NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 12-Apr-2016
Day Change Summary
Previous Current
11-Apr-2016 12-Apr-2016 Change Change % Previous Week
Open 41.77 42.70 0.93 2.2% 38.98
High 42.90 44.43 1.53 3.6% 41.89
Low 41.43 42.38 0.95 2.3% 37.50
Close 42.66 44.35 1.69 4.0% 41.86
Range 1.47 2.05 0.58 39.5% 4.39
ATR 1.61 1.64 0.03 1.9% 0.00
Volume 121,723 137,496 15,773 13.0% 448,671
Daily Pivots for day following 12-Apr-2016
Classic Woodie Camarilla DeMark
R4 49.87 49.16 45.48
R3 47.82 47.11 44.91
R2 45.77 45.77 44.73
R1 45.06 45.06 44.54 45.42
PP 43.72 43.72 43.72 43.90
S1 43.01 43.01 44.16 43.37
S2 41.67 41.67 43.97
S3 39.62 40.96 43.79
S4 37.57 38.91 43.22
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 44.43 38.39 6.04 13.6% 1.78 4.0% 99% True False 117,347
10 44.43 37.50 6.93 15.6% 1.64 3.7% 99% True False 85,693
20 44.43 37.50 6.93 15.6% 1.49 3.4% 99% True False 64,063
40 44.43 34.74 9.69 21.8% 1.62 3.7% 99% True False 50,451
60 44.43 31.61 12.82 28.9% 1.78 4.0% 99% True False 43,950
80 44.43 31.61 12.82 28.9% 1.66 3.8% 99% True False 35,640
100 48.35 31.61 16.74 37.7% 1.59 3.6% 76% False False 30,404
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.14
2.618 49.80
1.618 47.75
1.000 46.48
0.618 45.70
HIGH 44.43
0.618 43.65
0.500 43.41
0.382 43.16
LOW 42.38
0.618 41.11
1.000 40.33
1.618 39.06
2.618 37.01
4.250 33.67
Fisher Pivots for day following 12-Apr-2016
Pivot 1 day 3 day
R1 44.04 43.56
PP 43.72 42.76
S1 43.41 41.97

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

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