NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 08-Apr-2016
Day Change Summary
Previous Current
07-Apr-2016 08-Apr-2016 Change Change % Previous Week
Open 40.76 40.60 -0.16 -0.4% 40.22
High 41.25 42.77 1.52 3.7% 42.77
Low 39.96 40.43 0.47 1.2% 38.67
Close 40.33 42.75 2.42 6.0% 42.75
Range 1.29 2.34 1.05 81.4% 4.10
ATR 1.46 1.53 0.07 4.8% 0.00
Volume 31,526 49,079 17,553 55.7% 178,632
Daily Pivots for day following 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 49.00 48.22 44.04
R3 46.66 45.88 43.39
R2 44.32 44.32 43.18
R1 43.54 43.54 42.96 43.93
PP 41.98 41.98 41.98 42.18
S1 41.20 41.20 42.54 41.59
S2 39.64 39.64 42.32
S3 37.30 38.86 42.11
S4 34.96 36.52 41.46
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 53.70 52.32 45.01
R3 49.60 48.22 43.88
R2 45.50 45.50 43.50
R1 44.12 44.12 43.13 44.81
PP 41.40 41.40 41.40 41.74
S1 40.02 40.02 42.37 40.71
S2 37.30 37.30 42.00
S3 33.20 35.92 41.62
S4 29.10 31.82 40.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.77 38.67 4.10 9.6% 1.53 3.6% 100% True False 35,726
10 43.02 38.67 4.35 10.2% 1.47 3.4% 94% False False 28,269
20 44.35 38.67 5.68 13.3% 1.33 3.1% 72% False False 29,646
40 44.35 34.69 9.66 22.6% 1.51 3.5% 83% False False 27,821
60 44.35 32.85 11.50 26.9% 1.63 3.8% 86% False False 25,753
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 0.22
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 52.72
2.618 48.90
1.618 46.56
1.000 45.11
0.618 44.22
HIGH 42.77
0.618 41.88
0.500 41.60
0.382 41.32
LOW 40.43
0.618 38.98
1.000 38.09
1.618 36.64
2.618 34.30
4.250 30.49
Fisher Pivots for day following 08-Apr-2016
Pivot 1 day 3 day
R1 42.37 42.21
PP 41.98 41.67
S1 41.60 41.13

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

View Archives - Comment on this page... - Back to Index of Symbols