NYMEX Light Sweet Crude Oil Future September 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 47.45 46.15 -1.30 -2.7% 45.26
High 47.55 46.79 -0.76 -1.6% 48.27
Low 46.10 45.03 -1.07 -2.3% 44.51
Close 46.26 45.32 -0.94 -2.0% 47.50
Range 1.45 1.76 0.31 21.4% 3.76
ATR 1.58 1.59 0.01 0.8% 0.00
Volume 29,281 39,085 9,804 33.5% 169,569
Daily Pivots for day following 03-May-2016
Classic Woodie Camarilla DeMark
R4 50.99 49.92 46.29
R3 49.23 48.16 45.80
R2 47.47 47.47 45.64
R1 46.40 46.40 45.48 46.06
PP 45.71 45.71 45.71 45.54
S1 44.64 44.64 45.16 44.30
S2 43.95 43.95 45.00
S3 42.19 42.88 44.84
S4 40.43 41.12 44.35
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 58.04 56.53 49.57
R3 54.28 52.77 48.53
R2 50.52 50.52 48.19
R1 49.01 49.01 47.84 49.77
PP 46.76 46.76 46.76 47.14
S1 45.25 45.25 47.16 46.01
S2 43.00 43.00 46.81
S3 39.24 41.49 46.47
S4 35.48 37.73 45.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.27 45.03 3.24 7.1% 1.50 3.3% 9% False True 34,411
10 48.27 43.07 5.20 11.5% 1.60 3.5% 43% False False 34,504
20 48.27 39.49 8.78 19.4% 1.65 3.6% 66% False False 37,804
40 48.27 38.67 9.60 21.2% 1.49 3.3% 69% False False 33,247
60 48.27 34.69 13.58 30.0% 1.56 3.4% 78% False False 30,911
80 48.27 32.85 15.42 34.0% 1.64 3.6% 81% False False 27,736
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.46
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 54.27
2.618 51.40
1.618 49.64
1.000 48.55
0.618 47.88
HIGH 46.79
0.618 46.12
0.500 45.91
0.382 45.70
LOW 45.03
0.618 43.94
1.000 43.27
1.618 42.18
2.618 40.42
4.250 37.55
Fisher Pivots for day following 03-May-2016
Pivot 1 day 3 day
R1 45.91 46.65
PP 45.71 46.21
S1 45.52 45.76

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

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