NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 01-Apr-2016

Day Change Summary
	Previous	Current
	31-Mar-2016	01-Apr-2016	Change	Change %	Previous Week
Open	38.30	38.14	-0.16	-0.4%	39.55
High	39.04	38.56	-0.48	-1.2%	40.14
Low	37.57	36.63	-0.94	-2.5%	36.63
Close	38.34	36.79	-1.55	-4.0%	36.79
Range	1.47	1.93	0.46	31.3%	3.51
ATR	1.67	1.69	0.02	1.1%	0.00
Volume	532,152	547,190	15,038	2.8%	2,409,618

Daily Pivots for day following 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	43.12	41.88	37.85
R3	41.19	39.95	37.32
R2	39.26	39.26	37.14
R1	38.02	38.02	36.97	37.68
PP	37.33	37.33	37.33	37.15
S1	36.09	36.09	36.61	35.75
S2	35.40	35.40	36.44
S3	33.47	34.16	36.26
S4	31.54	32.23	35.73

Weekly Pivots for week ending 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	48.38	46.10	38.72
R3	44.87	42.59	37.76
R2	41.36	41.36	37.43
R1	39.08	39.08	37.11	38.47
PP	37.85	37.85	37.85	37.55
S1	35.57	35.57	36.47	34.96
S2	34.34	34.34	36.15
S3	30.83	32.06	35.82
S4	27.32	28.55	34.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	40.14	36.63	3.51	9.5%	1.59	4.3%	5%	False	True	481,923
10	42.49	36.63	5.86	15.9%	1.51	4.1%	3%	False	True	501,153
20	42.49	36.19	6.30	17.1%	1.62	4.4%	10%	False	False	396,938
40	42.49	30.67	11.82	32.1%	1.77	4.8%	52%	False	False	274,281
60	42.49	29.85	12.64	34.4%	1.93	5.3%	55%	False	False	205,987
80	44.08	29.85	14.23	38.7%	1.78	4.8%	49%	False	False	160,329
100	49.25	29.85	19.40	52.7%	1.70	4.6%	36%	False	False	131,366
120	53.22	29.85	23.37	63.5%	1.62	4.4%	30%	False	False	111,013

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	0.41
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	46.76
2.618	43.61
1.618	41.68
1.000	40.49
0.618	39.75
HIGH	38.56
0.618	37.82
0.500	37.60
0.382	37.37
LOW	36.63
0.618	35.44
1.000	34.70
1.618	33.51
2.618	31.58
4.250	28.43

Fisher Pivots for day following 01-Apr-2016
Pivot	1 day	3 day
R1	37.60	38.24
PP	37.33	37.76
S1	37.06	37.27

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