NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 29-Apr-2016
Day Change Summary
Previous Current
28-Apr-2016 29-Apr-2016 Change Change % Previous Week
Open 46.17 46.72 0.55 1.2% 44.54
High 46.95 47.54 0.59 1.3% 47.54
Low 45.79 46.03 0.24 0.5% 43.43
Close 46.87 46.69 -0.18 -0.4% 46.69
Range 1.16 1.51 0.35 30.2% 4.11
ATR 1.70 1.68 -0.01 -0.8% 0.00
Volume 110,355 134,085 23,730 21.5% 614,492
Daily Pivots for day following 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 51.28 50.50 47.52
R3 49.77 48.99 47.11
R2 48.26 48.26 46.97
R1 47.48 47.48 46.83 47.12
PP 46.75 46.75 46.75 46.57
S1 45.97 45.97 46.55 45.61
S2 45.24 45.24 46.41
S3 43.73 44.46 46.27
S4 42.22 42.95 45.86
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 58.22 56.56 48.95
R3 54.11 52.45 47.82
R2 50.00 50.00 47.44
R1 48.34 48.34 47.07 49.17
PP 45.89 45.89 45.89 46.30
S1 44.23 44.23 46.31 45.06
S2 41.78 41.78 45.94
S3 37.67 40.12 45.56
S4 33.56 36.01 44.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.54 43.43 4.11 8.8% 1.61 3.4% 79% True False 122,898
10 47.54 39.80 7.74 16.6% 1.84 3.9% 89% True False 117,293
20 47.54 37.50 10.04 21.5% 1.70 3.6% 92% True False 110,300
40 47.54 37.50 10.04 21.5% 1.60 3.4% 92% True False 76,424
60 47.54 33.14 14.40 30.8% 1.66 3.6% 94% True False 63,226
80 47.54 31.61 15.93 34.1% 1.77 3.8% 95% True False 53,219
100 47.54 31.61 15.93 34.1% 1.65 3.5% 95% True False 44,526
120 49.81 31.61 18.20 39.0% 1.58 3.4% 83% False False 38,032
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.96
2.618 51.49
1.618 49.98
1.000 49.05
0.618 48.47
HIGH 47.54
0.618 46.96
0.500 46.79
0.382 46.61
LOW 46.03
0.618 45.10
1.000 44.52
1.618 43.59
2.618 42.08
4.250 39.61
Fisher Pivots for day following 29-Apr-2016
Pivot 1 day 3 day
R1 46.79 46.49
PP 46.75 46.29
S1 46.72 46.09

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

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