NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 20-Apr-2016
Day Change Summary
Previous Current
19-Apr-2016 20-Apr-2016 Change Change % Previous Week
Open 43.21 43.94 0.73 1.7% 43.01
High 44.54 45.89 1.35 3.0% 45.25
Low 42.65 43.07 0.42 1.0% 42.37
Close 44.18 45.81 1.63 3.7% 43.38
Range 1.89 2.82 0.93 49.2% 2.88
ATR 1.61 1.70 0.09 5.4% 0.00
Volume 39,323 41,004 1,681 4.3% 214,676
Daily Pivots for day following 20-Apr-2016
Classic Woodie Camarilla DeMark
R4 53.38 52.42 47.36
R3 50.56 49.60 46.59
R2 47.74 47.74 46.33
R1 46.78 46.78 46.07 47.26
PP 44.92 44.92 44.92 45.17
S1 43.96 43.96 45.55 44.44
S2 42.10 42.10 45.29
S3 39.28 41.14 45.03
S4 36.46 38.32 44.26
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 52.31 50.72 44.96
R3 49.43 47.84 44.17
R2 46.55 46.55 43.91
R1 44.96 44.96 43.64 45.76
PP 43.67 43.67 43.67 44.06
S1 42.08 42.08 43.12 42.88
S2 40.79 40.79 42.85
S3 37.91 39.20 42.59
S4 35.03 36.32 41.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.89 40.58 5.31 11.6% 2.06 4.5% 98% True False 39,348
10 45.89 39.96 5.93 12.9% 1.82 4.0% 99% True False 41,460
20 45.89 38.67 7.22 15.8% 1.59 3.5% 99% True False 33,328
40 45.89 36.21 9.68 21.1% 1.50 3.3% 99% True False 31,613
60 45.89 34.69 11.20 24.4% 1.62 3.5% 99% True False 29,248
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 0.51
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 57.88
2.618 53.27
1.618 50.45
1.000 48.71
0.618 47.63
HIGH 45.89
0.618 44.81
0.500 44.48
0.382 44.15
LOW 43.07
0.618 41.33
1.000 40.25
1.618 38.51
2.618 35.69
4.250 31.09
Fisher Pivots for day following 20-Apr-2016
Pivot 1 day 3 day
R1 45.37 44.95
PP 44.92 44.09
S1 44.48 43.24

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

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