NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 15-Apr-2016
Day Change Summary
Previous Current
14-Apr-2016 15-Apr-2016 Change Change % Previous Week
Open 44.11 43.88 -0.23 -0.5% 42.34
High 44.59 44.12 -0.47 -1.1% 44.96
Low 43.38 42.40 -0.98 -2.3% 42.00
Close 43.92 43.03 -0.89 -2.0% 43.03
Range 1.21 1.72 0.51 42.1% 2.96
ATR 1.51 1.53 0.01 1.0% 0.00
Volume 26,783 48,218 21,435 80.0% 207,699
Daily Pivots for day following 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 48.34 47.41 43.98
R3 46.62 45.69 43.50
R2 44.90 44.90 43.35
R1 43.97 43.97 43.19 43.58
PP 43.18 43.18 43.18 42.99
S1 42.25 42.25 42.87 41.86
S2 41.46 41.46 42.71
S3 39.74 40.53 42.56
S4 38.02 38.81 42.08
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 52.21 50.58 44.66
R3 49.25 47.62 43.84
R2 46.29 46.29 43.57
R1 44.66 44.66 43.30 45.48
PP 43.33 43.33 43.33 43.74
S1 41.70 41.70 42.76 42.52
S2 40.37 40.37 42.49
S3 37.41 38.74 42.22
S4 34.45 35.78 41.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.96 42.00 2.96 6.9% 1.47 3.4% 35% False False 41,539
10 44.96 38.14 6.82 15.8% 1.52 3.5% 72% False False 37,369
20 44.96 38.14 6.82 15.8% 1.40 3.2% 72% False False 29,878
40 44.96 35.52 9.44 21.9% 1.46 3.4% 80% False False 26,515
60 44.96 32.60 12.36 28.7% 1.64 3.8% 84% False False 23,818
80 44.96 32.22 12.74 29.6% 1.57 3.6% 85% False False 19,443
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 0.24
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 51.43
2.618 48.62
1.618 46.90
1.000 45.84
0.618 45.18
HIGH 44.12
0.618 43.46
0.500 43.26
0.382 43.06
LOW 42.40
0.618 41.34
1.000 40.68
1.618 39.62
2.618 37.90
4.250 35.09
Fisher Pivots for day following 15-Apr-2016
Pivot 1 day 3 day
R1 43.26 43.68
PP 43.18 43.46
S1 43.11 43.25

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

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