NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 04-May-2016
Day Change Summary
Previous Current
03-May-2016 04-May-2016 Change Change % Previous Week
Open 46.15 45.60 -0.55 -1.2% 45.26
High 46.79 46.36 -0.43 -0.9% 48.27
Low 45.03 44.79 -0.24 -0.5% 44.51
Close 45.32 45.24 -0.08 -0.2% 47.50
Range 1.76 1.57 -0.19 -10.8% 3.76
ATR 1.59 1.59 0.00 -0.1% 0.00
Volume 39,085 39,148 63 0.2% 169,569
Daily Pivots for day following 04-May-2016
Classic Woodie Camarilla DeMark
R4 50.17 49.28 46.10
R3 48.60 47.71 45.67
R2 47.03 47.03 45.53
R1 46.14 46.14 45.38 45.80
PP 45.46 45.46 45.46 45.30
S1 44.57 44.57 45.10 44.23
S2 43.89 43.89 44.95
S3 42.32 43.00 44.81
S4 40.75 41.43 44.38
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 44.79 3.48 7.7% 1.46 3.2% 13% False True 34,934
10 48.27 44.51 3.76 8.3% 1.47 3.3% 19% False False 34,319
20 48.27 39.96 8.31 18.4% 1.65 3.6% 64% False False 37,889
40 48.27 38.67 9.60 21.2% 1.47 3.3% 68% False False 33,511
60 48.27 34.69 13.58 30.0% 1.57 3.5% 78% False False 30,995
80 48.27 32.85 15.42 34.1% 1.64 3.6% 80% False False 28,103
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.03
2.618 50.47
1.618 48.90
1.000 47.93
0.618 47.33
HIGH 46.36
0.618 45.76
0.500 45.58
0.382 45.39
LOW 44.79
0.618 43.82
1.000 43.22
1.618 42.25
2.618 40.68
4.250 38.12
Fisher Pivots for day following 04-May-2016
Pivot 1 day 3 day
R1 45.58 46.17
PP 45.46 45.86
S1 45.35 45.55

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

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