NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 18-Apr-2016
Day Change Summary
Previous Current
15-Apr-2016 18-Apr-2016 Change Change % Previous Week
Open 43.88 41.54 -2.34 -5.3% 42.34
High 44.12 43.00 -1.12 -2.5% 44.96
Low 42.40 40.29 -2.11 -5.0% 42.00
Close 43.03 42.60 -0.43 -1.0% 43.03
Range 1.72 2.71 0.99 57.6% 2.96
ATR 1.53 1.61 0.09 5.7% 0.00
Volume 48,218 33,922 -14,296 -29.6% 207,699
Daily Pivots for day following 18-Apr-2016
Classic Woodie Camarilla DeMark
R4 50.09 49.06 44.09
R3 47.38 46.35 43.35
R2 44.67 44.67 43.10
R1 43.64 43.64 42.85 44.16
PP 41.96 41.96 41.96 42.22
S1 40.93 40.93 42.35 41.45
S2 39.25 39.25 42.10
S3 36.54 38.22 41.85
S4 33.83 35.51 41.11
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 40.29 4.67 11.0% 1.73 4.1% 49% False True 40,067
10 44.96 38.14 6.82 16.0% 1.64 3.8% 65% False False 37,519
20 44.96 38.14 6.82 16.0% 1.47 3.5% 65% False False 29,794
40 44.96 35.52 9.44 22.2% 1.49 3.5% 75% False False 26,993
60 44.96 33.98 10.98 25.8% 1.65 3.9% 79% False False 24,198
80 44.96 32.22 12.74 29.9% 1.59 3.7% 81% False False 19,812
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 54.52
2.618 50.09
1.618 47.38
1.000 45.71
0.618 44.67
HIGH 43.00
0.618 41.96
0.500 41.65
0.382 41.33
LOW 40.29
0.618 38.62
1.000 37.58
1.618 35.91
2.618 33.20
4.250 28.77
Fisher Pivots for day following 18-Apr-2016
Pivot 1 day 3 day
R1 42.28 42.55
PP 41.96 42.49
S1 41.65 42.44

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

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