NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 10-May-2016
Day Change Summary
Previous Current
09-May-2016 10-May-2016 Change Change % Previous Week
Open 45.00 43.25 -1.75 -3.9% 45.90
High 45.94 44.79 -1.15 -2.5% 46.15
Low 43.24 43.03 -0.21 -0.5% 43.22
Close 43.44 44.66 1.22 2.8% 44.66
Range 2.70 1.76 -0.94 -34.8% 2.93
ATR 1.84 1.84 -0.01 -0.3% 0.00
Volume 767,568 709,415 -58,153 -7.6% 3,242,168
Daily Pivots for day following 10-May-2016
Classic Woodie Camarilla DeMark
R4 49.44 48.81 45.63
R3 47.68 47.05 45.14
R2 45.92 45.92 44.98
R1 45.29 45.29 44.82 45.61
PP 44.16 44.16 44.16 44.32
S1 43.53 43.53 44.50 43.85
S2 42.40 42.40 44.34
S3 40.64 41.77 44.18
S4 38.88 40.01 43.69
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 53.47 51.99 46.27
R3 50.54 49.06 45.47
R2 47.61 47.61 45.20
R1 46.13 46.13 44.93 45.41
PP 44.68 44.68 44.68 44.31
S1 43.20 43.20 44.39 42.48
S2 41.75 41.75 44.12
S3 38.82 40.27 43.85
S4 35.89 37.34 43.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.07 43.03 3.04 6.8% 2.01 4.5% 54% False True 725,914
10 46.78 43.03 3.75 8.4% 1.83 4.1% 43% False True 645,303
20 46.78 39.00 7.78 17.4% 1.83 4.1% 73% False False 598,866
40 46.78 36.57 10.21 22.9% 1.68 3.8% 79% False False 391,158
60 46.78 33.69 13.09 29.3% 1.73 3.9% 84% False False 294,534
80 46.78 30.79 15.99 35.8% 1.85 4.1% 87% False False 243,716
100 46.78 30.79 15.99 35.8% 1.77 4.0% 87% False False 202,462
120 48.02 30.79 17.23 38.6% 1.72 3.9% 80% False False 174,762
Crabel Price Patterns
NR True
NR4 True
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 0.53
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 52.27
2.618 49.40
1.618 47.64
1.000 46.55
0.618 45.88
HIGH 44.79
0.618 44.12
0.500 43.91
0.382 43.70
LOW 43.03
0.618 41.94
1.000 41.27
1.618 40.18
2.618 38.42
4.250 35.55
Fisher Pivots for day following 10-May-2016
Pivot 1 day 3 day
R1 44.41 44.60
PP 44.16 44.54
S1 43.91 44.49

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

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