NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 08-Apr-2016
Day Change Summary
Previous Current
07-Apr-2016 08-Apr-2016 Change Change % Previous Week
Open 38.92 38.66 -0.26 -0.7% 38.12
High 39.43 41.03 1.60 4.1% 41.03
Low 37.94 38.63 0.69 1.8% 36.57
Close 38.49 40.99 2.50 6.5% 40.99
Range 1.49 2.40 0.91 61.1% 4.46
ATR 1.61 1.68 0.07 4.1% 0.00
Volume 269,936 389,590 119,654 44.3% 1,291,857
Daily Pivots for day following 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 47.42 46.60 42.31
R3 45.02 44.20 41.65
R2 42.62 42.62 41.43
R1 41.80 41.80 41.21 42.21
PP 40.22 40.22 40.22 40.42
S1 39.40 39.40 40.77 39.81
S2 37.82 37.82 40.55
S3 35.42 37.00 40.33
S4 33.02 34.60 39.67
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 52.91 51.41 43.44
R3 48.45 46.95 42.22
R2 43.99 43.99 41.81
R1 42.49 42.49 41.40 43.24
PP 39.53 39.53 39.53 39.91
S1 38.03 38.03 40.58 38.78
S2 35.07 35.07 40.17
S3 30.61 33.57 39.76
S4 26.15 29.11 38.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.03 36.57 4.46 10.9% 1.65 4.0% 99% True False 258,371
10 41.28 36.57 4.71 11.5% 1.59 3.9% 94% False False 188,317
20 43.17 36.57 6.60 16.1% 1.49 3.6% 67% False False 158,272
40 43.17 32.10 11.07 27.0% 1.68 4.1% 80% False False 130,686
60 43.17 30.79 12.38 30.2% 1.84 4.5% 82% False False 116,031
80 43.17 30.79 12.38 30.2% 1.75 4.3% 82% False False 95,850
100 48.02 30.79 17.23 42.0% 1.70 4.1% 59% False False 83,754
120 52.04 30.79 21.25 51.8% 1.64 4.0% 48% False False 74,070
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 0.34
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 51.23
2.618 47.31
1.618 44.91
1.000 43.43
0.618 42.51
HIGH 41.03
0.618 40.11
0.500 39.83
0.382 39.55
LOW 38.63
0.618 37.15
1.000 36.23
1.618 34.75
2.618 32.35
4.250 28.43
Fisher Pivots for day following 08-Apr-2016
Pivot 1 day 3 day
R1 40.60 40.43
PP 40.22 39.86
S1 39.83 39.30

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

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