NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 20-Apr-2016
Day Change Summary
Previous Current
19-Apr-2016 20-Apr-2016 Change Change % Previous Week
Open 43.53 43.81 0.28 0.6% 43.26
High 44.80 46.10 1.30 2.9% 45.46
Low 43.00 43.37 0.37 0.9% 42.96
Close 44.47 46.06 1.59 3.6% 43.66
Range 1.80 2.73 0.93 51.7% 2.50
ATR 1.50 1.59 0.09 5.9% 0.00
Volume 18,223 24,029 5,806 31.9% 89,719
Daily Pivots for day following 20-Apr-2016
Classic Woodie Camarilla DeMark
R4 53.37 52.44 47.56
R3 50.64 49.71 46.81
R2 47.91 47.91 46.56
R1 46.98 46.98 46.31 47.45
PP 45.18 45.18 45.18 45.41
S1 44.25 44.25 45.81 44.72
S2 42.45 42.45 45.56
S3 39.72 41.52 45.31
S4 36.99 38.79 44.56
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 51.53 50.09 45.04
R3 49.03 47.59 44.35
R2 46.53 46.53 44.12
R1 45.09 45.09 43.89 45.81
PP 44.03 44.03 44.03 44.39
S1 42.59 42.59 43.43 43.31
S2 41.53 41.53 43.20
S3 39.03 40.09 42.97
S4 36.53 37.59 42.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.10 41.04 5.06 11.0% 1.94 4.2% 99% True False 17,456
10 46.10 40.34 5.76 12.5% 1.65 3.6% 99% True False 18,466
20 46.10 39.08 7.02 15.2% 1.44 3.1% 99% True False 14,857
40 46.10 36.98 9.12 19.8% 1.34 2.9% 100% True False 13,335
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 57.70
2.618 53.25
1.618 50.52
1.000 48.83
0.618 47.79
HIGH 46.10
0.618 45.06
0.500 44.74
0.382 44.41
LOW 43.37
0.618 41.68
1.000 40.64
1.618 38.95
2.618 36.22
4.250 31.77
Fisher Pivots for day following 20-Apr-2016
Pivot 1 day 3 day
R1 45.62 45.23
PP 45.18 44.40
S1 44.74 43.57

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

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