NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 06-Apr-2016
Day Change Summary
Previous Current
05-Apr-2016 06-Apr-2016 Change Change % Previous Week
Open 36.80 37.70 0.90 2.4% 40.65
High 37.79 39.11 1.32 3.5% 41.28
Low 36.57 37.57 1.00 2.7% 38.07
Close 37.11 38.98 1.87 5.0% 38.20
Range 1.22 1.54 0.32 26.2% 3.21
ATR 1.59 1.62 0.03 1.8% 0.00
Volume 151,205 287,071 135,866 89.9% 591,313
Daily Pivots for day following 06-Apr-2016
Classic Woodie Camarilla DeMark
R4 43.17 42.62 39.83
R3 41.63 41.08 39.40
R2 40.09 40.09 39.26
R1 39.54 39.54 39.12 39.82
PP 38.55 38.55 38.55 38.69
S1 38.00 38.00 38.84 38.28
S2 37.01 37.01 38.70
S3 35.47 36.46 38.56
S4 33.93 34.92 38.13
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 48.81 46.72 39.97
R3 45.60 43.51 39.08
R2 42.39 42.39 38.79
R1 40.30 40.30 38.49 39.74
PP 39.18 39.18 39.18 38.91
S1 37.09 37.09 37.91 36.53
S2 35.97 35.97 37.61
S3 32.76 33.88 37.32
S4 29.55 30.67 36.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.41 36.57 3.84 9.9% 1.54 3.9% 63% False False 183,148
10 42.29 36.57 5.72 14.7% 1.50 3.8% 42% False False 151,517
20 43.17 36.57 6.60 16.9% 1.45 3.7% 37% False False 137,959
40 43.17 32.10 11.07 28.4% 1.70 4.4% 62% False False 120,025
60 43.17 30.79 12.38 31.8% 1.85 4.8% 66% False False 107,029
80 43.17 30.79 12.38 31.8% 1.73 4.4% 66% False False 88,805
100 48.75 30.79 17.96 46.1% 1.69 4.3% 46% False False 77,719
120 52.04 30.79 21.25 54.5% 1.63 4.2% 39% False False 68,937
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 45.66
2.618 43.14
1.618 41.60
1.000 40.65
0.618 40.06
HIGH 39.11
0.618 38.52
0.500 38.34
0.382 38.16
LOW 37.57
0.618 36.62
1.000 36.03
1.618 35.08
2.618 33.54
4.250 31.03
Fisher Pivots for day following 06-Apr-2016
Pivot 1 day 3 day
R1 38.77 38.60
PP 38.55 38.22
S1 38.34 37.84

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

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