NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 13-May-2016
Day Change Summary
Previous Current
12-May-2016 13-May-2016 Change Change % Previous Week
Open 46.00 46.41 0.41 0.9% 45.00
High 47.02 46.49 -0.53 -1.1% 47.02
Low 45.61 45.75 0.14 0.3% 43.03
Close 46.70 46.21 -0.49 -1.0% 46.21
Range 1.41 0.74 -0.67 -47.5% 3.99
ATR 1.84 1.78 -0.06 -3.5% 0.00
Volume 715,102 519,363 -195,739 -27.4% 3,581,405
Daily Pivots for day following 13-May-2016
Classic Woodie Camarilla DeMark
R4 48.37 48.03 46.62
R3 47.63 47.29 46.41
R2 46.89 46.89 46.35
R1 46.55 46.55 46.28 46.35
PP 46.15 46.15 46.15 46.05
S1 45.81 45.81 46.14 45.61
S2 45.41 45.41 46.07
S3 44.67 45.07 46.01
S4 43.93 44.33 45.80
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 57.39 55.79 48.40
R3 53.40 51.80 47.31
R2 49.41 49.41 46.94
R1 47.81 47.81 46.58 48.61
PP 45.42 45.42 45.42 45.82
S1 43.82 43.82 45.84 44.62
S2 41.43 41.43 45.48
S3 37.44 39.83 45.11
S4 33.45 35.84 44.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.02 43.03 3.99 8.6% 1.80 3.9% 80% False False 716,281
10 47.02 43.03 3.99 8.6% 1.82 3.9% 80% False False 682,357
20 47.02 39.00 8.02 17.4% 1.85 4.0% 90% False False 654,581
40 47.02 36.57 10.45 22.6% 1.68 3.6% 92% False False 435,137
60 47.02 33.76 13.26 28.7% 1.68 3.6% 94% False False 324,968
80 47.02 31.26 15.76 34.1% 1.83 4.0% 95% False False 267,462
100 47.02 30.79 16.23 35.1% 1.78 3.9% 95% False False 222,510
120 48.02 30.79 17.23 37.3% 1.73 3.7% 89% False False 191,617
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 98 trading days
Fibonacci Retracements and Extensions
4.250 49.64
2.618 48.43
1.618 47.69
1.000 47.23
0.618 46.95
HIGH 46.49
0.618 46.21
0.500 46.12
0.382 46.03
LOW 45.75
0.618 45.29
1.000 45.01
1.618 44.55
2.618 43.81
4.250 42.61
Fisher Pivots for day following 13-May-2016
Pivot 1 day 3 day
R1 46.18 45.97
PP 46.15 45.73
S1 46.12 45.49

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

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