NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 09-May-2016
Day Change Summary
Previous Current
06-May-2016 09-May-2016 Change Change % Previous Week
Open 45.04 45.61 0.57 1.3% 46.64
High 45.97 46.49 0.52 1.1% 46.84
Low 44.16 43.87 -0.29 -0.7% 43.92
Close 45.32 44.03 -1.29 -2.8% 45.32
Range 1.81 2.62 0.81 44.8% 2.92
ATR 1.73 1.79 0.06 3.7% 0.00
Volume 241,309 293,116 51,807 21.5% 933,973
Daily Pivots for day following 09-May-2016
Classic Woodie Camarilla DeMark
R4 52.66 50.96 45.47
R3 50.04 48.34 44.75
R2 47.42 47.42 44.51
R1 45.72 45.72 44.27 45.26
PP 44.80 44.80 44.80 44.57
S1 43.10 43.10 43.79 42.64
S2 42.18 42.18 43.55
S3 39.56 40.48 43.31
S4 36.94 37.86 42.59
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 54.12 52.64 46.93
R3 51.20 49.72 46.12
R2 48.28 48.28 45.86
R1 46.80 46.80 45.59 46.08
PP 45.36 45.36 45.36 45.00
S1 43.88 43.88 45.05 43.16
S2 42.44 42.44 44.78
S3 39.52 40.96 44.52
S4 36.60 38.04 43.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.63 43.87 2.76 6.3% 2.01 4.6% 6% False True 224,189
10 47.54 43.43 4.11 9.3% 1.83 4.2% 15% False False 171,276
20 47.54 39.80 7.74 17.6% 1.80 4.1% 55% False False 143,134
40 47.54 37.50 10.04 22.8% 1.63 3.7% 65% False False 100,896
60 47.54 34.18 13.36 30.3% 1.68 3.8% 74% False False 79,585
80 47.54 31.61 15.93 36.2% 1.78 4.0% 78% False False 67,306
100 47.54 31.61 15.93 36.2% 1.69 3.8% 78% False False 55,837
120 48.35 31.61 16.74 38.0% 1.62 3.7% 74% False False 48,085
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 57.63
2.618 53.35
1.618 50.73
1.000 49.11
0.618 48.11
HIGH 46.49
0.618 45.49
0.500 45.18
0.382 44.87
LOW 43.87
0.618 42.25
1.000 41.25
1.618 39.63
2.618 37.01
4.250 32.74
Fisher Pivots for day following 09-May-2016
Pivot 1 day 3 day
R1 45.18 45.25
PP 44.80 44.84
S1 44.41 44.44

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

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