NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 01-Apr-2016
Day Change Summary
Previous Current
31-Mar-2016 01-Apr-2016 Change Change % Previous Week
Open 38.30 38.14 -0.16 -0.4% 39.55
High 39.04 38.56 -0.48 -1.2% 40.14
Low 37.57 36.63 -0.94 -2.5% 36.63
Close 38.34 36.79 -1.55 -4.0% 36.79
Range 1.47 1.93 0.46 31.3% 3.51
ATR 1.67 1.69 0.02 1.1% 0.00
Volume 532,152 547,190 15,038 2.8% 2,409,618
Daily Pivots for day following 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 43.12 41.88 37.85
R3 41.19 39.95 37.32
R2 39.26 39.26 37.14
R1 38.02 38.02 36.97 37.68
PP 37.33 37.33 37.33 37.15
S1 36.09 36.09 36.61 35.75
S2 35.40 35.40 36.44
S3 33.47 34.16 36.26
S4 31.54 32.23 35.73
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 48.38 46.10 38.72
R3 44.87 42.59 37.76
R2 41.36 41.36 37.43
R1 39.08 39.08 37.11 38.47
PP 37.85 37.85 37.85 37.55
S1 35.57 35.57 36.47 34.96
S2 34.34 34.34 36.15
S3 30.83 32.06 35.82
S4 27.32 28.55 34.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.14 36.63 3.51 9.5% 1.59 4.3% 5% False True 481,923
10 42.49 36.63 5.86 15.9% 1.51 4.1% 3% False True 501,153
20 42.49 36.19 6.30 17.1% 1.62 4.4% 10% False False 396,938
40 42.49 30.67 11.82 32.1% 1.77 4.8% 52% False False 274,281
60 42.49 29.85 12.64 34.4% 1.93 5.3% 55% False False 205,987
80 44.08 29.85 14.23 38.7% 1.78 4.8% 49% False False 160,329
100 49.25 29.85 19.40 52.7% 1.70 4.6% 36% False False 131,366
120 53.22 29.85 23.37 63.5% 1.62 4.4% 30% False False 111,013
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 0.41
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 46.76
2.618 43.61
1.618 41.68
1.000 40.49
0.618 39.75
HIGH 38.56
0.618 37.82
0.500 37.60
0.382 37.37
LOW 36.63
0.618 35.44
1.000 34.70
1.618 33.51
2.618 31.58
4.250 28.43
Fisher Pivots for day following 01-Apr-2016
Pivot 1 day 3 day
R1 37.60 38.24
PP 37.33 37.76
S1 37.06 37.27

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

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