NYMEX Light Sweet Crude Oil Future June 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 39.90 41.44 1.54 3.9% 41.02
High 41.66 42.88 1.22 2.9% 43.69
Low 39.00 40.88 1.88 4.8% 40.53
Close 41.19 42.47 1.28 3.1% 41.71
Range 2.66 2.00 -0.66 -24.8% 3.16
ATR 1.71 1.73 0.02 1.2% 0.00
Volume 609,487 711,459 101,972 16.7% 1,691,135
Daily Pivots for day following 19-Apr-2016
Classic Woodie Camarilla DeMark
R4 48.08 47.27 43.57
R3 46.08 45.27 43.02
R2 44.08 44.08 42.84
R1 43.27 43.27 42.65 43.68
PP 42.08 42.08 42.08 42.28
S1 41.27 41.27 42.29 41.68
S2 40.08 40.08 42.10
S3 38.08 39.27 41.92
S4 36.08 37.27 41.37
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 39.00 4.69 11.0% 1.75 4.1% 74% False False 462,214
10 43.69 37.57 6.12 14.4% 1.78 4.2% 80% False False 395,867
20 43.69 36.57 7.12 16.8% 1.62 3.8% 83% False False 266,288
40 43.69 33.76 9.93 23.4% 1.62 3.8% 88% False False 188,831
60 43.69 32.10 11.59 27.3% 1.81 4.3% 89% False False 157,631
80 43.69 30.79 12.90 30.4% 1.80 4.2% 91% False False 130,256
100 48.02 30.79 17.23 40.6% 1.72 4.1% 68% False False 111,735
120 52.04 30.79 21.25 50.0% 1.68 4.0% 55% False False 97,866
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.38
2.618 48.12
1.618 46.12
1.000 44.88
0.618 44.12
HIGH 42.88
0.618 42.12
0.500 41.88
0.382 41.64
LOW 40.88
0.618 39.64
1.000 38.88
1.618 37.64
2.618 35.64
4.250 32.38
Fisher Pivots for day following 19-Apr-2016
Pivot 1 day 3 day
R1 42.27 41.96
PP 42.08 41.45
S1 41.88 40.94

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

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