NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 11-Apr-2016
Day Change Summary
Previous Current
08-Apr-2016 11-Apr-2016 Change Change % Previous Week
Open 40.13 42.34 2.21 5.5% 39.67
High 42.40 43.40 1.00 2.4% 42.40
Low 40.13 42.00 1.87 4.7% 38.14
Close 42.38 43.22 0.84 2.0% 42.38
Range 2.27 1.40 -0.87 -38.3% 4.26
ATR 1.55 1.54 -0.01 -0.7% 0.00
Volume 45,520 41,283 -4,237 -9.3% 165,997
Daily Pivots for day following 11-Apr-2016
Classic Woodie Camarilla DeMark
R4 47.07 46.55 43.99
R3 45.67 45.15 43.61
R2 44.27 44.27 43.48
R1 43.75 43.75 43.35 44.01
PP 42.87 42.87 42.87 43.01
S1 42.35 42.35 43.09 42.61
S2 41.47 41.47 42.96
S3 40.07 40.95 42.84
S4 38.67 39.55 42.45
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 53.75 52.33 44.72
R3 49.49 48.07 43.55
R2 45.23 45.23 43.16
R1 43.81 43.81 42.77 44.52
PP 40.97 40.97 40.97 41.33
S1 39.55 39.55 41.99 40.26
S2 36.71 36.71 41.60
S3 32.45 35.29 41.21
S4 28.19 31.03 40.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.40 38.14 5.26 12.2% 1.54 3.6% 97% True False 34,971
10 43.40 38.14 5.26 12.2% 1.49 3.5% 97% True False 29,735
20 44.09 38.14 5.95 13.8% 1.38 3.2% 85% False False 26,151
40 44.09 35.07 9.02 20.9% 1.54 3.6% 90% False False 24,041
60 44.09 32.22 11.87 27.5% 1.64 3.8% 93% False False 21,782
80 44.09 32.22 11.87 27.5% 1.54 3.6% 93% False False 17,540
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 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.35
2.618 47.07
1.618 45.67
1.000 44.80
0.618 44.27
HIGH 43.40
0.618 42.87
0.500 42.70
0.382 42.53
LOW 42.00
0.618 41.13
1.000 40.60
1.618 39.73
2.618 38.33
4.250 36.05
Fisher Pivots for day following 11-Apr-2016
Pivot 1 day 3 day
R1 43.05 42.63
PP 42.87 42.03
S1 42.70 41.44

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

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