NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 05-May-2016
Day Change Summary
Previous Current
04-May-2016 05-May-2016 Change Change % Previous Week
Open 44.59 44.68 0.09 0.2% 44.54
High 45.57 46.63 1.06 2.3% 47.54
Low 43.92 44.55 0.63 1.4% 43.43
Close 44.42 44.91 0.49 1.1% 46.69
Range 1.65 2.08 0.43 26.1% 4.11
ATR 1.69 1.73 0.04 2.2% 0.00
Volume 218,772 195,466 -23,306 -10.7% 614,492
Daily Pivots for day following 05-May-2016
Classic Woodie Camarilla DeMark
R4 51.60 50.34 46.05
R3 49.52 48.26 45.48
R2 47.44 47.44 45.29
R1 46.18 46.18 45.10 46.81
PP 45.36 45.36 45.36 45.68
S1 44.10 44.10 44.72 44.73
S2 43.28 43.28 44.53
S3 41.20 42.02 44.34
S4 39.12 39.94 43.77
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 58.22 56.56 48.95
R3 54.11 52.45 47.82
R2 50.00 50.00 47.44
R1 48.34 48.34 47.07 49.17
PP 45.89 45.89 45.89 46.30
S1 44.23 44.23 46.31 45.06
S2 41.78 41.78 45.94
S3 37.67 40.12 45.56
S4 33.56 36.01 44.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.54 43.92 3.62 8.1% 1.74 3.9% 27% False False 165,349
10 47.54 43.43 4.11 9.2% 1.66 3.7% 36% False False 139,525
20 47.54 39.50 8.04 17.9% 1.77 4.0% 67% False False 129,270
40 47.54 37.50 10.04 22.4% 1.57 3.5% 74% False False 90,064
60 47.54 33.14 14.40 32.1% 1.66 3.7% 82% False False 72,275
80 47.54 31.61 15.93 35.5% 1.77 3.9% 83% False False 61,142
100 47.54 31.61 15.93 35.5% 1.67 3.7% 83% False False 50,785
120 48.35 31.61 16.74 37.3% 1.61 3.6% 79% False False 43,681
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 0.45
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 55.47
2.618 52.08
1.618 50.00
1.000 48.71
0.618 47.92
HIGH 46.63
0.618 45.84
0.500 45.59
0.382 45.34
LOW 44.55
0.618 43.26
1.000 42.47
1.618 41.18
2.618 39.10
4.250 35.71
Fisher Pivots for day following 05-May-2016
Pivot 1 day 3 day
R1 45.59 45.28
PP 45.36 45.15
S1 45.14 45.03

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

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