NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 26-Apr-2016
Day Change Summary
Previous Current
25-Apr-2016 26-Apr-2016 Change Change % Previous Week
Open 44.99 44.44 -0.55 -1.2% 41.54
High 45.33 46.10 0.77 1.7% 45.77
Low 44.10 44.00 -0.10 -0.2% 40.29
Close 44.15 45.40 1.25 2.8% 45.01
Range 1.23 2.10 0.87 70.7% 5.48
ATR 1.64 1.67 0.03 2.0% 0.00
Volume 42,073 31,243 -10,830 -25.7% 171,298
Daily Pivots for day following 26-Apr-2016
Classic Woodie Camarilla DeMark
R4 51.47 50.53 46.56
R3 49.37 48.43 45.98
R2 47.27 47.27 45.79
R1 46.33 46.33 45.59 46.80
PP 45.17 45.17 45.17 45.40
S1 44.23 44.23 45.21 44.70
S2 43.07 43.07 45.02
S3 40.97 42.13 44.82
S4 38.87 40.03 44.25
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 60.13 58.05 48.02
R3 54.65 52.57 46.52
R2 49.17 49.17 46.01
R1 47.09 47.09 45.51 48.13
PP 43.69 43.69 43.69 44.21
S1 41.61 41.61 44.51 42.65
S2 38.21 38.21 44.01
S3 32.73 36.13 43.50
S4 27.25 30.65 42.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.10 42.70 3.40 7.5% 1.78 3.9% 79% True False 34,193
10 46.10 40.29 5.81 12.8% 1.75 3.9% 88% True False 36,187
20 46.10 38.14 7.96 17.5% 1.65 3.6% 91% True False 34,509
40 46.10 38.00 8.10 17.8% 1.50 3.3% 91% True False 29,122
60 46.10 33.98 12.12 26.7% 1.60 3.5% 94% True False 26,315
80 46.10 32.22 13.88 30.6% 1.66 3.7% 95% True False 22,245
100 47.24 32.22 15.02 33.1% 1.55 3.4% 88% False False 19,144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 55.03
2.618 51.60
1.618 49.50
1.000 48.20
0.618 47.40
HIGH 46.10
0.618 45.30
0.500 45.05
0.382 44.80
LOW 44.00
0.618 42.70
1.000 41.90
1.618 40.60
2.618 38.50
4.250 35.08
Fisher Pivots for day following 26-Apr-2016
Pivot 1 day 3 day
R1 45.28 45.28
PP 45.17 45.17
S1 45.05 45.05

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

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