NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 05-Apr-2016
Day Change Summary
Previous Current
04-Apr-2016 05-Apr-2016 Change Change % Previous Week
Open 39.67 38.30 -1.37 -3.5% 42.07
High 39.87 39.21 -0.66 -1.7% 42.49
Low 38.39 38.14 -0.25 -0.7% 39.67
Close 38.63 38.59 -0.04 -0.1% 39.84
Range 1.48 1.07 -0.41 -27.7% 2.82
ATR 1.48 1.45 -0.03 -2.0% 0.00
Volume 32,425 20,696 -11,729 -36.2% 99,395
Daily Pivots for day following 05-Apr-2016
Classic Woodie Camarilla DeMark
R4 41.86 41.29 39.18
R3 40.79 40.22 38.88
R2 39.72 39.72 38.79
R1 39.15 39.15 38.69 39.44
PP 38.65 38.65 38.65 38.79
S1 38.08 38.08 38.49 38.37
S2 37.58 37.58 38.39
S3 36.51 37.01 38.30
S4 35.44 35.94 38.00
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 42.43 38.14 4.29 11.1% 1.39 3.6% 10% False True 24,999
10 43.90 38.14 5.76 14.9% 1.30 3.4% 8% False True 22,285
20 44.09 38.14 5.95 15.4% 1.35 3.5% 8% False True 24,090
40 44.09 33.98 10.11 26.2% 1.54 4.0% 46% False False 22,597
60 44.09 32.22 11.87 30.8% 1.64 4.2% 54% False False 19,773
80 44.29 32.22 12.07 31.3% 1.52 3.9% 53% False False 16,254
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 0.24
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 43.76
2.618 42.01
1.618 40.94
1.000 40.28
0.618 39.87
HIGH 39.21
0.618 38.80
0.500 38.68
0.382 38.55
LOW 38.14
0.618 37.48
1.000 37.07
1.618 36.41
2.618 35.34
4.250 33.59
Fisher Pivots for day following 05-Apr-2016
Pivot 1 day 3 day
R1 38.68 39.75
PP 38.65 39.36
S1 38.62 38.98

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

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