NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 27-Apr-2016
Day Change Summary
Previous Current
26-Apr-2016 27-Apr-2016 Change Change % Previous Week
Open 43.92 45.46 1.54 3.5% 41.03
High 45.64 46.47 0.83 1.8% 45.34
Low 43.43 44.64 1.21 2.8% 39.80
Close 44.89 46.20 1.31 2.9% 44.54
Range 2.21 1.83 -0.38 -17.2% 5.54
ATR 1.73 1.74 0.01 0.4% 0.00
Volume 116,896 124,341 7,445 6.4% 558,443
Daily Pivots for day following 27-Apr-2016
Classic Woodie Camarilla DeMark
R4 51.26 50.56 47.21
R3 49.43 48.73 46.70
R2 47.60 47.60 46.54
R1 46.90 46.90 46.37 47.25
PP 45.77 45.77 45.77 45.95
S1 45.07 45.07 46.03 45.42
S2 43.94 43.94 45.86
S3 42.11 43.24 45.70
S4 40.28 41.41 45.19
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 46.47 43.43 3.04 6.6% 1.63 3.5% 91% True False 117,821
10 46.47 39.80 6.67 14.4% 1.87 4.0% 96% True False 113,073
20 46.47 37.50 8.97 19.4% 1.73 3.7% 97% True False 103,275
40 46.47 37.32 9.15 19.8% 1.59 3.4% 97% True False 72,255
60 46.47 33.14 13.33 28.9% 1.69 3.7% 98% True False 60,308
80 46.47 31.61 14.86 32.2% 1.77 3.8% 98% True False 50,465
100 46.98 31.61 15.37 33.3% 1.66 3.6% 95% False False 42,229
120 52.22 31.61 20.61 44.6% 1.58 3.4% 71% False False 36,078
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 0.61
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.25
2.618 51.26
1.618 49.43
1.000 48.30
0.618 47.60
HIGH 46.47
0.618 45.77
0.500 45.56
0.382 45.34
LOW 44.64
0.618 43.51
1.000 42.81
1.618 41.68
2.618 39.85
4.250 36.86
Fisher Pivots for day following 27-Apr-2016
Pivot 1 day 3 day
R1 45.99 45.78
PP 45.77 45.37
S1 45.56 44.95

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

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