NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 22-Apr-2016
Day Change Summary
Previous Current
21-Apr-2016 22-Apr-2016 Change Change % Previous Week
Open 45.54 45.00 -0.54 -1.2% 41.60
High 46.04 46.00 -0.04 -0.1% 46.04
Low 44.67 44.79 0.12 0.3% 40.58
Close 44.80 45.37 0.57 1.3% 45.37
Range 1.37 1.21 -0.16 -11.7% 5.46
ATR 1.67 1.64 -0.03 -2.0% 0.00
Volume 39,692 26,416 -13,276 -33.4% 185,430
Daily Pivots for day following 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 49.02 48.40 46.04
R3 47.81 47.19 45.70
R2 46.60 46.60 45.59
R1 45.98 45.98 45.48 46.29
PP 45.39 45.39 45.39 45.54
S1 44.77 44.77 45.26 45.08
S2 44.18 44.18 45.15
S3 42.97 43.56 45.04
S4 41.76 42.35 44.70
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 60.38 58.33 48.37
R3 54.92 52.87 46.87
R2 49.46 49.46 46.37
R1 47.41 47.41 45.87 48.44
PP 44.00 44.00 44.00 44.51
S1 41.95 41.95 44.87 42.98
S2 38.54 38.54 44.37
S3 33.08 36.49 43.87
S4 27.62 31.03 42.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.04 40.58 5.46 12.0% 2.01 4.4% 88% False False 37,086
10 46.04 40.58 5.46 12.0% 1.72 3.8% 88% False False 40,010
20 46.04 38.67 7.37 16.2% 1.59 3.5% 91% False False 34,139
40 46.04 37.78 8.26 18.2% 1.48 3.3% 92% False False 32,359
60 46.04 34.69 11.35 25.0% 1.58 3.5% 94% False False 29,885
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 51.14
2.618 49.17
1.618 47.96
1.000 47.21
0.618 46.75
HIGH 46.00
0.618 45.54
0.500 45.40
0.382 45.25
LOW 44.79
0.618 44.04
1.000 43.58
1.618 42.83
2.618 41.62
4.250 39.65
Fisher Pivots for day following 22-Apr-2016
Pivot 1 day 3 day
R1 45.40 45.10
PP 45.39 44.83
S1 45.38 44.56

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

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