NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 03-May-2016
Day Change Summary
Previous Current
02-May-2016 03-May-2016 Change Change % Previous Week
Open 46.64 45.56 -1.08 -2.3% 44.54
High 46.84 46.03 -0.81 -1.7% 47.54
Low 45.28 44.12 -1.16 -2.6% 43.43
Close 45.48 44.41 -1.07 -2.4% 46.69
Range 1.56 1.91 0.35 22.4% 4.11
ATR 1.67 1.69 0.02 1.0% 0.00
Volume 106,142 172,284 66,142 62.3% 614,492
Daily Pivots for day following 03-May-2016
Classic Woodie Camarilla DeMark
R4 50.58 49.41 45.46
R3 48.67 47.50 44.94
R2 46.76 46.76 44.76
R1 45.59 45.59 44.59 45.22
PP 44.85 44.85 44.85 44.67
S1 43.68 43.68 44.23 43.31
S2 42.94 42.94 44.06
S3 41.03 41.77 43.88
S4 39.12 39.86 43.36
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 58.22 56.56 48.95
R3 54.11 52.45 47.82
R2 50.00 50.00 47.44
R1 48.34 48.34 47.07 49.17
PP 45.89 45.89 45.89 46.30
S1 44.23 44.23 46.31 45.06
S2 41.78 41.78 45.94
S3 37.67 40.12 45.56
S4 33.56 36.01 44.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.54 44.12 3.42 7.7% 1.59 3.6% 8% False True 129,441
10 47.54 42.17 5.37 12.1% 1.72 3.9% 42% False False 124,808
20 47.54 38.39 9.15 20.6% 1.74 3.9% 66% False False 118,163
40 47.54 37.50 10.04 22.6% 1.58 3.6% 69% False False 81,593
60 47.54 33.14 14.40 32.4% 1.67 3.8% 78% False False 66,738
80 47.54 31.61 15.93 35.9% 1.76 4.0% 80% False False 56,378
100 47.54 31.61 15.93 35.9% 1.66 3.7% 80% False False 46,965
120 49.30 31.61 17.69 39.8% 1.59 3.6% 72% False False 40,285
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 54.15
2.618 51.03
1.618 49.12
1.000 47.94
0.618 47.21
HIGH 46.03
0.618 45.30
0.500 45.08
0.382 44.85
LOW 44.12
0.618 42.94
1.000 42.21
1.618 41.03
2.618 39.12
4.250 36.00
Fisher Pivots for day following 03-May-2016
Pivot 1 day 3 day
R1 45.08 45.83
PP 44.85 45.36
S1 44.63 44.88

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

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