NYMEX Light Sweet Crude Oil Future December 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 48.10 47.09 -1.01 -2.1% 46.18
High 48.30 47.55 -0.75 -1.6% 48.98
Low 46.94 45.99 -0.95 -2.0% 45.41
Close 47.09 46.29 -0.80 -1.7% 48.22
Range 1.36 1.56 0.20 14.7% 3.57
ATR 1.52 1.53 0.00 0.2% 0.00
Volume 42,298 53,262 10,964 25.9% 263,489
Daily Pivots for day following 03-May-2016
Classic Woodie Camarilla DeMark
R4 51.29 50.35 47.15
R3 49.73 48.79 46.72
R2 48.17 48.17 46.58
R1 47.23 47.23 46.43 46.92
PP 46.61 46.61 46.61 46.46
S1 45.67 45.67 46.15 45.36
S2 45.05 45.05 46.00
S3 43.49 44.11 45.86
S4 41.93 42.55 45.43
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 58.25 56.80 50.18
R3 54.68 53.23 49.20
R2 51.11 51.11 48.87
R1 49.66 49.66 48.55 50.39
PP 47.54 47.54 47.54 47.90
S1 46.09 46.09 47.89 46.82
S2 43.97 43.97 47.57
S3 40.40 42.52 47.24
S4 36.83 38.95 46.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.98 45.99 2.99 6.5% 1.40 3.0% 10% False True 52,773
10 48.98 43.91 5.07 11.0% 1.52 3.3% 47% False False 52,999
20 48.98 40.38 8.60 18.6% 1.59 3.4% 69% False False 59,820
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 0.47
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 54.18
2.618 51.63
1.618 50.07
1.000 49.11
0.618 48.51
HIGH 47.55
0.618 46.95
0.500 46.77
0.382 46.59
LOW 45.99
0.618 45.03
1.000 44.43
1.618 43.47
2.618 41.91
4.250 39.36
Fisher Pivots for day following 03-May-2016
Pivot 1 day 3 day
R1 46.77 47.49
PP 46.61 47.09
S1 46.45 46.69

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

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