NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 28-Apr-2016
Day Change Summary
Previous Current
27-Apr-2016 28-Apr-2016 Change Change % Previous Week
Open 45.46 46.17 0.71 1.6% 41.03
High 46.47 46.95 0.48 1.0% 45.34
Low 44.64 45.79 1.15 2.6% 39.80
Close 46.20 46.87 0.67 1.5% 44.54
Range 1.83 1.16 -0.67 -36.6% 5.54
ATR 1.74 1.70 -0.04 -2.4% 0.00
Volume 124,341 110,355 -13,986 -11.2% 558,443
Daily Pivots for day following 28-Apr-2016
Classic Woodie Camarilla DeMark
R4 50.02 49.60 47.51
R3 48.86 48.44 47.19
R2 47.70 47.70 47.08
R1 47.28 47.28 46.98 47.49
PP 46.54 46.54 46.54 46.64
S1 46.12 46.12 46.76 46.33
S2 45.38 45.38 46.66
S3 44.22 44.96 46.55
S4 43.06 43.80 46.23
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 46.95 43.43 3.52 7.5% 1.57 3.4% 98% True False 113,700
10 46.95 39.80 7.15 15.3% 1.86 4.0% 99% True False 116,581
20 46.95 37.50 9.45 20.2% 1.72 3.7% 99% True False 105,907
40 46.95 37.50 9.45 20.2% 1.58 3.4% 99% True False 74,213
60 46.95 33.14 13.81 29.5% 1.68 3.6% 99% True False 61,646
80 46.95 31.61 15.34 32.7% 1.76 3.8% 99% True False 51,688
100 46.95 31.61 15.34 32.7% 1.66 3.5% 99% True False 43,271
120 50.42 31.61 18.81 40.1% 1.57 3.4% 81% False False 36,963
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.60
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 51.88
2.618 49.99
1.618 48.83
1.000 48.11
0.618 47.67
HIGH 46.95
0.618 46.51
0.500 46.37
0.382 46.23
LOW 45.79
0.618 45.07
1.000 44.63
1.618 43.91
2.618 42.75
4.250 40.86
Fisher Pivots for day following 28-Apr-2016
Pivot 1 day 3 day
R1 46.70 46.31
PP 46.54 45.75
S1 46.37 45.19

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

View Archives - Comment on this page... - Back to Index of Symbols