NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 13-Apr-2016
Day Change Summary
Previous Current
12-Apr-2016 13-Apr-2016 Change Change % Previous Week
Open 42.70 43.87 1.17 2.7% 38.98
High 44.43 44.50 0.07 0.2% 41.89
Low 42.38 43.46 1.08 2.5% 37.50
Close 44.35 43.84 -0.51 -1.1% 41.86
Range 2.05 1.04 -1.01 -49.3% 4.39
ATR 1.64 1.60 -0.04 -2.6% 0.00
Volume 137,496 122,936 -14,560 -10.6% 448,671
Daily Pivots for day following 13-Apr-2016
Classic Woodie Camarilla DeMark
R4 47.05 46.49 44.41
R3 46.01 45.45 44.13
R2 44.97 44.97 44.03
R1 44.41 44.41 43.94 44.17
PP 43.93 43.93 43.93 43.82
S1 43.37 43.37 43.74 43.13
S2 42.89 42.89 43.65
S3 41.85 42.33 43.55
S4 40.81 41.29 43.27
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 53.59 52.11 44.27
R3 49.20 47.72 43.07
R2 44.81 44.81 42.66
R1 43.33 43.33 42.26 44.07
PP 40.42 40.42 40.42 40.79
S1 38.94 38.94 41.46 39.68
S2 36.03 36.03 41.06
S3 31.64 34.55 40.65
S4 27.25 30.16 39.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.50 38.87 5.63 12.8% 1.67 3.8% 88% True False 122,031
10 44.50 37.50 7.00 16.0% 1.59 3.6% 91% True False 93,477
20 44.50 37.50 7.00 16.0% 1.48 3.4% 91% True False 68,721
40 44.50 34.74 9.76 22.3% 1.56 3.6% 93% True False 52,507
60 44.50 31.61 12.89 29.4% 1.76 4.0% 95% True False 45,808
80 44.50 31.61 12.89 29.4% 1.66 3.8% 95% True False 37,051
100 48.35 31.61 16.74 38.2% 1.59 3.6% 73% False False 31,564
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 False
Bull Hook False
Stretch 0.35
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 48.92
2.618 47.22
1.618 46.18
1.000 45.54
0.618 45.14
HIGH 44.50
0.618 44.10
0.500 43.98
0.382 43.86
LOW 43.46
0.618 42.82
1.000 42.42
1.618 41.78
2.618 40.74
4.250 39.04
Fisher Pivots for day following 13-Apr-2016
Pivot 1 day 3 day
R1 43.98 43.55
PP 43.93 43.26
S1 43.89 42.97

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

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