NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 06-Apr-2016
Day Change Summary
Previous Current
05-Apr-2016 06-Apr-2016 Change Change % Previous Week
Open 38.83 39.65 0.82 2.1% 42.64
High 39.66 41.03 1.37 3.5% 43.02
Low 38.67 39.49 0.82 2.1% 40.20
Close 39.09 40.91 1.82 4.7% 40.38
Range 0.99 1.54 0.55 55.6% 2.82
ATR 1.43 1.47 0.04 2.5% 0.00
Volume 27,558 37,440 9,882 35.9% 104,058
Daily Pivots for day following 06-Apr-2016
Classic Woodie Camarilla DeMark
R4 45.10 44.54 41.76
R3 43.56 43.00 41.33
R2 42.02 42.02 41.19
R1 41.46 41.46 41.05 41.74
PP 40.48 40.48 40.48 40.62
S1 39.92 39.92 40.77 40.20
S2 38.94 38.94 40.63
S3 37.40 38.38 40.49
S4 35.86 36.84 40.06
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 42.44 38.67 3.77 9.2% 1.42 3.5% 59% False False 30,662
10 43.88 38.67 5.21 12.7% 1.35 3.3% 43% False False 25,195
20 44.35 38.67 5.68 13.9% 1.30 3.2% 39% False False 29,132
40 44.35 34.69 9.66 23.6% 1.53 3.7% 64% False False 27,548
60 44.35 32.85 11.50 28.1% 1.63 4.0% 70% False False 24,840
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.19
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.58
2.618 45.06
1.618 43.52
1.000 42.57
0.618 41.98
HIGH 41.03
0.618 40.44
0.500 40.26
0.382 40.08
LOW 39.49
0.618 38.54
1.000 37.95
1.618 37.00
2.618 35.46
4.250 32.95
Fisher Pivots for day following 06-Apr-2016
Pivot 1 day 3 day
R1 40.69 40.56
PP 40.48 40.20
S1 40.26 39.85

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

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