NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 05-Apr-2016
Day Change Summary
Previous Current
04-Apr-2016 05-Apr-2016 Change Change % Previous Week
Open 40.22 38.83 -1.39 -3.5% 42.64
High 40.40 39.66 -0.74 -1.8% 43.02
Low 38.90 38.67 -0.23 -0.6% 40.20
Close 39.17 39.09 -0.08 -0.2% 40.38
Range 1.50 0.99 -0.51 -34.0% 2.82
ATR 1.47 1.43 -0.03 -2.3% 0.00
Volume 33,029 27,558 -5,471 -16.6% 104,058
Daily Pivots for day following 05-Apr-2016
Classic Woodie Camarilla DeMark
R4 42.11 41.59 39.63
R3 41.12 40.60 39.36
R2 40.13 40.13 39.27
R1 39.61 39.61 39.18 39.87
PP 39.14 39.14 39.14 39.27
S1 38.62 38.62 39.00 38.88
S2 38.15 38.15 38.91
S3 37.16 37.63 38.82
S4 36.17 36.64 38.55
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 49.66 47.84 41.93
R3 46.84 45.02 41.16
R2 44.02 44.02 40.90
R1 42.20 42.20 40.64 41.70
PP 41.20 41.20 41.20 40.95
S1 39.38 39.38 40.12 38.88
S2 38.38 38.38 39.86
S3 35.56 36.56 39.60
S4 32.74 33.74 38.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.90 38.67 4.23 10.8% 1.39 3.6% 10% False True 27,537
10 44.28 38.67 5.61 14.4% 1.30 3.3% 7% False True 24,246
20 44.35 38.67 5.68 14.5% 1.32 3.4% 7% False True 28,690
40 44.35 34.69 9.66 24.7% 1.52 3.9% 46% False False 27,464
60 44.35 32.85 11.50 29.4% 1.63 4.2% 54% False False 24,380
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 0.21
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 43.87
2.618 42.25
1.618 41.26
1.000 40.65
0.618 40.27
HIGH 39.66
0.618 39.28
0.500 39.17
0.382 39.05
LOW 38.67
0.618 38.06
1.000 37.68
1.618 37.07
2.618 36.08
4.250 34.46
Fisher Pivots for day following 05-Apr-2016
Pivot 1 day 3 day
R1 39.17 40.33
PP 39.14 39.92
S1 39.12 39.50

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

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