NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 28-Apr-2016
Day Change Summary
Previous Current
27-Apr-2016 28-Apr-2016 Change Change % Previous Week
Open 45.89 46.57 0.68 1.5% 41.54
High 46.93 47.40 0.47 1.0% 45.77
Low 45.15 46.28 1.13 2.5% 40.29
Close 46.70 47.35 0.65 1.4% 45.01
Range 1.78 1.12 -0.66 -37.1% 5.48
ATR 1.68 1.64 -0.04 -2.4% 0.00
Volume 38,331 39,190 859 2.2% 171,298
Daily Pivots for day following 28-Apr-2016
Classic Woodie Camarilla DeMark
R4 50.37 49.98 47.97
R3 49.25 48.86 47.66
R2 48.13 48.13 47.56
R1 47.74 47.74 47.45 47.94
PP 47.01 47.01 47.01 47.11
S1 46.62 46.62 47.25 46.82
S2 45.89 45.89 47.14
S3 44.77 45.50 47.04
S4 43.65 44.38 46.73
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 47.40 44.00 3.40 7.2% 1.50 3.2% 99% True False 34,619
10 47.40 40.29 7.11 15.0% 1.81 3.8% 99% True False 37,035
20 47.40 38.14 9.26 19.6% 1.66 3.5% 99% True False 35,957
40 47.40 38.14 9.26 19.6% 1.52 3.2% 99% True False 29,924
60 47.40 33.98 13.42 28.3% 1.60 3.4% 100% True False 26,861
80 47.40 32.22 15.18 32.1% 1.65 3.5% 100% True False 23,086
100 47.40 32.22 15.18 32.1% 1.55 3.3% 100% True False 19,829
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 0.54
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 52.16
2.618 50.33
1.618 49.21
1.000 48.52
0.618 48.09
HIGH 47.40
0.618 46.97
0.500 46.84
0.382 46.71
LOW 46.28
0.618 45.59
1.000 45.16
1.618 44.47
2.618 43.35
4.250 41.52
Fisher Pivots for day following 28-Apr-2016
Pivot 1 day 3 day
R1 47.18 46.80
PP 47.01 46.25
S1 46.84 45.70

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

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