NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 13-Apr-2016
Day Change Summary
Previous Current
12-Apr-2016 13-Apr-2016 Change Change % Previous Week
Open 40.35 41.63 1.28 3.2% 36.61
High 42.25 42.42 0.17 0.4% 39.84
Low 40.09 41.24 1.15 2.9% 35.24
Close 42.17 41.76 -0.41 -1.0% 39.72
Range 2.16 1.18 -0.98 -45.4% 4.60
ATR 1.76 1.72 -0.04 -2.4% 0.00
Volume 796,837 730,437 -66,400 -8.3% 3,230,047
Daily Pivots for day following 13-Apr-2016
Classic Woodie Camarilla DeMark
R4 45.35 44.73 42.41
R3 44.17 43.55 42.08
R2 42.99 42.99 41.98
R1 42.37 42.37 41.87 42.68
PP 41.81 41.81 41.81 41.96
S1 41.19 41.19 41.65 41.50
S2 40.63 40.63 41.54
S3 39.45 40.01 41.44
S4 38.27 38.83 41.11
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 52.07 50.49 42.25
R3 47.47 45.89 40.99
R2 42.87 42.87 40.56
R1 41.29 41.29 40.14 42.08
PP 38.27 38.27 38.27 38.66
S1 36.69 36.69 39.30 37.48
S2 33.67 33.67 38.88
S3 29.07 32.09 38.46
S4 24.47 27.49 37.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.42 36.69 5.73 13.7% 1.77 4.2% 88% True False 730,120
10 42.42 35.24 7.18 17.2% 1.68 4.0% 91% True False 651,601
20 42.49 35.24 7.25 17.4% 1.60 3.8% 90% False False 563,283
40 42.49 32.42 10.07 24.1% 1.69 4.1% 93% False False 379,325
60 42.49 29.85 12.64 30.3% 1.90 4.5% 94% False False 290,450
80 42.49 29.85 12.64 30.3% 1.80 4.3% 94% False False 225,234
100 47.45 29.85 17.60 42.1% 1.72 4.1% 68% False False 184,696
120 51.63 29.85 21.78 52.2% 1.66 4.0% 55% False False 155,707
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.38
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 47.44
2.618 45.51
1.618 44.33
1.000 43.60
0.618 43.15
HIGH 42.42
0.618 41.97
0.500 41.83
0.382 41.69
LOW 41.24
0.618 40.51
1.000 40.06
1.618 39.33
2.618 38.15
4.250 36.23
Fisher Pivots for day following 13-Apr-2016
Pivot 1 day 3 day
R1 41.83 41.45
PP 41.81 41.14
S1 41.78 40.84

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

View Archives - Comment on this page... - Back to Index of Symbols