NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 22-Apr-2016
Day Change Summary
Previous Current
21-Apr-2016 22-Apr-2016 Change Change % Previous Week
Open 44.78 44.24 -0.54 -1.2% 41.03
High 45.34 45.23 -0.11 -0.2% 45.34
Low 43.89 43.90 0.01 0.0% 39.80
Close 43.98 44.54 0.56 1.3% 44.54
Range 1.45 1.33 -0.12 -8.3% 5.54
ATR 1.75 1.72 -0.03 -1.7% 0.00
Volume 130,962 88,095 -42,867 -32.7% 558,443
Daily Pivots for day following 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 48.55 47.87 45.27
R3 47.22 46.54 44.91
R2 45.89 45.89 44.78
R1 45.21 45.21 44.66 45.55
PP 44.56 44.56 44.56 44.73
S1 43.88 43.88 44.42 44.22
S2 43.23 43.23 44.30
S3 41.90 42.55 44.17
S4 40.57 41.22 43.81
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 59.85 57.73 47.59
R3 54.31 52.19 46.06
R2 48.77 48.77 45.56
R1 46.65 46.65 45.05 47.71
PP 43.23 43.23 43.23 43.76
S1 41.11 41.11 44.03 42.17
S2 37.69 37.69 43.52
S3 32.15 35.57 43.02
S4 26.61 30.03 41.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.34 39.80 5.54 12.4% 2.07 4.7% 86% False False 111,688
10 45.34 39.80 5.54 12.4% 1.79 4.0% 86% False False 114,283
20 45.34 37.50 7.84 17.6% 1.67 3.8% 90% False False 89,687
40 45.34 36.47 8.87 19.9% 1.57 3.5% 91% False False 65,614
60 45.34 33.14 12.20 27.4% 1.71 3.8% 93% False False 55,682
80 45.34 31.61 13.73 30.8% 1.75 3.9% 94% False False 46,009
100 47.40 31.61 15.79 35.5% 1.64 3.7% 82% False False 38,670
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 50.88
2.618 48.71
1.618 47.38
1.000 46.56
0.618 46.05
HIGH 45.23
0.618 44.72
0.500 44.57
0.382 44.41
LOW 43.90
0.618 43.08
1.000 42.57
1.618 41.75
2.618 40.42
4.250 38.25
Fisher Pivots for day following 22-Apr-2016
Pivot 1 day 3 day
R1 44.57 44.28
PP 44.56 44.02
S1 44.55 43.76

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

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