NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 06-Apr-2016
Day Change Summary
Previous Current
05-Apr-2016 06-Apr-2016 Change Change % Previous Week
Open 38.30 39.05 0.75 2.0% 42.07
High 39.21 40.58 1.37 3.5% 42.49
Low 38.14 38.94 0.80 2.1% 39.67
Close 38.59 40.45 1.86 4.8% 39.84
Range 1.07 1.64 0.57 53.3% 2.82
ATR 1.45 1.49 0.04 2.7% 0.00
Volume 20,696 38,543 17,847 86.2% 99,395
Daily Pivots for day following 06-Apr-2016
Classic Woodie Camarilla DeMark
R4 44.91 44.32 41.35
R3 43.27 42.68 40.90
R2 41.63 41.63 40.75
R1 41.04 41.04 40.60 41.34
PP 39.99 39.99 39.99 40.14
S1 39.40 39.40 40.30 39.70
S2 38.35 38.35 40.15
S3 36.71 37.76 40.00
S4 35.07 36.12 39.55
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 49.13 47.30 41.39
R3 46.31 44.48 40.62
R2 43.49 43.49 40.36
R1 41.66 41.66 40.10 41.17
PP 40.67 40.67 40.67 40.42
S1 38.84 38.84 39.58 38.35
S2 37.85 37.85 39.32
S3 35.03 36.02 39.06
S4 32.21 33.20 38.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.94 38.14 3.80 9.4% 1.43 3.5% 61% False False 27,936
10 43.41 38.14 5.27 13.0% 1.36 3.4% 44% False False 23,316
20 44.09 38.14 5.95 14.7% 1.32 3.3% 39% False False 24,897
40 44.09 33.98 10.11 25.0% 1.55 3.8% 64% False False 22,882
60 44.09 32.22 11.87 29.3% 1.65 4.1% 69% False False 20,293
80 44.09 32.22 11.87 29.3% 1.53 3.8% 69% False False 16,558
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.21
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.55
2.618 44.87
1.618 43.23
1.000 42.22
0.618 41.59
HIGH 40.58
0.618 39.95
0.500 39.76
0.382 39.57
LOW 38.94
0.618 37.93
1.000 37.30
1.618 36.29
2.618 34.65
4.250 31.97
Fisher Pivots for day following 06-Apr-2016
Pivot 1 day 3 day
R1 40.22 40.09
PP 39.99 39.72
S1 39.76 39.36

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

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