NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 03-May-2016
Day Change Summary
Previous Current
02-May-2016 03-May-2016 Change Change % Previous Week
Open 47.11 46.02 -1.09 -2.3% 44.99
High 47.26 46.45 -0.81 -1.7% 47.95
Low 45.74 44.63 -1.11 -2.4% 44.00
Close 45.91 44.90 -1.01 -2.2% 47.14
Range 1.52 1.82 0.30 19.7% 3.95
ATR 1.62 1.63 0.01 0.9% 0.00
Volume 34,057 64,913 30,856 90.6% 210,886
Daily Pivots for day following 03-May-2016
Classic Woodie Camarilla DeMark
R4 50.79 49.66 45.90
R3 48.97 47.84 45.40
R2 47.15 47.15 45.23
R1 46.02 46.02 45.07 45.68
PP 45.33 45.33 45.33 45.15
S1 44.20 44.20 44.73 43.86
S2 43.51 43.51 44.57
S3 41.69 42.38 44.40
S4 39.87 40.56 43.90
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 58.21 56.63 49.31
R3 54.26 52.68 48.23
R2 50.31 50.31 47.86
R1 48.73 48.73 47.50 49.52
PP 46.36 46.36 46.36 46.76
S1 44.78 44.78 46.78 45.57
S2 42.41 42.41 46.42
S3 38.46 40.83 46.05
S4 34.51 36.88 44.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.95 44.63 3.32 7.4% 1.54 3.4% 8% False True 47,308
10 47.95 42.70 5.25 11.7% 1.66 3.7% 42% False False 40,750
20 47.95 38.94 9.01 20.1% 1.69 3.8% 66% False False 40,086
40 47.95 38.14 9.81 21.8% 1.52 3.4% 69% False False 32,088
60 47.95 33.98 13.97 31.1% 1.59 3.5% 78% False False 28,427
80 47.95 32.22 15.73 35.0% 1.65 3.7% 81% False False 24,851
100 47.95 32.22 15.73 35.0% 1.56 3.5% 81% False False 21,020
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 54.19
2.618 51.21
1.618 49.39
1.000 48.27
0.618 47.57
HIGH 46.45
0.618 45.75
0.500 45.54
0.382 45.33
LOW 44.63
0.618 43.51
1.000 42.81
1.618 41.69
2.618 39.87
4.250 36.90
Fisher Pivots for day following 03-May-2016
Pivot 1 day 3 day
R1 45.54 46.29
PP 45.33 45.83
S1 45.11 45.36

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

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