NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 21-Apr-2016
Day Change Summary
Previous Current
20-Apr-2016 21-Apr-2016 Change Change % Previous Week
Open 43.46 45.26 1.80 4.1% 42.34
High 45.56 45.77 0.21 0.5% 44.96
Low 42.70 44.34 1.64 3.8% 42.00
Close 45.49 44.44 -1.05 -2.3% 43.03
Range 2.86 1.43 -1.43 -50.0% 2.96
ATR 1.72 1.70 -0.02 -1.2% 0.00
Volume 37,316 38,078 762 2.0% 207,699
Daily Pivots for day following 21-Apr-2016
Classic Woodie Camarilla DeMark
R4 49.14 48.22 45.23
R3 47.71 46.79 44.83
R2 46.28 46.28 44.70
R1 45.36 45.36 44.57 45.11
PP 44.85 44.85 44.85 44.72
S1 43.93 43.93 44.31 43.68
S2 43.42 43.42 44.18
S3 41.99 42.50 44.05
S4 40.56 41.07 43.65
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 52.21 50.58 44.66
R3 49.25 47.62 43.84
R2 46.29 46.29 43.57
R1 44.66 44.66 43.30 45.48
PP 43.33 43.33 43.33 43.74
S1 41.70 41.70 42.76 42.52
S2 40.37 40.37 42.49
S3 37.41 38.74 42.22
S4 34.45 35.78 41.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.77 40.29 5.48 12.3% 2.13 4.8% 76% True False 39,451
10 45.77 40.13 5.64 12.7% 1.85 4.2% 76% True False 40,225
20 45.77 38.14 7.63 17.2% 1.61 3.6% 83% True False 32,149
40 45.77 36.23 9.54 21.5% 1.52 3.4% 86% True False 28,369
60 45.77 33.98 11.79 26.5% 1.62 3.6% 89% True False 25,469
80 45.77 32.22 13.55 30.5% 1.64 3.7% 90% True False 21,118
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.47
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 51.85
2.618 49.51
1.618 48.08
1.000 47.20
0.618 46.65
HIGH 45.77
0.618 45.22
0.500 45.06
0.382 44.89
LOW 44.34
0.618 43.46
1.000 42.91
1.618 42.03
2.618 40.60
4.250 38.26
Fisher Pivots for day following 21-Apr-2016
Pivot 1 day 3 day
R1 45.06 44.30
PP 44.85 44.16
S1 44.65 44.03

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

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