NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 13-Apr-2016
Day Change Summary
Previous Current
12-Apr-2016 13-Apr-2016 Change Change % Previous Week
Open 43.12 44.32 1.20 2.8% 39.67
High 44.92 44.96 0.04 0.1% 42.40
Low 42.93 43.93 1.00 2.3% 38.14
Close 44.83 44.35 -0.48 -1.1% 42.38
Range 1.99 1.03 -0.96 -48.2% 4.26
ATR 1.57 1.53 -0.04 -2.5% 0.00
Volume 49,155 42,260 -6,895 -14.0% 165,997
Daily Pivots for day following 13-Apr-2016
Classic Woodie Camarilla DeMark
R4 47.50 46.96 44.92
R3 46.47 45.93 44.63
R2 45.44 45.44 44.54
R1 44.90 44.90 44.44 45.17
PP 44.41 44.41 44.41 44.55
S1 43.87 43.87 44.26 44.14
S2 43.38 43.38 44.16
S3 42.35 42.84 44.07
S4 41.32 41.81 43.78
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 44.96 39.48 5.48 12.4% 1.61 3.6% 89% True False 41,406
10 44.96 38.14 6.82 15.4% 1.52 3.4% 91% True False 34,671
20 44.96 38.14 6.82 15.4% 1.40 3.2% 91% True False 28,777
40 44.96 35.52 9.44 21.3% 1.49 3.4% 94% True False 25,435
60 44.96 32.22 12.74 28.7% 1.64 3.7% 95% True False 23,012
80 44.96 32.22 12.74 28.7% 1.55 3.5% 95% True False 18,594
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.23
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 49.34
2.618 47.66
1.618 46.63
1.000 45.99
0.618 45.60
HIGH 44.96
0.618 44.57
0.500 44.45
0.382 44.32
LOW 43.93
0.618 43.29
1.000 42.90
1.618 42.26
2.618 41.23
4.250 39.55
Fisher Pivots for day following 13-Apr-2016
Pivot 1 day 3 day
R1 44.45 44.06
PP 44.41 43.77
S1 44.38 43.48

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

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