NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 08-Apr-2016
Day Change Summary
Previous Current
07-Apr-2016 08-Apr-2016 Change Change % Previous Week
Open 37.76 37.52 -0.24 -0.6% 36.61
High 38.30 39.84 1.54 4.0% 39.84
Low 36.69 37.45 0.76 2.1% 35.24
Close 37.26 39.72 2.46 6.6% 39.72
Range 1.61 2.39 0.78 48.4% 4.60
ATR 1.69 1.75 0.06 3.8% 0.00
Volume 626,749 817,230 190,481 30.4% 3,230,047
Daily Pivots for day following 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 46.17 45.34 41.03
R3 43.78 42.95 40.38
R2 41.39 41.39 40.16
R1 40.56 40.56 39.94 40.98
PP 39.00 39.00 39.00 39.21
S1 38.17 38.17 39.50 38.59
S2 36.61 36.61 39.28
S3 34.22 35.78 39.06
S4 31.83 33.39 38.41
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 52.07 50.49 42.25
R3 47.47 45.89 40.99
R2 42.87 42.87 40.56
R1 41.29 41.29 40.14 42.08
PP 38.27 38.27 38.27 38.66
S1 36.69 36.69 39.30 37.48
S2 33.67 33.67 38.88
S3 29.07 32.09 38.46
S4 24.47 27.49 37.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.84 35.24 4.60 11.6% 1.71 4.3% 97% True False 646,009
10 40.14 35.24 4.90 12.3% 1.65 4.2% 91% False False 563,966
20 42.49 35.24 7.25 18.3% 1.56 3.9% 62% False False 489,448
40 42.49 30.67 11.82 29.8% 1.74 4.4% 77% False False 337,086
60 42.49 29.85 12.64 31.8% 1.90 4.8% 78% False False 256,788
80 42.49 29.85 12.64 31.8% 1.80 4.5% 78% False False 198,671
100 47.45 29.85 17.60 44.3% 1.72 4.3% 56% False False 162,961
120 51.63 29.85 21.78 54.8% 1.64 4.1% 45% False False 137,497
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 0.38
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 50.00
2.618 46.10
1.618 43.71
1.000 42.23
0.618 41.32
HIGH 39.84
0.618 38.93
0.500 38.65
0.382 38.36
LOW 37.45
0.618 35.97
1.000 35.06
1.618 33.58
2.618 31.19
4.250 27.29
Fisher Pivots for day following 08-Apr-2016
Pivot 1 day 3 day
R1 39.36 39.19
PP 39.00 38.66
S1 38.65 38.14

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

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