NYMEX Light Sweet Crude Oil Future October 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 45.66 45.60 -0.06 -0.1% 42.11
High 46.25 46.26 0.01 0.0% 46.26
Low 45.05 45.15 0.10 0.2% 41.04
Close 45.10 45.67 0.57 1.3% 45.67
Range 1.20 1.11 -0.09 -7.5% 5.22
ATR 1.56 1.53 -0.03 -1.8% 0.00
Volume 22,268 14,453 -7,815 -35.1% 97,923
Daily Pivots for day following 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 49.02 48.46 46.28
R3 47.91 47.35 45.98
R2 46.80 46.80 45.87
R1 46.24 46.24 45.77 46.52
PP 45.69 45.69 45.69 45.84
S1 45.13 45.13 45.57 45.41
S2 44.58 44.58 45.47
S3 43.47 44.02 45.36
S4 42.36 42.91 45.06
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 59.98 58.05 48.54
R3 54.76 52.83 47.11
R2 49.54 49.54 46.63
R1 47.61 47.61 46.15 48.58
PP 44.32 44.32 44.32 44.81
S1 42.39 42.39 45.19 43.36
S2 39.10 39.10 44.71
S3 33.88 37.17 44.23
S4 28.66 31.95 42.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.26 41.04 5.22 11.4% 1.88 4.1% 89% True False 19,584
10 46.26 41.04 5.22 11.4% 1.58 3.5% 89% True False 18,764
20 46.26 39.08 7.18 15.7% 1.44 3.2% 92% True False 15,553
40 46.26 38.56 7.70 16.9% 1.32 2.9% 92% True False 13,933
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 50.98
2.618 49.17
1.618 48.06
1.000 47.37
0.618 46.95
HIGH 46.26
0.618 45.84
0.500 45.71
0.382 45.57
LOW 45.15
0.618 44.46
1.000 44.04
1.618 43.35
2.618 42.24
4.250 40.43
Fisher Pivots for day following 22-Apr-2016
Pivot 1 day 3 day
R1 45.71 45.39
PP 45.69 45.10
S1 45.68 44.82

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

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