NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 11-Apr-2016
Day Change Summary
Previous Current
08-Apr-2016 11-Apr-2016 Change Change % Previous Week
Open 40.60 43.01 2.41 5.9% 40.22
High 42.77 43.77 1.00 2.3% 42.77
Low 40.43 42.37 1.94 4.8% 38.67
Close 42.75 43.59 0.84 2.0% 42.75
Range 2.34 1.40 -0.94 -40.2% 4.10
ATR 1.53 1.52 -0.01 -0.6% 0.00
Volume 49,079 40,176 -8,903 -18.1% 178,632
Daily Pivots for day following 11-Apr-2016
Classic Woodie Camarilla DeMark
R4 47.44 46.92 44.36
R3 46.04 45.52 43.98
R2 44.64 44.64 43.85
R1 44.12 44.12 43.72 44.38
PP 43.24 43.24 43.24 43.38
S1 42.72 42.72 43.46 42.98
S2 41.84 41.84 43.33
S3 40.44 41.32 43.21
S4 39.04 39.92 42.82
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 43.77 38.67 5.10 11.7% 1.51 3.5% 96% True False 37,155
10 43.77 38.67 5.10 11.7% 1.48 3.4% 96% True False 31,437
20 44.35 38.67 5.68 13.0% 1.36 3.1% 87% False False 29,980
40 44.35 35.73 8.62 19.8% 1.52 3.5% 91% False False 27,975
60 44.35 32.85 11.50 26.4% 1.63 3.7% 93% False False 26,194
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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.72
2.618 47.44
1.618 46.04
1.000 45.17
0.618 44.64
HIGH 43.77
0.618 43.24
0.500 43.07
0.382 42.90
LOW 42.37
0.618 41.50
1.000 40.97
1.618 40.10
2.618 38.70
4.250 36.42
Fisher Pivots for day following 11-Apr-2016
Pivot 1 day 3 day
R1 43.42 43.02
PP 43.24 42.44
S1 43.07 41.87

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

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