NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 15-Apr-2016
Day Change Summary
Previous Current
14-Apr-2016 15-Apr-2016 Change Change % Previous Week
Open 41.54 41.43 -0.11 -0.3% 39.72
High 42.16 41.73 -0.43 -1.0% 42.42
Low 40.84 39.98 -0.86 -2.1% 39.25
Close 41.50 40.36 -1.14 -2.7% 40.36
Range 1.32 1.75 0.43 32.6% 3.17
ATR 1.69 1.70 0.00 0.2% 0.00
Volume 488,614 520,146 31,532 6.5% 3,215,385
Daily Pivots for day following 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 45.94 44.90 41.32
R3 44.19 43.15 40.84
R2 42.44 42.44 40.68
R1 41.40 41.40 40.52 41.05
PP 40.69 40.69 40.69 40.51
S1 39.65 39.65 40.20 39.30
S2 38.94 38.94 40.04
S3 37.19 37.90 39.88
S4 35.44 36.15 39.40
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 50.19 48.44 42.10
R3 47.02 45.27 41.23
R2 43.85 43.85 40.94
R1 42.10 42.10 40.65 42.98
PP 40.68 40.68 40.68 41.11
S1 38.93 38.93 40.07 39.81
S2 37.51 37.51 39.78
S3 34.34 35.76 39.49
S4 31.17 32.59 38.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.42 39.25 3.17 7.9% 1.58 3.9% 35% False False 643,077
10 42.42 35.24 7.18 17.8% 1.65 4.1% 71% False False 644,543
20 42.49 35.24 7.25 18.0% 1.58 3.9% 71% False False 572,848
40 42.49 32.42 10.07 25.0% 1.66 4.1% 79% False False 397,965
60 42.49 30.35 12.14 30.1% 1.88 4.7% 82% False False 304,787
80 42.49 29.85 12.64 31.3% 1.81 4.5% 83% False False 237,401
100 47.45 29.85 17.60 43.6% 1.74 4.3% 60% False False 194,459
120 51.63 29.85 21.78 54.0% 1.67 4.1% 48% False False 163,962
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 0.36
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 49.17
2.618 46.31
1.618 44.56
1.000 43.48
0.618 42.81
HIGH 41.73
0.618 41.06
0.500 40.86
0.382 40.65
LOW 39.98
0.618 38.90
1.000 38.23
1.618 37.15
2.618 35.40
4.250 32.54
Fisher Pivots for day following 15-Apr-2016
Pivot 1 day 3 day
R1 40.86 41.20
PP 40.69 40.92
S1 40.53 40.64

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

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