NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 19-May-2016
Day Change Summary
Previous Current
18-May-2016 19-May-2016 Change Change % Previous Week
Open 48.53 47.87 -0.66 -1.4% 45.00
High 48.95 48.28 -0.67 -1.4% 47.02
Low 47.75 46.73 -1.02 -2.1% 43.03
Close 48.19 48.16 -0.03 -0.1% 46.21
Range 1.20 1.55 0.35 29.2% 3.99
ATR 1.71 1.69 -0.01 -0.7% 0.00
Volume 343,184 108,816 -234,368 -68.3% 3,581,405
Daily Pivots for day following 19-May-2016
Classic Woodie Camarilla DeMark
R4 52.37 51.82 49.01
R3 50.82 50.27 48.59
R2 49.27 49.27 48.44
R1 48.72 48.72 48.30 49.00
PP 47.72 47.72 47.72 47.86
S1 47.17 47.17 48.02 47.45
S2 46.17 46.17 47.88
S3 44.62 45.62 47.73
S4 43.07 44.07 47.31
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 48.95 45.75 3.20 6.6% 1.31 2.7% 75% False False 398,533
10 48.95 43.03 5.92 12.3% 1.66 3.5% 87% False False 575,001
20 48.95 42.50 6.45 13.4% 1.69 3.5% 88% False False 588,831
40 48.95 36.57 12.38 25.7% 1.70 3.5% 94% False False 457,159
60 48.95 34.42 14.53 30.2% 1.65 3.4% 95% False False 343,571
80 48.95 32.10 16.85 35.0% 1.77 3.7% 95% False False 281,824
100 48.95 30.79 18.16 37.7% 1.80 3.7% 96% False False 236,130
120 48.95 30.79 18.16 37.7% 1.73 3.6% 96% False False 202,978
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 54.87
2.618 52.34
1.618 50.79
1.000 49.83
0.618 49.24
HIGH 48.28
0.618 47.69
0.500 47.51
0.382 47.32
LOW 46.73
0.618 45.77
1.000 45.18
1.618 44.22
2.618 42.67
4.250 40.14
Fisher Pivots for day following 19-May-2016
Pivot 1 day 3 day
R1 47.94 48.05
PP 47.72 47.95
S1 47.51 47.84

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

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