NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 12-Apr-2016
Day Change Summary
Previous Current
11-Apr-2016 12-Apr-2016 Change Change % Previous Week
Open 42.34 43.12 0.78 1.8% 39.67
High 43.40 44.92 1.52 3.5% 42.40
Low 42.00 42.93 0.93 2.2% 38.14
Close 43.22 44.83 1.61 3.7% 42.38
Range 1.40 1.99 0.59 42.1% 4.26
ATR 1.54 1.57 0.03 2.1% 0.00
Volume 41,283 49,155 7,872 19.1% 165,997
Daily Pivots for day following 12-Apr-2016
Classic Woodie Camarilla DeMark
R4 50.20 49.50 45.92
R3 48.21 47.51 45.38
R2 46.22 46.22 45.19
R1 45.52 45.52 45.01 45.87
PP 44.23 44.23 44.23 44.40
S1 43.53 43.53 44.65 43.88
S2 42.24 42.24 44.47
S3 40.25 41.54 44.28
S4 38.26 39.55 43.74
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 44.92 38.94 5.98 13.3% 1.73 3.9% 98% True False 40,662
10 44.92 38.14 6.78 15.1% 1.56 3.5% 99% True False 32,831
20 44.92 38.14 6.78 15.1% 1.41 3.1% 99% True False 27,643
40 44.92 35.52 9.40 21.0% 1.54 3.4% 99% True False 24,848
60 44.92 32.22 12.70 28.3% 1.65 3.7% 99% True False 22,393
80 44.92 32.22 12.70 28.3% 1.56 3.5% 99% True False 18,109
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.38
2.618 50.13
1.618 48.14
1.000 46.91
0.618 46.15
HIGH 44.92
0.618 44.16
0.500 43.93
0.382 43.69
LOW 42.93
0.618 41.70
1.000 40.94
1.618 39.71
2.618 37.72
4.250 34.47
Fisher Pivots for day following 12-Apr-2016
Pivot 1 day 3 day
R1 44.53 44.06
PP 44.23 43.29
S1 43.93 42.53

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

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