NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 02-May-2016
Day Change Summary
Previous Current
29-Apr-2016 02-May-2016 Change Change % Previous Week
Open 47.43 47.45 0.02 0.0% 45.26
High 48.27 47.55 -0.72 -1.5% 48.27
Low 46.89 46.10 -0.79 -1.7% 44.51
Close 47.50 46.26 -1.24 -2.6% 47.50
Range 1.38 1.45 0.07 5.1% 3.76
ATR 1.59 1.58 -0.01 -0.6% 0.00
Volume 40,782 29,281 -11,501 -28.2% 169,569
Daily Pivots for day following 02-May-2016
Classic Woodie Camarilla DeMark
R4 50.99 50.07 47.06
R3 49.54 48.62 46.66
R2 48.09 48.09 46.53
R1 47.17 47.17 46.39 46.91
PP 46.64 46.64 46.64 46.50
S1 45.72 45.72 46.13 45.46
S2 45.19 45.19 45.99
S3 43.74 44.27 45.86
S4 42.29 42.82 45.46
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 58.04 56.53 49.57
R3 54.28 52.77 48.53
R2 50.52 50.52 48.19
R1 49.01 49.01 47.84 49.77
PP 46.76 46.76 46.76 47.14
S1 45.25 45.25 47.16 46.01
S2 43.00 43.00 46.81
S3 39.24 41.49 46.47
S4 35.48 37.73 45.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.27 44.51 3.76 8.1% 1.53 3.3% 47% False False 31,932
10 48.27 42.65 5.62 12.1% 1.61 3.5% 64% False False 34,528
20 48.27 38.67 9.60 20.8% 1.61 3.5% 79% False False 37,227
40 48.27 38.67 9.60 20.8% 1.49 3.2% 79% False False 33,179
60 48.27 34.69 13.58 29.4% 1.55 3.3% 85% False False 30,710
80 48.27 32.85 15.42 33.3% 1.64 3.5% 87% False False 27,378
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.45
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 53.71
2.618 51.35
1.618 49.90
1.000 49.00
0.618 48.45
HIGH 47.55
0.618 47.00
0.500 46.83
0.382 46.65
LOW 46.10
0.618 45.20
1.000 44.65
1.618 43.75
2.618 42.30
4.250 39.94
Fisher Pivots for day following 02-May-2016
Pivot 1 day 3 day
R1 46.83 47.19
PP 46.64 46.88
S1 46.45 46.57

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

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