NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 05-Apr-2016
Day Change Summary
Previous Current
04-Apr-2016 05-Apr-2016 Change Change % Previous Week
Open 36.61 35.50 -1.11 -3.0% 39.55
High 37.21 36.58 -0.63 -1.7% 40.14
Low 35.46 35.24 -0.22 -0.6% 36.63
Close 35.70 35.89 0.19 0.5% 36.79
Range 1.75 1.34 -0.41 -23.4% 3.51
ATR 1.69 1.67 -0.03 -1.5% 0.00
Volume 549,477 485,543 -63,934 -11.6% 2,409,618
Daily Pivots for day following 05-Apr-2016
Classic Woodie Camarilla DeMark
R4 39.92 39.25 36.63
R3 38.58 37.91 36.26
R2 37.24 37.24 36.14
R1 36.57 36.57 36.01 36.91
PP 35.90 35.90 35.90 36.07
S1 35.23 35.23 35.77 35.57
S2 34.56 34.56 35.64
S3 33.22 33.89 35.52
S4 31.88 32.55 35.15
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 35.24 4.61 12.8% 1.64 4.6% 14% False True 531,366
10 41.90 35.24 6.66 18.6% 1.53 4.3% 10% False True 489,550
20 42.49 35.24 7.25 20.2% 1.57 4.4% 9% False True 426,610
40 42.49 30.67 11.82 32.9% 1.77 4.9% 44% False False 293,960
60 42.49 29.85 12.64 35.2% 1.91 5.3% 48% False False 222,120
80 42.98 29.85 13.13 36.6% 1.78 5.0% 46% False False 172,290
100 48.60 29.85 18.75 52.2% 1.71 4.8% 32% False False 141,411
120 51.63 29.85 21.78 60.7% 1.62 4.5% 28% False False 119,428
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.36
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 42.28
2.618 40.09
1.618 38.75
1.000 37.92
0.618 37.41
HIGH 36.58
0.618 36.07
0.500 35.91
0.382 35.75
LOW 35.24
0.618 34.41
1.000 33.90
1.618 33.07
2.618 31.73
4.250 29.55
Fisher Pivots for day following 05-Apr-2016
Pivot 1 day 3 day
R1 35.91 36.90
PP 35.90 36.56
S1 35.90 36.23

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

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