NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 01-Apr-2016
Day Change Summary
Previous Current
31-Mar-2016 01-Apr-2016 Change Change % Previous Week
Open 41.10 41.17 0.07 0.2% 42.07
High 41.94 41.36 -0.58 -1.4% 42.49
Low 40.65 39.67 -0.98 -2.4% 39.67
Close 41.36 39.84 -1.52 -3.7% 39.84
Range 1.29 1.69 0.40 31.0% 2.82
ATR 1.46 1.48 0.02 1.1% 0.00
Volume 24,690 23,327 -1,363 -5.5% 99,395
Daily Pivots for day following 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 45.36 44.29 40.77
R3 43.67 42.60 40.30
R2 41.98 41.98 40.15
R1 40.91 40.91 39.99 40.60
PP 40.29 40.29 40.29 40.14
S1 39.22 39.22 39.69 38.91
S2 38.60 38.60 39.53
S3 36.91 37.53 39.38
S4 35.22 35.84 38.91
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 49.13 47.30 41.39
R3 46.31 44.48 40.62
R2 43.49 43.49 40.36
R1 41.66 41.66 40.10 41.17
PP 40.67 40.67 40.67 40.42
S1 38.84 38.84 39.58 38.35
S2 37.85 37.85 39.32
S3 35.03 36.02 39.06
S4 32.21 33.20 38.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.49 39.67 2.82 7.1% 1.39 3.5% 6% False True 19,879
10 44.09 39.67 4.42 11.1% 1.28 3.2% 4% False True 22,388
20 44.09 38.89 5.20 13.1% 1.41 3.5% 18% False False 23,531
40 44.09 33.98 10.11 25.4% 1.54 3.9% 58% False False 22,398
60 44.09 32.22 11.87 29.8% 1.66 4.2% 64% False False 19,096
80 45.45 32.22 13.23 33.2% 1.53 3.8% 58% False False 16,007
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 0.30
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 48.54
2.618 45.78
1.618 44.09
1.000 43.05
0.618 42.40
HIGH 41.36
0.618 40.71
0.500 40.52
0.382 40.32
LOW 39.67
0.618 38.63
1.000 37.98
1.618 36.94
2.618 35.25
4.250 32.49
Fisher Pivots for day following 01-Apr-2016
Pivot 1 day 3 day
R1 40.52 41.05
PP 40.29 40.65
S1 40.07 40.24

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

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