NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 03-May-2016
Day Change Summary
Previous Current
02-May-2016 03-May-2016 Change Change % Previous Week
Open 45.90 44.92 -0.98 -2.1% 43.75
High 46.15 45.35 -0.80 -1.7% 46.78
Low 44.54 43.32 -1.22 -2.7% 42.50
Close 44.78 43.65 -1.13 -2.5% 45.92
Range 1.61 2.03 0.42 26.1% 4.28
ATR 1.72 1.74 0.02 1.3% 0.00
Volume 464,027 625,551 161,524 34.8% 2,904,654
Daily Pivots for day following 03-May-2016
Classic Woodie Camarilla DeMark
R4 50.20 48.95 44.77
R3 48.17 46.92 44.21
R2 46.14 46.14 44.02
R1 44.89 44.89 43.84 44.50
PP 44.11 44.11 44.11 43.91
S1 42.86 42.86 43.46 42.47
S2 42.08 42.08 43.28
S3 40.05 40.83 43.09
S4 38.02 38.80 42.53
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 43.32 3.46 7.9% 1.65 3.8% 10% False True 564,691
10 46.78 41.30 5.48 12.6% 1.78 4.1% 43% False False 603,668
20 46.78 37.57 9.21 21.1% 1.78 4.1% 66% False False 499,768
40 46.78 36.57 10.21 23.4% 1.63 3.7% 69% False False 314,230
60 46.78 32.10 14.68 33.6% 1.73 4.0% 79% False False 243,240
80 46.78 30.79 15.99 36.6% 1.84 4.2% 80% False False 202,247
100 46.78 30.79 15.99 36.6% 1.74 4.0% 80% False False 168,675
120 49.02 30.79 18.23 41.8% 1.70 3.9% 71% False False 145,813
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 53.98
2.618 50.66
1.618 48.63
1.000 47.38
0.618 46.60
HIGH 45.35
0.618 44.57
0.500 44.34
0.382 44.10
LOW 43.32
0.618 42.07
1.000 41.29
1.618 40.04
2.618 38.01
4.250 34.69
Fisher Pivots for day following 03-May-2016
Pivot 1 day 3 day
R1 44.34 45.05
PP 44.11 44.58
S1 43.88 44.12

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

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