NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 11-Apr-2016
Day Change Summary
Previous Current
08-Apr-2016 11-Apr-2016 Change Change % Previous Week
Open 37.52 39.72 2.20 5.9% 36.61
High 39.84 40.75 0.91 2.3% 39.84
Low 37.45 39.25 1.80 4.8% 35.24
Close 39.72 40.36 0.64 1.6% 39.72
Range 2.39 1.50 -0.89 -37.2% 4.60
ATR 1.75 1.73 -0.02 -1.0% 0.00
Volume 817,230 679,351 -137,879 -16.9% 3,230,047
Daily Pivots for day following 11-Apr-2016
Classic Woodie Camarilla DeMark
R4 44.62 43.99 41.19
R3 43.12 42.49 40.77
R2 41.62 41.62 40.64
R1 40.99 40.99 40.50 41.31
PP 40.12 40.12 40.12 40.28
S1 39.49 39.49 40.22 39.81
S2 38.62 38.62 40.09
S3 37.12 37.99 39.95
S4 35.62 36.49 39.54
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 40.75 35.24 5.51 13.7% 1.66 4.1% 93% True False 671,984
10 40.75 35.24 5.51 13.7% 1.67 4.1% 93% True False 601,924
20 42.49 35.24 7.25 18.0% 1.59 3.9% 71% False False 510,697
40 42.49 31.71 10.78 26.7% 1.75 4.3% 80% False False 349,576
60 42.49 29.85 12.64 31.3% 1.90 4.7% 83% False False 267,082
80 42.49 29.85 12.64 31.3% 1.79 4.4% 83% False False 206,804
100 47.45 29.85 17.60 43.6% 1.72 4.3% 60% False False 169,621
120 51.63 29.85 21.78 54.0% 1.65 4.1% 48% False False 143,111
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.37
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.13
2.618 44.68
1.618 43.18
1.000 42.25
0.618 41.68
HIGH 40.75
0.618 40.18
0.500 40.00
0.382 39.82
LOW 39.25
0.618 38.32
1.000 37.75
1.618 36.82
2.618 35.32
4.250 32.88
Fisher Pivots for day following 11-Apr-2016
Pivot 1 day 3 day
R1 40.24 39.81
PP 40.12 39.27
S1 40.00 38.72

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

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