NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 14-Apr-2016
Day Change Summary
Previous Current
13-Apr-2016 14-Apr-2016 Change Change % Previous Week
Open 41.63 41.54 -0.09 -0.2% 36.61
High 42.42 42.16 -0.26 -0.6% 39.84
Low 41.24 40.84 -0.40 -1.0% 35.24
Close 41.76 41.50 -0.26 -0.6% 39.72
Range 1.18 1.32 0.14 11.9% 4.60
ATR 1.72 1.69 -0.03 -1.7% 0.00
Volume 730,437 488,614 -241,823 -33.1% 3,230,047
Daily Pivots for day following 14-Apr-2016
Classic Woodie Camarilla DeMark
R4 45.46 44.80 42.23
R3 44.14 43.48 41.86
R2 42.82 42.82 41.74
R1 42.16 42.16 41.62 41.83
PP 41.50 41.50 41.50 41.34
S1 40.84 40.84 41.38 40.51
S2 40.18 40.18 41.26
S3 38.86 39.52 41.14
S4 37.54 38.20 40.77
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 37.45 4.97 12.0% 1.71 4.1% 81% False False 702,493
10 42.42 35.24 7.18 17.3% 1.67 4.0% 87% False False 647,247
20 42.49 35.24 7.25 17.5% 1.57 3.8% 86% False False 568,987
40 42.49 32.42 10.07 24.3% 1.66 4.0% 90% False False 387,789
60 42.49 29.85 12.64 30.5% 1.89 4.5% 92% False False 297,437
80 42.49 29.85 12.64 30.5% 1.80 4.3% 92% False False 231,064
100 47.45 29.85 17.60 42.4% 1.73 4.2% 66% False False 189,439
120 51.63 29.85 21.78 52.5% 1.67 4.0% 53% False False 159,720
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.77
2.618 45.62
1.618 44.30
1.000 43.48
0.618 42.98
HIGH 42.16
0.618 41.66
0.500 41.50
0.382 41.34
LOW 40.84
0.618 40.02
1.000 39.52
1.618 38.70
2.618 37.38
4.250 35.23
Fisher Pivots for day following 14-Apr-2016
Pivot 1 day 3 day
R1 41.50 41.42
PP 41.50 41.34
S1 41.50 41.26

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

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