NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 15-Apr-2016
Day Change Summary
Previous Current
14-Apr-2016 15-Apr-2016 Change Change % Previous Week
Open 42.82 42.63 -0.19 -0.4% 41.02
High 43.34 42.88 -0.46 -1.1% 43.69
Low 42.06 41.19 -0.87 -2.1% 40.53
Close 42.67 41.71 -0.96 -2.2% 41.71
Range 1.28 1.69 0.41 32.0% 3.16
ATR 1.63 1.63 0.00 0.3% 0.00
Volume 260,593 387,546 126,953 48.7% 1,691,135
Daily Pivots for day following 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 47.00 46.04 42.64
R3 45.31 44.35 42.17
R2 43.62 43.62 42.02
R1 42.66 42.66 41.86 42.30
PP 41.93 41.93 41.93 41.74
S1 40.97 40.97 41.56 40.61
S2 40.24 40.24 41.40
S3 38.55 39.28 41.25
S4 36.86 37.59 40.78
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 51.46 49.74 43.45
R3 48.30 46.58 42.58
R2 45.14 45.14 42.29
R1 43.42 43.42 42.00 44.28
PP 41.98 41.98 41.98 42.41
S1 40.26 40.26 41.42 41.12
S2 38.82 38.82 41.13
S3 35.66 37.10 40.84
S4 32.50 33.94 39.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.69 40.53 3.16 7.6% 1.54 3.7% 37% False False 338,227
10 43.69 36.57 7.12 17.1% 1.60 3.8% 72% False False 298,299
20 43.69 36.57 7.12 17.1% 1.51 3.6% 72% False False 215,693
40 43.69 33.76 9.93 23.8% 1.59 3.8% 80% False False 160,161
60 43.69 31.26 12.43 29.8% 1.82 4.4% 84% False False 138,422
80 43.69 30.79 12.90 30.9% 1.76 4.2% 85% False False 114,492
100 48.02 30.79 17.23 41.3% 1.71 4.1% 63% False False 99,025
120 52.04 30.79 21.25 50.9% 1.66 4.0% 51% False False 87,185
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 0.32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 50.06
2.618 47.30
1.618 45.61
1.000 44.57
0.618 43.92
HIGH 42.88
0.618 42.23
0.500 42.04
0.382 41.84
LOW 41.19
0.618 40.15
1.000 39.50
1.618 38.46
2.618 36.77
4.250 34.01
Fisher Pivots for day following 15-Apr-2016
Pivot 1 day 3 day
R1 42.04 42.44
PP 41.93 42.20
S1 41.82 41.95

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

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