NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 06-Apr-2016
Day Change Summary
Previous Current
05-Apr-2016 06-Apr-2016 Change Change % Previous Week
Open 37.71 38.66 0.95 2.5% 41.45
High 38.65 39.99 1.34 3.5% 42.03
Low 37.50 38.39 0.89 2.4% 39.00
Close 37.99 39.87 1.88 4.9% 39.17
Range 1.15 1.60 0.45 39.1% 3.03
ATR 1.53 1.57 0.03 2.2% 0.00
Volume 51,673 99,517 47,844 92.6% 202,244
Daily Pivots for day following 06-Apr-2016
Classic Woodie Camarilla DeMark
R4 44.22 43.64 40.75
R3 42.62 42.04 40.31
R2 41.02 41.02 40.16
R1 40.44 40.44 40.02 40.73
PP 39.42 39.42 39.42 39.56
S1 38.84 38.84 39.72 39.13
S2 37.82 37.82 39.58
S3 36.22 37.24 39.43
S4 34.62 35.64 38.99
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 41.29 37.50 3.79 9.5% 1.52 3.8% 63% False False 64,923
10 42.92 37.50 5.42 13.6% 1.45 3.6% 44% False False 52,885
20 43.69 37.50 6.19 15.5% 1.39 3.5% 38% False False 48,322
40 43.69 33.14 10.55 26.5% 1.64 4.1% 64% False False 42,619
60 43.69 31.61 12.08 30.3% 1.77 4.4% 68% False False 37,176
80 43.69 31.61 12.08 30.3% 1.64 4.1% 68% False False 30,224
100 49.00 31.61 17.39 43.6% 1.57 3.9% 47% False False 25,682
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 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 46.79
2.618 44.18
1.618 42.58
1.000 41.59
0.618 40.98
HIGH 39.99
0.618 39.38
0.500 39.19
0.382 39.00
LOW 38.39
0.618 37.40
1.000 36.79
1.618 35.80
2.618 34.20
4.250 31.59
Fisher Pivots for day following 06-Apr-2016
Pivot 1 day 3 day
R1 39.64 39.50
PP 39.42 39.12
S1 39.19 38.75

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

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