NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 04-May-2016
Day Change Summary
Previous Current
03-May-2016 04-May-2016 Change Change % Previous Week
Open 44.92 43.85 -1.07 -2.4% 43.75
High 45.35 44.88 -0.47 -1.0% 46.78
Low 43.32 43.22 -0.10 -0.2% 42.50
Close 43.65 43.78 0.13 0.3% 45.92
Range 2.03 1.66 -0.37 -18.2% 4.28
ATR 1.74 1.74 -0.01 -0.3% 0.00
Volume 625,551 711,125 85,574 13.7% 2,904,654
Daily Pivots for day following 04-May-2016
Classic Woodie Camarilla DeMark
R4 48.94 48.02 44.69
R3 47.28 46.36 44.24
R2 45.62 45.62 44.08
R1 44.70 44.70 43.93 44.33
PP 43.96 43.96 43.96 43.78
S1 43.04 43.04 43.63 42.67
S2 42.30 42.30 43.48
S3 40.64 41.38 43.32
S4 38.98 39.72 42.87
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 43.22 3.56 8.1% 1.61 3.7% 16% False True 577,310
10 46.78 42.50 4.28 9.8% 1.65 3.8% 30% False False 595,156
20 46.78 37.94 8.84 20.2% 1.78 4.1% 66% False False 520,970
40 46.78 36.57 10.21 23.3% 1.62 3.7% 71% False False 329,465
60 46.78 32.10 14.68 33.5% 1.73 3.9% 80% False False 253,673
80 46.78 30.79 15.99 36.5% 1.83 4.2% 81% False False 210,515
100 46.78 30.79 15.99 36.5% 1.74 4.0% 81% False False 175,238
120 48.75 30.79 17.96 41.0% 1.71 3.9% 72% False False 151,594
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 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.94
2.618 49.23
1.618 47.57
1.000 46.54
0.618 45.91
HIGH 44.88
0.618 44.25
0.500 44.05
0.382 43.85
LOW 43.22
0.618 42.19
1.000 41.56
1.618 40.53
2.618 38.87
4.250 36.17
Fisher Pivots for day following 04-May-2016
Pivot 1 day 3 day
R1 44.05 44.69
PP 43.96 44.38
S1 43.87 44.08

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

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