NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 04-May-2016
Day Change Summary
Previous Current
03-May-2016 04-May-2016 Change Change % Previous Week
Open 45.56 44.59 -0.97 -2.1% 44.54
High 46.03 45.57 -0.46 -1.0% 47.54
Low 44.12 43.92 -0.20 -0.5% 43.43
Close 44.41 44.42 0.01 0.0% 46.69
Range 1.91 1.65 -0.26 -13.6% 4.11
ATR 1.69 1.69 0.00 -0.2% 0.00
Volume 172,284 218,772 46,488 27.0% 614,492
Daily Pivots for day following 04-May-2016
Classic Woodie Camarilla DeMark
R4 49.59 48.65 45.33
R3 47.94 47.00 44.87
R2 46.29 46.29 44.72
R1 45.35 45.35 44.57 45.00
PP 44.64 44.64 44.64 44.46
S1 43.70 43.70 44.27 43.35
S2 42.99 42.99 44.12
S3 41.34 42.05 43.97
S4 39.69 40.40 43.51
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 43.92 3.62 8.1% 1.56 3.5% 14% False True 148,327
10 47.54 43.43 4.11 9.3% 1.59 3.6% 24% False False 133,074
20 47.54 38.87 8.67 19.5% 1.74 3.9% 64% False False 124,126
40 47.54 37.50 10.04 22.6% 1.56 3.5% 69% False False 86,224
60 47.54 33.14 14.40 32.4% 1.67 3.8% 78% False False 69,788
80 47.54 31.61 15.93 35.9% 1.76 4.0% 80% False False 58,914
100 47.54 31.61 15.93 35.9% 1.66 3.7% 80% False False 49,004
120 49.00 31.61 17.39 39.1% 1.60 3.6% 74% False False 42,089
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.58
2.618 49.89
1.618 48.24
1.000 47.22
0.618 46.59
HIGH 45.57
0.618 44.94
0.500 44.75
0.382 44.55
LOW 43.92
0.618 42.90
1.000 42.27
1.618 41.25
2.618 39.60
4.250 36.91
Fisher Pivots for day following 04-May-2016
Pivot 1 day 3 day
R1 44.75 45.38
PP 44.64 45.06
S1 44.53 44.74

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

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