NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 15-Apr-2016
Day Change Summary
Previous Current
14-Apr-2016 15-Apr-2016 Change Change % Previous Week
Open 43.56 43.32 -0.24 -0.6% 41.77
High 44.11 43.65 -0.46 -1.0% 44.50
Low 42.88 41.95 -0.93 -2.2% 41.43
Close 43.45 42.54 -0.91 -2.1% 42.54
Range 1.23 1.70 0.47 38.2% 3.07
ATR 1.57 1.58 0.01 0.6% 0.00
Volume 75,277 126,963 51,686 68.7% 584,395
Daily Pivots for day following 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 47.81 46.88 43.48
R3 46.11 45.18 43.01
R2 44.41 44.41 42.85
R1 43.48 43.48 42.70 43.10
PP 42.71 42.71 42.71 42.52
S1 41.78 41.78 42.38 41.40
S2 41.01 41.01 42.23
S3 39.31 40.08 42.07
S4 37.61 38.38 41.61
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 52.03 50.36 44.23
R3 48.96 47.29 43.38
R2 45.89 45.89 43.10
R1 44.22 44.22 42.82 45.06
PP 42.82 42.82 42.82 43.24
S1 41.15 41.15 42.26 41.99
S2 39.75 39.75 41.98
S3 36.68 38.08 41.70
S4 33.61 35.01 40.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.50 41.43 3.07 7.2% 1.50 3.5% 36% False False 116,879
10 44.50 37.50 7.00 16.5% 1.56 3.7% 72% False False 103,306
20 44.50 37.50 7.00 16.5% 1.47 3.5% 72% False False 75,199
40 44.50 34.74 9.76 22.9% 1.53 3.6% 80% False False 55,875
60 44.50 32.05 12.45 29.3% 1.75 4.1% 84% False False 48,424
80 44.50 31.61 12.89 30.3% 1.67 3.9% 85% False False 39,383
100 48.35 31.61 16.74 39.4% 1.61 3.8% 65% False False 33,445
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 0.34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 50.88
2.618 48.10
1.618 46.40
1.000 45.35
0.618 44.70
HIGH 43.65
0.618 43.00
0.500 42.80
0.382 42.60
LOW 41.95
0.618 40.90
1.000 40.25
1.618 39.20
2.618 37.50
4.250 34.73
Fisher Pivots for day following 15-Apr-2016
Pivot 1 day 3 day
R1 42.80 43.23
PP 42.71 43.00
S1 42.63 42.77

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

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