NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 04-Apr-2016
Day Change Summary
Previous Current
01-Apr-2016 04-Apr-2016 Change Change % Previous Week
Open 38.14 36.61 -1.53 -4.0% 39.55
High 38.56 37.21 -1.35 -3.5% 40.14
Low 36.63 35.46 -1.17 -3.2% 36.63
Close 36.79 35.70 -1.09 -3.0% 36.79
Range 1.93 1.75 -0.18 -9.3% 3.51
ATR 1.69 1.69 0.00 0.3% 0.00
Volume 547,190 549,477 2,287 0.4% 2,409,618
Daily Pivots for day following 04-Apr-2016
Classic Woodie Camarilla DeMark
R4 41.37 40.29 36.66
R3 39.62 38.54 36.18
R2 37.87 37.87 36.02
R1 36.79 36.79 35.86 36.46
PP 36.12 36.12 36.12 35.96
S1 35.04 35.04 35.54 34.71
S2 34.37 34.37 35.38
S3 32.62 33.29 35.22
S4 30.87 31.54 34.74
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 39.85 35.46 4.39 12.3% 1.69 4.7% 5% False True 531,864
10 41.90 35.46 6.44 18.0% 1.53 4.3% 4% False True 488,929
20 42.49 35.46 7.03 19.7% 1.61 4.5% 3% False True 416,826
40 42.49 30.67 11.82 33.1% 1.77 5.0% 43% False False 284,990
60 42.49 29.85 12.64 35.4% 1.92 5.4% 46% False False 214,597
80 42.98 29.85 13.13 36.8% 1.78 5.0% 45% False False 166,669
100 49.02 29.85 19.17 53.7% 1.70 4.8% 31% False False 136,690
120 52.36 29.85 22.51 63.1% 1.63 4.6% 26% False False 115,457
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.65
2.618 41.79
1.618 40.04
1.000 38.96
0.618 38.29
HIGH 37.21
0.618 36.54
0.500 36.34
0.382 36.13
LOW 35.46
0.618 34.38
1.000 33.71
1.618 32.63
2.618 30.88
4.250 28.02
Fisher Pivots for day following 04-Apr-2016
Pivot 1 day 3 day
R1 36.34 37.25
PP 36.12 36.73
S1 35.91 36.22

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

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