NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 06-Apr-2016
Day Change Summary
Previous Current
05-Apr-2016 06-Apr-2016 Change Change % Previous Week
Open 35.50 36.52 1.02 2.9% 39.55
High 36.58 37.90 1.32 3.6% 40.14
Low 35.24 36.43 1.19 3.4% 36.63
Close 35.89 37.75 1.86 5.2% 36.79
Range 1.34 1.47 0.13 9.7% 3.51
ATR 1.67 1.69 0.02 1.5% 0.00
Volume 485,543 751,048 265,505 54.7% 2,409,618
Daily Pivots for day following 06-Apr-2016
Classic Woodie Camarilla DeMark
R4 41.77 41.23 38.56
R3 40.30 39.76 38.15
R2 38.83 38.83 38.02
R1 38.29 38.29 37.88 38.56
PP 37.36 37.36 37.36 37.50
S1 36.82 36.82 37.62 37.09
S2 35.89 35.89 37.48
S3 34.42 35.35 37.35
S4 32.95 33.88 36.94
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 39.04 35.24 3.80 10.1% 1.59 4.2% 66% False False 573,082
10 41.34 35.24 6.10 16.2% 1.56 4.1% 41% False False 518,285
20 42.49 35.24 7.25 19.2% 1.53 4.1% 35% False False 449,793
40 42.49 30.67 11.82 31.3% 1.76 4.7% 60% False False 309,522
60 42.49 29.85 12.64 33.5% 1.91 5.1% 63% False False 233,955
80 42.49 29.85 12.64 33.5% 1.77 4.7% 63% False False 181,328
100 48.35 29.85 18.50 49.0% 1.71 4.5% 43% False False 148,814
120 51.63 29.85 21.78 57.7% 1.63 4.3% 36% False False 125,603
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.15
2.618 41.75
1.618 40.28
1.000 39.37
0.618 38.81
HIGH 37.90
0.618 37.34
0.500 37.17
0.382 36.99
LOW 36.43
0.618 35.52
1.000 34.96
1.618 34.05
2.618 32.58
4.250 30.18
Fisher Pivots for day following 06-Apr-2016
Pivot 1 day 3 day
R1 37.56 37.36
PP 37.36 36.96
S1 37.17 36.57

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

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