NYMEX Light Sweet Crude Oil Future October 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 43.26 43.88 0.62 1.4% 40.58
High 44.03 45.46 1.43 3.2% 43.03
Low 42.96 43.69 0.73 1.7% 39.08
Close 43.86 45.37 1.51 3.4% 43.03
Range 1.07 1.77 0.70 65.4% 3.95
ATR 1.41 1.44 0.03 1.8% 0.00
Volume 17,796 21,959 4,163 23.4% 72,054
Daily Pivots for day following 12-Apr-2016
Classic Woodie Camarilla DeMark
R4 50.15 49.53 46.34
R3 48.38 47.76 45.86
R2 46.61 46.61 45.69
R1 45.99 45.99 45.53 46.30
PP 44.84 44.84 44.84 45.00
S1 44.22 44.22 45.21 44.53
S2 43.07 43.07 45.05
S3 41.30 42.45 44.88
S4 39.53 40.68 44.40
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 53.56 52.25 45.20
R3 49.61 48.30 44.12
R2 45.66 45.66 43.75
R1 44.35 44.35 43.39 45.01
PP 41.71 41.71 41.71 42.04
S1 40.40 40.40 42.67 41.06
S2 37.76 37.76 42.31
S3 33.81 36.45 41.94
S4 29.86 32.50 40.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.46 40.02 5.44 12.0% 1.43 3.2% 98% True False 17,543
10 45.46 39.08 6.38 14.1% 1.39 3.1% 99% True False 14,787
20 45.46 39.08 6.38 14.1% 1.24 2.7% 99% True False 14,213
40 45.46 36.81 8.65 19.1% 1.35 3.0% 99% True False 11,613
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.98
2.618 50.09
1.618 48.32
1.000 47.23
0.618 46.55
HIGH 45.46
0.618 44.78
0.500 44.58
0.382 44.37
LOW 43.69
0.618 42.60
1.000 41.92
1.618 40.83
2.618 39.06
4.250 36.17
Fisher Pivots for day following 12-Apr-2016
Pivot 1 day 3 day
R1 45.11 44.68
PP 44.84 43.99
S1 44.58 43.31

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

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