NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 19-Apr-2016
Day Change Summary
Previous Current
18-Apr-2016 19-Apr-2016 Change Change % Previous Week
Open 38.75 40.04 1.29 3.3% 39.72
High 40.24 41.53 1.29 3.2% 42.42
Low 37.61 39.58 1.97 5.2% 39.25
Close 39.78 41.08 1.30 3.3% 40.36
Range 2.63 1.95 -0.68 -25.9% 3.17
ATR 1.77 1.78 0.01 0.7% 0.00
Volume 342,463 101,734 -240,729 -70.3% 3,215,385
Daily Pivots for day following 19-Apr-2016
Classic Woodie Camarilla DeMark
R4 46.58 45.78 42.15
R3 44.63 43.83 41.62
R2 42.68 42.68 41.44
R1 41.88 41.88 41.26 42.28
PP 40.73 40.73 40.73 40.93
S1 39.93 39.93 40.90 40.33
S2 38.78 38.78 40.72
S3 36.83 37.98 40.54
S4 34.88 36.03 40.01
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 11.7% 1.77 4.3% 72% False False 436,678
10 42.42 36.43 5.99 14.6% 1.80 4.4% 78% False False 585,460
20 42.42 35.24 7.18 17.5% 1.66 4.0% 81% False False 537,505
40 42.49 32.42 10.07 24.5% 1.68 4.1% 86% False False 402,237
60 42.49 30.67 11.82 28.8% 1.87 4.6% 88% False False 309,742
80 42.49 29.85 12.64 30.8% 1.85 4.5% 89% False False 242,476
100 47.45 29.85 17.60 42.8% 1.75 4.3% 64% False False 198,487
120 51.63 29.85 21.78 53.0% 1.69 4.1% 52% False False 167,557
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.82
2.618 46.64
1.618 44.69
1.000 43.48
0.618 42.74
HIGH 41.53
0.618 40.79
0.500 40.56
0.382 40.32
LOW 39.58
0.618 38.37
1.000 37.63
1.618 36.42
2.618 34.47
4.250 31.29
Fisher Pivots for day following 19-Apr-2016
Pivot 1 day 3 day
R1 40.91 40.61
PP 40.73 40.14
S1 40.56 39.67

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

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