NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 16-May-2016
Day Change Summary
Previous Current
13-May-2016 16-May-2016 Change Change % Previous Week
Open 46.41 46.28 -0.13 -0.3% 45.00
High 46.49 47.98 1.49 3.2% 47.02
Low 45.75 46.15 0.40 0.9% 43.03
Close 46.21 47.72 1.51 3.3% 46.21
Range 0.74 1.83 1.09 147.3% 3.99
ATR 1.78 1.78 0.00 0.2% 0.00
Volume 519,363 550,863 31,500 6.1% 3,581,405
Daily Pivots for day following 16-May-2016
Classic Woodie Camarilla DeMark
R4 52.77 52.08 48.73
R3 50.94 50.25 48.22
R2 49.11 49.11 48.06
R1 48.42 48.42 47.89 48.77
PP 47.28 47.28 47.28 47.46
S1 46.59 46.59 47.55 46.94
S2 45.45 45.45 47.38
S3 43.62 44.76 47.22
S4 41.79 42.93 46.71
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 47.98 43.03 4.95 10.4% 1.63 3.4% 95% True False 672,940
10 47.98 43.03 4.95 10.4% 1.84 3.9% 95% True False 691,040
20 47.98 40.88 7.10 14.9% 1.81 3.8% 96% True False 651,649
40 47.98 36.57 11.41 23.9% 1.70 3.6% 98% True False 444,254
60 47.98 33.76 14.22 29.8% 1.68 3.5% 98% True False 332,943
80 47.98 32.10 15.88 33.3% 1.82 3.8% 98% True False 273,264
100 47.98 30.79 17.19 36.0% 1.79 3.7% 98% True False 227,777
120 48.02 30.79 17.23 36.1% 1.74 3.6% 98% False False 196,025
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.44
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 55.76
2.618 52.77
1.618 50.94
1.000 49.81
0.618 49.11
HIGH 47.98
0.618 47.28
0.500 47.07
0.382 46.85
LOW 46.15
0.618 45.02
1.000 44.32
1.618 43.19
2.618 41.36
4.250 38.37
Fisher Pivots for day following 16-May-2016
Pivot 1 day 3 day
R1 47.50 47.41
PP 47.28 47.10
S1 47.07 46.80

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

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