NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 18-Apr-2016
Day Change Summary
Previous Current
15-Apr-2016 18-Apr-2016 Change Change % Previous Week
Open 41.43 38.75 -2.68 -6.5% 39.72
High 41.73 40.24 -1.49 -3.6% 42.42
Low 39.98 37.61 -2.37 -5.9% 39.25
Close 40.36 39.78 -0.58 -1.4% 40.36
Range 1.75 2.63 0.88 50.3% 3.17
ATR 1.70 1.77 0.08 4.4% 0.00
Volume 520,146 342,463 -177,683 -34.2% 3,215,385
Daily Pivots for day following 18-Apr-2016
Classic Woodie Camarilla DeMark
R4 47.10 46.07 41.23
R3 44.47 43.44 40.50
R2 41.84 41.84 40.26
R1 40.81 40.81 40.02 41.33
PP 39.21 39.21 39.21 39.47
S1 38.18 38.18 39.54 38.70
S2 36.58 36.58 39.30
S3 33.95 35.55 39.06
S4 31.32 32.92 38.33
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 37.61 4.81 12.1% 1.81 4.5% 45% False True 575,699
10 42.42 35.24 7.18 18.0% 1.74 4.4% 63% False False 623,841
20 42.42 35.24 7.18 18.0% 1.63 4.1% 63% False False 556,385
40 42.49 32.42 10.07 25.3% 1.68 4.2% 73% False False 403,680
60 42.49 30.67 11.82 29.7% 1.89 4.8% 77% False False 309,289
80 42.49 29.85 12.64 31.8% 1.83 4.6% 79% False False 241,472
100 47.45 29.85 17.60 44.2% 1.75 4.4% 56% False False 197,696
120 51.63 29.85 21.78 54.8% 1.69 4.2% 46% False False 166,751
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 51.42
2.618 47.13
1.618 44.50
1.000 42.87
0.618 41.87
HIGH 40.24
0.618 39.24
0.500 38.93
0.382 38.61
LOW 37.61
0.618 35.98
1.000 34.98
1.618 33.35
2.618 30.72
4.250 26.43
Fisher Pivots for day following 18-Apr-2016
Pivot 1 day 3 day
R1 39.50 39.89
PP 39.21 39.85
S1 38.93 39.82

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

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