NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 12-Apr-2016
Day Change Summary
Previous Current
11-Apr-2016 12-Apr-2016 Change Change % Previous Week
Open 43.01 43.62 0.61 1.4% 40.22
High 43.77 45.23 1.46 3.3% 42.77
Low 42.37 43.35 0.98 2.3% 38.67
Close 43.59 45.14 1.55 3.6% 42.75
Range 1.40 1.88 0.48 34.3% 4.10
ATR 1.52 1.54 0.03 1.7% 0.00
Volume 40,176 50,623 10,447 26.0% 178,632
Daily Pivots for day following 12-Apr-2016
Classic Woodie Camarilla DeMark
R4 50.21 49.56 46.17
R3 48.33 47.68 45.66
R2 46.45 46.45 45.48
R1 45.80 45.80 45.31 46.13
PP 44.57 44.57 44.57 44.74
S1 43.92 43.92 44.97 44.25
S2 42.69 42.69 44.80
S3 40.81 42.04 44.62
S4 38.93 40.16 44.11
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 53.70 52.32 45.01
R3 49.60 48.22 43.88
R2 45.50 45.50 43.50
R1 44.12 44.12 43.13 44.81
PP 41.40 41.40 41.40 41.74
S1 40.02 40.02 42.37 40.71
S2 37.30 37.30 42.00
S3 33.20 35.92 41.62
S4 29.10 31.82 40.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.23 39.49 5.74 12.7% 1.69 3.7% 98% True False 41,768
10 45.23 38.67 6.56 14.5% 1.54 3.4% 99% True False 34,652
20 45.23 38.67 6.56 14.5% 1.39 3.1% 99% True False 31,464
40 45.23 36.18 9.05 20.0% 1.51 3.4% 99% True False 28,569
60 45.23 32.85 12.38 27.4% 1.64 3.6% 99% True False 26,846
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.22
2.618 50.15
1.618 48.27
1.000 47.11
0.618 46.39
HIGH 45.23
0.618 44.51
0.500 44.29
0.382 44.07
LOW 43.35
0.618 42.19
1.000 41.47
1.618 40.31
2.618 38.43
4.250 35.36
Fisher Pivots for day following 12-Apr-2016
Pivot 1 day 3 day
R1 44.86 44.37
PP 44.57 43.60
S1 44.29 42.83

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

View Archives - Comment on this page... - Back to Index of Symbols