NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 07-Apr-2016
Day Change Summary
Previous Current
06-Apr-2016 07-Apr-2016 Change Change % Previous Week
Open 36.52 37.76 1.24 3.4% 39.55
High 37.90 38.30 0.40 1.1% 40.14
Low 36.43 36.69 0.26 0.7% 36.63
Close 37.75 37.26 -0.49 -1.3% 36.79
Range 1.47 1.61 0.14 9.5% 3.51
ATR 1.69 1.69 -0.01 -0.3% 0.00
Volume 751,048 626,749 -124,299 -16.6% 2,409,618
Daily Pivots for day following 07-Apr-2016
Classic Woodie Camarilla DeMark
R4 42.25 41.36 38.15
R3 40.64 39.75 37.70
R2 39.03 39.03 37.56
R1 38.14 38.14 37.41 37.78
PP 37.42 37.42 37.42 37.24
S1 36.53 36.53 37.11 36.17
S2 35.81 35.81 36.96
S3 34.20 34.92 36.82
S4 32.59 33.31 36.37
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 38.56 35.24 3.32 8.9% 1.62 4.3% 61% False False 592,001
10 40.14 35.24 4.90 13.2% 1.56 4.2% 41% False False 531,760
20 42.49 35.24 7.25 19.5% 1.51 4.0% 28% False False 464,384
40 42.49 30.67 11.82 31.7% 1.73 4.6% 56% False False 321,323
60 42.49 29.85 12.64 33.9% 1.90 5.1% 59% False False 243,811
80 42.49 29.85 12.64 33.9% 1.78 4.8% 59% False False 188,806
100 47.45 29.85 17.60 47.2% 1.71 4.6% 42% False False 154,937
120 51.63 29.85 21.78 58.5% 1.63 4.4% 34% False False 130,771
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 45.14
2.618 42.51
1.618 40.90
1.000 39.91
0.618 39.29
HIGH 38.30
0.618 37.68
0.500 37.50
0.382 37.31
LOW 36.69
0.618 35.70
1.000 35.08
1.618 34.09
2.618 32.48
4.250 29.85
Fisher Pivots for day following 07-Apr-2016
Pivot 1 day 3 day
R1 37.50 37.10
PP 37.42 36.93
S1 37.34 36.77

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

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