NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 27-Apr-2016
Day Change Summary
Previous Current
26-Apr-2016 27-Apr-2016 Change Change % Previous Week
Open 44.44 45.89 1.45 3.3% 41.54
High 46.10 46.93 0.83 1.8% 45.77
Low 44.00 45.15 1.15 2.6% 40.29
Close 45.40 46.70 1.30 2.9% 45.01
Range 2.10 1.78 -0.32 -15.2% 5.48
ATR 1.67 1.68 0.01 0.5% 0.00
Volume 31,243 38,331 7,088 22.7% 171,298
Daily Pivots for day following 27-Apr-2016
Classic Woodie Camarilla DeMark
R4 51.60 50.93 47.68
R3 49.82 49.15 47.19
R2 48.04 48.04 47.03
R1 47.37 47.37 46.86 47.71
PP 46.26 46.26 46.26 46.43
S1 45.59 45.59 46.54 45.93
S2 44.48 44.48 46.37
S3 42.70 43.81 46.21
S4 40.92 42.03 45.72
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 46.93 44.00 2.93 6.3% 1.56 3.3% 92% True False 34,396
10 46.93 40.29 6.64 14.2% 1.82 3.9% 97% True False 35,794
20 46.93 38.14 8.79 18.8% 1.67 3.6% 97% True False 35,232
40 46.93 38.00 8.93 19.1% 1.52 3.3% 97% True False 29,439
60 46.93 33.98 12.95 27.7% 1.60 3.4% 98% True False 26,582
80 46.93 32.22 14.71 31.5% 1.66 3.6% 98% True False 22,681
100 47.24 32.22 15.02 32.2% 1.55 3.3% 96% False False 19,502
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.50
2.618 51.59
1.618 49.81
1.000 48.71
0.618 48.03
HIGH 46.93
0.618 46.25
0.500 46.04
0.382 45.83
LOW 45.15
0.618 44.05
1.000 43.37
1.618 42.27
2.618 40.49
4.250 37.59
Fisher Pivots for day following 27-Apr-2016
Pivot 1 day 3 day
R1 46.48 46.29
PP 46.26 45.88
S1 46.04 45.47

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

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