NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 02-May-2016
Day Change Summary
Previous Current
29-Apr-2016 02-May-2016 Change Change % Previous Week
Open 45.90 45.90 0.00 0.0% 43.75
High 46.78 46.15 -0.63 -1.3% 46.78
Low 45.24 44.54 -0.70 -1.5% 42.50
Close 45.92 44.78 -1.14 -2.5% 45.92
Range 1.54 1.61 0.07 4.5% 4.28
ATR 1.73 1.72 -0.01 -0.5% 0.00
Volume 598,439 464,027 -134,412 -22.5% 2,904,654
Daily Pivots for day following 02-May-2016
Classic Woodie Camarilla DeMark
R4 49.99 48.99 45.67
R3 48.38 47.38 45.22
R2 46.77 46.77 45.08
R1 45.77 45.77 44.93 45.47
PP 45.16 45.16 45.16 45.00
S1 44.16 44.16 44.63 43.86
S2 43.55 43.55 44.48
S3 41.94 42.55 44.34
S4 40.33 40.94 43.89
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 9.6% 1.71 3.8% 53% False False 552,459
10 46.78 40.88 5.90 13.2% 1.77 4.0% 66% False False 612,259
20 46.78 36.57 10.21 22.8% 1.74 3.9% 80% False False 476,050
40 46.78 36.57 10.21 22.8% 1.63 3.6% 80% False False 301,192
60 46.78 32.10 14.68 32.8% 1.72 3.8% 86% False False 234,293
80 46.78 30.79 15.99 35.7% 1.84 4.1% 87% False False 195,011
100 46.78 30.79 15.99 35.7% 1.74 3.9% 87% False False 163,001
120 49.45 30.79 18.66 41.7% 1.69 3.8% 75% False False 140,843
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 0.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.99
2.618 50.36
1.618 48.75
1.000 47.76
0.618 47.14
HIGH 46.15
0.618 45.53
0.500 45.35
0.382 45.16
LOW 44.54
0.618 43.55
1.000 42.93
1.618 41.94
2.618 40.33
4.250 37.70
Fisher Pivots for day following 02-May-2016
Pivot 1 day 3 day
R1 45.35 45.66
PP 45.16 45.37
S1 44.97 45.07

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

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