NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 18-Apr-2016

Day Change Summary
	Previous	Current
	15-Apr-2016	18-Apr-2016	Change	Change %	Previous Week
Open	41.43	38.75	-2.68	-6.5%	39.72
High	41.73	40.24	-1.49	-3.6%	42.42
Low	39.98	37.61	-2.37	-5.9%	39.25
Close	40.36	39.78	-0.58	-1.4%	40.36
Range	1.75	2.63	0.88	50.3%	3.17
ATR	1.70	1.77	0.08	4.4%	0.00
Volume	520,146	342,463	-177,683	-34.2%	3,215,385

Daily Pivots for day following 18-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	47.10	46.07	41.23
R3	44.47	43.44	40.50
R2	41.84	41.84	40.26
R1	40.81	40.81	40.02	41.33
PP	39.21	39.21	39.21	39.47
S1	38.18	38.18	39.54	38.70
S2	36.58	36.58	39.30
S3	33.95	35.55	39.06
S4	31.32	32.92	38.33

Weekly Pivots for week ending 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	50.19	48.44	42.10
R3	47.02	45.27	41.23
R2	43.85	43.85	40.94
R1	42.10	42.10	40.65	42.98
PP	40.68	40.68	40.68	41.11
S1	38.93	38.93	40.07	39.81
S2	37.51	37.51	39.78
S3	34.34	35.76	39.49
S4	31.17	32.59	38.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.42	37.61	4.81	12.1%	1.81	4.5%	45%	False	True	575,699
10	42.42	35.24	7.18	18.0%	1.74	4.4%	63%	False	False	623,841
20	42.42	35.24	7.18	18.0%	1.63	4.1%	63%	False	False	556,385
40	42.49	32.42	10.07	25.3%	1.68	4.2%	73%	False	False	403,680
60	42.49	30.67	11.82	29.7%	1.89	4.8%	77%	False	False	309,289
80	42.49	29.85	12.64	31.8%	1.83	4.6%	79%	False	False	241,472
100	47.45	29.85	17.60	44.2%	1.75	4.4%	56%	False	False	197,696
120	51.63	29.85	21.78	54.8%	1.69	4.2%	46%	False	False	166,751

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 42 trading days

Fibonacci Retracements and Extensions
4.250	51.42
2.618	47.13
1.618	44.50
1.000	42.87
0.618	41.87
HIGH	40.24
0.618	39.24
0.500	38.93
0.382	38.61
LOW	37.61
0.618	35.98
1.000	34.98
1.618	33.35
2.618	30.72
4.250	26.43

Fisher Pivots for day following 18-Apr-2016
Pivot	1 day	3 day
R1	39.50	39.89
PP	39.21	39.85
S1	38.93	39.82

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