NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 01-Apr-2016
Day Change Summary
Previous Current
31-Mar-2016 01-Apr-2016 Change Change % Previous Week
Open 40.41 40.48 0.07 0.2% 41.45
High 41.29 40.89 -0.40 -1.0% 42.03
Low 39.91 39.00 -0.91 -2.3% 39.00
Close 40.69 39.17 -1.52 -3.7% 39.17
Range 1.38 1.89 0.51 37.0% 3.03
ATR 1.54 1.56 0.03 1.6% 0.00
Volume 57,712 46,233 -11,479 -19.9% 202,244
Daily Pivots for day following 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 45.36 44.15 40.21
R3 43.47 42.26 39.69
R2 41.58 41.58 39.52
R1 40.37 40.37 39.34 40.03
PP 39.69 39.69 39.69 39.52
S1 38.48 38.48 39.00 38.14
S2 37.80 37.80 38.82
S3 35.91 36.59 38.65
S4 34.02 34.70 38.13
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 49.16 47.19 40.84
R3 46.13 44.16 40.00
R2 43.10 43.10 39.73
R1 41.13 41.13 39.45 40.60
PP 40.07 40.07 40.07 39.80
S1 38.10 38.10 38.89 37.57
S2 37.04 37.04 38.61
S3 34.01 35.07 38.34
S4 30.98 32.04 37.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.03 39.00 3.03 7.7% 1.49 3.8% 6% False True 40,448
10 43.69 39.00 4.69 12.0% 1.38 3.5% 4% False True 47,092
20 43.69 38.25 5.44 13.9% 1.49 3.8% 17% False False 42,549
40 43.69 33.14 10.55 26.9% 1.65 4.2% 57% False False 39,690
60 43.69 31.61 12.08 30.8% 1.79 4.6% 63% False False 34,192
80 45.11 31.61 13.50 34.5% 1.64 4.2% 56% False False 28,082
100 49.81 31.61 18.20 46.5% 1.56 4.0% 42% False False 23,578
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 48.92
2.618 45.84
1.618 43.95
1.000 42.78
0.618 42.06
HIGH 40.89
0.618 40.17
0.500 39.95
0.382 39.72
LOW 39.00
0.618 37.83
1.000 37.11
1.618 35.94
2.618 34.05
4.250 30.97
Fisher Pivots for day following 01-Apr-2016
Pivot 1 day 3 day
R1 39.95 40.43
PP 39.69 40.01
S1 39.43 39.59

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

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