NYMEX Light Sweet Crude Oil Future November 2016

Trading Metrics calculated at close of trading on 05-Apr-2016

Day Change Summary
	Previous	Current
	04-Apr-2016	05-Apr-2016	Change	Change %	Previous Week
Open	41.00	39.56	-1.44	-3.5%	43.24
High	41.06	40.32	-0.74	-1.8%	43.60
Low	39.88	39.40	-0.48	-1.2%	41.00
Close	39.96	39.81	-0.15	-0.4%	41.16
Range	1.18	0.92	-0.26	-22.0%	2.60
ATR	1.23	1.20	-0.02	-1.8%	0.00
Volume	10,602	6,726	-3,876	-36.6%	35,276

Daily Pivots for day following 05-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	42.60	42.13	40.32
R3	41.68	41.21	40.06
R2	40.76	40.76	39.98
R1	40.29	40.29	39.89	40.53
PP	39.84	39.84	39.84	39.96
S1	39.37	39.37	39.73	39.61
S2	38.92	38.92	39.64
S3	38.00	38.45	39.56
S4	37.08	37.53	39.30

Weekly Pivots for week ending 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	49.72	48.04	42.59
R3	47.12	45.44	41.88
R2	44.52	44.52	41.64
R1	42.84	42.84	41.40	42.38
PP	41.92	41.92	41.92	41.69
S1	40.24	40.24	40.92	39.78
S2	39.32	39.32	40.68
S3	36.72	37.64	40.45
S4	34.12	35.04	39.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.60	39.40	4.20	10.6%	1.23	3.1%	10%	False	True	8,210
10	44.73	39.40	5.33	13.4%	1.06	2.7%	8%	False	True	8,156
20	44.76	39.40	5.36	13.5%	1.06	2.7%	8%	False	True	9,229

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	44.23
2.618	42.73
1.618	41.81
1.000	41.24
0.618	40.89
HIGH	40.32
0.618	39.97
0.500	39.86
0.382	39.75
LOW	39.40
0.618	38.83
1.000	38.48
1.618	37.91
2.618	36.99
4.250	35.49

Fisher Pivots for day following 05-Apr-2016
Pivot	1 day	3 day
R1	39.86	41.04
PP	39.84	40.63
S1	39.83	40.22

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols