% False False 137,211
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.33
2.618 50.81
1.618 49.27
1.000 48.32
0.618 47.73
HIGH 46.78
0.618 46.19
0.500 46.01
0.382 45.83
LOW 45.24
0.618 44.29
1.000 43.70
1.618 42.75
2.618 41.21
4.250 38.70
Fisher Pivots for day following 29-Apr-2016
Pivot 1 day 3 day
R1 46.01 45.71
PP 45.98 45.49
S1 45.95 45.28

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

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