NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 28-Apr-2016
Day Change Summary
Previous Current
27-Apr-2016 28-Apr-2016 Change Change % Previous Week
Open 46.55 47.15 0.60 1.3% 42.11
High 47.60 48.03 0.43 0.9% 46.26
Low 45.87 46.95 1.08 2.4% 41.04
Close 47.40 48.00 0.60 1.3% 45.67
Range 1.73 1.08 -0.65 -37.6% 5.22
ATR 1.52 1.49 -0.03 -2.1% 0.00
Volume 14,470 13,311 -1,159 -8.0% 97,923
Daily Pivots for day following 28-Apr-2016
Classic Woodie Camarilla DeMark
R4 50.90 50.53 48.59
R3 49.82 49.45 48.30
R2 48.74 48.74 48.20
R1 48.37 48.37 48.10 48.56
PP 47.66 47.66 47.66 47.75
S1 47.29 47.29 47.90 47.48
S2 46.58 46.58 47.80
S3 45.50 46.21 47.70
S4 44.42 45.13 47.41
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 59.98 58.05 48.54
R3 54.76 52.83 47.11
R2 49.54 49.54 46.63
R1 47.61 47.61 46.15 48.58
PP 44.32 44.32 44.32 44.81
S1 42.39 42.39 45.19 43.36
S2 39.10 39.10 44.71
S3 33.88 37.17 44.23
S4 28.66 31.95 42.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.03 44.86 3.17 6.6% 1.33 2.8% 99% True False 14,725
10 48.03 41.04 6.99 14.6% 1.65 3.4% 100% True False 17,169
20 48.03 39.08 8.95 18.6% 1.49 3.1% 100% True False 16,835
40 48.03 39.08 8.95 18.6% 1.35 2.8% 100% True False 14,386
60 48.03 35.44 12.59 26.2% 1.42 3.0% 100% True False 13,227
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.48
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 52.62
2.618 50.86
1.618 49.78
1.000 49.11
0.618 48.70
HIGH 48.03
0.618 47.62
0.500 47.49
0.382 47.36
LOW 46.95
0.618 46.28
1.000 45.87
1.618 45.20
2.618 44.12
4.250 42.36
Fisher Pivots for day following 28-Apr-2016
Pivot 1 day 3 day
R1 47.83 47.48
PP 47.66 46.96
S1 47.49 46.45

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

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