NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 04-Apr-2016
Day Change Summary
Previous Current
01-Apr-2016 04-Apr-2016 Change Change % Previous Week
Open 41.86 40.22 -1.64 -3.9% 42.64
High 41.99 40.40 -1.59 -3.8% 43.02
Low 40.20 38.90 -1.30 -3.2% 40.20
Close 40.38 39.17 -1.21 -3.0% 40.38
Range 1.79 1.50 -0.29 -16.2% 2.82
ATR 1.46 1.47 0.00 0.2% 0.00
Volume 28,116 33,029 4,913 17.5% 104,058
Daily Pivots for day following 04-Apr-2016
Classic Woodie Camarilla DeMark
R4 43.99 43.08 40.00
R3 42.49 41.58 39.58
R2 40.99 40.99 39.45
R1 40.08 40.08 39.31 39.79
PP 39.49 39.49 39.49 39.34
S1 38.58 38.58 39.03 38.29
S2 37.99 37.99 38.90
S3 36.49 37.08 38.76
S4 34.99 35.58 38.35
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 49.66 47.84 41.93
R3 46.84 45.02 41.16
R2 44.02 44.02 40.90
R1 42.20 42.20 40.64 41.70
PP 41.20 41.20 41.20 40.95
S1 39.38 39.38 40.12 38.88
S2 38.38 38.38 39.86
S3 35.56 36.56 39.60
S4 32.74 33.74 38.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.90 38.90 4.00 10.2% 1.45 3.7% 7% False True 25,720
10 44.28 38.90 5.38 13.7% 1.31 3.3% 5% False True 24,363
20 44.35 38.90 5.45 13.9% 1.37 3.5% 5% False True 29,130
40 44.35 34.69 9.66 24.7% 1.52 3.9% 46% False False 27,452
60 44.35 32.85 11.50 29.4% 1.64 4.2% 55% False False 24,095
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 46.78
2.618 44.33
1.618 42.83
1.000 41.90
0.618 41.33
HIGH 40.40
0.618 39.83
0.500 39.65
0.382 39.47
LOW 38.90
0.618 37.97
1.000 37.40
1.618 36.47
2.618 34.97
4.250 32.53
Fisher Pivots for day following 04-Apr-2016
Pivot 1 day 3 day
R1 39.65 40.67
PP 39.49 40.17
S1 39.33 39.67

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

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