NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 20-Apr-2016
Day Change Summary
Previous Current
19-Apr-2016 20-Apr-2016 Change Change % Previous Week
Open 42.32 43.10 0.78 1.8% 41.77
High 43.71 45.09 1.38 3.2% 44.50
Low 41.75 42.17 0.42 1.0% 41.43
Close 43.32 45.02 1.70 3.9% 42.54
Range 1.96 2.92 0.96 49.0% 3.07
ATR 1.69 1.78 0.09 5.2% 0.00
Volume 121,088 136,113 15,025 12.4% 584,395
Daily Pivots for day following 20-Apr-2016
Classic Woodie Camarilla DeMark
R4 52.85 51.86 46.63
R3 49.93 48.94 45.82
R2 47.01 47.01 45.56
R1 46.02 46.02 45.29 46.52
PP 44.09 44.09 44.09 44.34
S1 43.10 43.10 44.75 43.60
S2 41.17 41.17 44.48
S3 38.25 40.18 44.22
S4 35.33 37.26 43.41
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 52.03 50.36 44.23
R3 48.96 47.29 43.38
R2 45.89 45.89 43.10
R1 44.22 44.22 42.82 45.06
PP 42.82 42.82 42.82 43.24
S1 41.15 41.15 42.26 41.99
S2 39.75 39.75 41.98
S3 36.68 38.08 41.70
S4 33.61 35.01 40.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.09 39.80 5.29 11.8% 2.10 4.7% 99% True False 108,325
10 45.09 38.87 6.22 13.8% 1.89 4.2% 99% True False 115,178
20 45.09 37.50 7.59 16.9% 1.67 3.7% 99% True False 84,031
40 45.09 34.74 10.35 23.0% 1.59 3.5% 99% True False 61,878
60 45.09 33.14 11.95 26.5% 1.75 3.9% 99% True False 52,964
80 45.09 31.61 13.48 29.9% 1.74 3.9% 99% True False 43,331
100 48.35 31.61 16.74 37.2% 1.64 3.6% 80% False False 36,602
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 0.54
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 57.50
2.618 52.73
1.618 49.81
1.000 48.01
0.618 46.89
HIGH 45.09
0.618 43.97
0.500 43.63
0.382 43.29
LOW 42.17
0.618 40.37
1.000 39.25
1.618 37.45
2.618 34.53
4.250 29.76
Fisher Pivots for day following 20-Apr-2016
Pivot 1 day 3 day
R1 44.56 44.16
PP 44.09 43.30
S1 43.63 42.45

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

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