NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 05-Apr-2016
Day Change Summary
Previous Current
04-Apr-2016 05-Apr-2016 Change Change % Previous Week
Open 38.98 37.71 -1.27 -3.3% 41.45
High 39.29 38.65 -0.64 -1.6% 42.03
Low 37.73 37.50 -0.23 -0.6% 39.00
Close 37.97 37.99 0.02 0.1% 39.17
Range 1.56 1.15 -0.41 -26.3% 3.03
ATR 1.56 1.53 -0.03 -1.9% 0.00
Volume 69,481 51,673 -17,808 -25.6% 202,244
Daily Pivots for day following 05-Apr-2016
Classic Woodie Camarilla DeMark
R4 41.50 40.89 38.62
R3 40.35 39.74 38.31
R2 39.20 39.20 38.20
R1 38.59 38.59 38.10 38.90
PP 38.05 38.05 38.05 38.20
S1 37.44 37.44 37.88 37.75
S2 36.90 36.90 37.78
S3 35.75 36.29 37.67
S4 34.60 35.14 37.36
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 49.16 47.19 40.84
R3 46.13 44.16 40.00
R2 43.10 43.10 39.73
R1 41.13 41.13 39.45 40.60
PP 40.07 40.07 40.07 39.80
S1 38.10 38.10 38.89 37.57
S2 37.04 37.04 38.61
S3 34.01 35.07 38.34
S4 30.98 32.04 37.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.86 37.50 4.36 11.5% 1.50 3.9% 11% False True 54,039
10 43.50 37.50 6.00 15.8% 1.40 3.7% 8% False True 48,694
20 43.69 37.50 6.19 16.3% 1.42 3.7% 8% False True 45,024
40 43.69 33.14 10.55 27.8% 1.64 4.3% 46% False False 41,026
60 43.69 31.61 12.08 31.8% 1.77 4.7% 53% False False 35,783
80 43.93 31.61 12.32 32.4% 1.64 4.3% 52% False False 29,165
100 49.30 31.61 17.69 46.6% 1.56 4.1% 36% False False 24,710
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.30
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 43.54
2.618 41.66
1.618 40.51
1.000 39.80
0.618 39.36
HIGH 38.65
0.618 38.21
0.500 38.08
0.382 37.94
LOW 37.50
0.618 36.79
1.000 36.35
1.618 35.64
2.618 34.49
4.250 32.61
Fisher Pivots for day following 05-Apr-2016
Pivot 1 day 3 day
R1 38.08 39.20
PP 38.05 38.79
S1 38.02 38.39

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

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