NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 11-Apr-2016
Day Change Summary
Previous Current
08-Apr-2016 11-Apr-2016 Change Change % Previous Week
Open 39.68 41.77 2.09 5.3% 38.98
High 41.89 42.90 1.01 2.4% 41.89
Low 39.50 41.43 1.93 4.9% 37.50
Close 41.86 42.66 0.80 1.9% 41.86
Range 2.39 1.47 -0.92 -38.5% 4.39
ATR 1.62 1.61 -0.01 -0.7% 0.00
Volume 135,410 121,723 -13,687 -10.1% 448,671
Daily Pivots for day following 11-Apr-2016
Classic Woodie Camarilla DeMark
R4 46.74 46.17 43.47
R3 45.27 44.70 43.06
R2 43.80 43.80 42.93
R1 43.23 43.23 42.79 43.52
PP 42.33 42.33 42.33 42.47
S1 41.76 41.76 42.53 42.05
S2 40.86 40.86 42.39
S3 39.39 40.29 42.26
S4 37.92 38.82 41.85
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 53.59 52.11 44.27
R3 49.20 47.72 43.07
R2 44.81 44.81 42.66
R1 43.33 43.33 42.26 44.07
PP 40.42 40.42 40.42 40.79
S1 38.94 38.94 41.46 39.68
S2 36.03 36.03 41.06
S3 31.64 34.55 40.65
S4 27.25 30.16 39.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.90 37.50 5.40 12.7% 1.60 3.8% 96% True False 100,182
10 42.90 37.50 5.40 12.7% 1.58 3.7% 96% True False 75,494
20 43.69 37.50 6.19 14.5% 1.46 3.4% 83% False False 58,657
40 43.69 34.18 9.51 22.3% 1.62 3.8% 89% False False 47,810
60 43.69 31.61 12.08 28.3% 1.77 4.1% 91% False False 42,030
80 43.69 31.61 12.08 28.3% 1.66 3.9% 91% False False 34,012
100 48.35 31.61 16.74 39.2% 1.59 3.7% 66% False False 29,075
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.15
2.618 46.75
1.618 45.28
1.000 44.37
0.618 43.81
HIGH 42.90
0.618 42.34
0.500 42.17
0.382 41.99
LOW 41.43
0.618 40.52
1.000 39.96
1.618 39.05
2.618 37.58
4.250 35.18
Fisher Pivots for day following 11-Apr-2016
Pivot 1 day 3 day
R1 42.50 42.07
PP 42.33 41.48
S1 42.17 40.89

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

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