NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 04-Apr-2016
Day Change Summary
Previous Current
01-Apr-2016 04-Apr-2016 Change Change % Previous Week
Open 40.48 38.98 -1.50 -3.7% 41.45
High 40.89 39.29 -1.60 -3.9% 42.03
Low 39.00 37.73 -1.27 -3.3% 39.00
Close 39.17 37.97 -1.20 -3.1% 39.17
Range 1.89 1.56 -0.33 -17.5% 3.03
ATR 1.56 1.56 0.00 0.0% 0.00
Volume 46,233 69,481 23,248 50.3% 202,244
Daily Pivots for day following 04-Apr-2016
Classic Woodie Camarilla DeMark
R4 43.01 42.05 38.83
R3 41.45 40.49 38.40
R2 39.89 39.89 38.26
R1 38.93 38.93 38.11 38.63
PP 38.33 38.33 38.33 38.18
S1 37.37 37.37 37.83 37.07
S2 36.77 36.77 37.68
S3 35.21 35.81 37.54
S4 33.65 34.25 37.11
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 41.86 37.73 4.13 10.9% 1.55 4.1% 6% False True 50,805
10 43.50 37.73 5.77 15.2% 1.41 3.7% 4% False True 47,076
20 43.69 37.73 5.96 15.7% 1.47 3.9% 4% False True 44,510
40 43.69 33.14 10.55 27.8% 1.64 4.3% 46% False False 40,494
60 43.69 31.61 12.08 31.8% 1.78 4.7% 53% False False 35,150
80 43.93 31.61 12.32 32.4% 1.64 4.3% 52% False False 28,726
100 49.74 31.61 18.13 47.7% 1.56 4.1% 35% False False 24,222
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.92
2.618 43.37
1.618 41.81
1.000 40.85
0.618 40.25
HIGH 39.29
0.618 38.69
0.500 38.51
0.382 38.33
LOW 37.73
0.618 36.77
1.000 36.17
1.618 35.21
2.618 33.65
4.250 31.10
Fisher Pivots for day following 04-Apr-2016
Pivot 1 day 3 day
R1 38.51 39.51
PP 38.33 39.00
S1 38.15 38.48

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

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