NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 11-May-2016
Day Change Summary
Previous Current
10-May-2016 11-May-2016 Change Change % Previous Week
Open 43.88 45.30 1.42 3.2% 46.64
High 45.48 47.14 1.66 3.6% 46.84
Low 43.65 44.66 1.01 2.3% 43.92
Close 45.35 47.01 1.66 3.7% 45.32
Range 1.83 2.48 0.65 35.5% 2.92
ATR 1.80 1.85 0.05 2.7% 0.00
Volume 257,108 358,584 101,476 39.5% 933,973
Daily Pivots for day following 11-May-2016
Classic Woodie Camarilla DeMark
R4 53.71 52.84 48.37
R3 51.23 50.36 47.69
R2 48.75 48.75 47.46
R1 47.88 47.88 47.24 48.32
PP 46.27 46.27 46.27 46.49
S1 45.40 45.40 46.78 45.84
S2 43.79 43.79 46.56
S3 41.31 42.92 46.33
S4 38.83 40.44 45.65
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 47.14 43.65 3.49 7.4% 2.16 4.6% 96% True False 269,116
10 47.54 43.65 3.89 8.3% 1.86 4.0% 86% False False 208,722
20 47.54 39.80 7.74 16.5% 1.86 4.0% 93% False False 160,897
40 47.54 37.50 10.04 21.4% 1.67 3.6% 95% False False 114,809
60 47.54 34.74 12.80 27.2% 1.66 3.5% 96% False False 88,637
80 47.54 31.61 15.93 33.9% 1.79 3.8% 97% False False 74,580
100 47.54 31.61 15.93 33.9% 1.70 3.6% 97% False False 61,820
120 48.35 31.61 16.74 35.6% 1.64 3.5% 92% False False 53,120
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 0.52
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.68
2.618 53.63
1.618 51.15
1.000 49.62
0.618 48.67
HIGH 47.14
0.618 46.19
0.500 45.90
0.382 45.61
LOW 44.66
0.618 43.13
1.000 42.18
1.618 40.65
2.618 38.17
4.250 34.12
Fisher Pivots for day following 11-May-2016
Pivot 1 day 3 day
R1 46.64 46.47
PP 46.27 45.93
S1 45.90 45.40

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

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