NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 26-Apr-2016
Day Change Summary
Previous Current
25-Apr-2016 26-Apr-2016 Change Change % Previous Week
Open 44.54 43.92 -0.62 -1.4% 41.03
High 44.86 45.64 0.78 1.7% 45.34
Low 43.53 43.43 -0.10 -0.2% 39.80
Close 43.59 44.89 1.30 3.0% 44.54
Range 1.33 2.21 0.88 66.2% 5.54
ATR 1.69 1.73 0.04 2.2% 0.00
Volume 128,815 116,896 -11,919 -9.3% 558,443
Daily Pivots for day following 26-Apr-2016
Classic Woodie Camarilla DeMark
R4 51.28 50.30 46.11
R3 49.07 48.09 45.50
R2 46.86 46.86 45.30
R1 45.88 45.88 45.09 46.37
PP 44.65 44.65 44.65 44.90
S1 43.67 43.67 44.69 44.16
S2 42.44 42.44 44.48
S3 40.23 41.46 44.28
S4 38.02 39.25 43.67
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 59.85 57.73 47.59
R3 54.31 52.19 46.06
R2 48.77 48.77 45.56
R1 46.65 46.65 45.05 47.71
PP 43.23 43.23 43.23 43.76
S1 41.11 41.11 44.03 42.17
S2 37.69 37.69 43.52
S3 32.15 35.57 43.02
S4 26.61 30.03 41.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.64 42.17 3.47 7.7% 1.85 4.1% 78% True False 120,176
10 45.64 39.80 5.84 13.0% 1.79 4.0% 87% True False 112,933
20 45.64 37.50 8.14 18.1% 1.71 3.8% 91% True False 99,313
40 45.64 37.32 8.32 18.5% 1.57 3.5% 91% True False 70,057
60 45.64 33.14 12.50 27.8% 1.70 3.8% 94% True False 58,845
80 45.64 31.61 14.03 31.3% 1.77 3.9% 95% True False 48,996
100 46.98 31.61 15.37 34.2% 1.65 3.7% 86% False False 41,044
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 55.03
2.618 51.43
1.618 49.22
1.000 47.85
0.618 47.01
HIGH 45.64
0.618 44.80
0.500 44.54
0.382 44.27
LOW 43.43
0.618 42.06
1.000 41.22
1.618 39.85
2.618 37.64
4.250 34.04
Fisher Pivots for day following 26-Apr-2016
Pivot 1 day 3 day
R1 44.77 44.77
PP 44.65 44.65
S1 44.54 44.54

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

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