NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 12-May-2016
Day Change Summary
Previous Current
11-May-2016 12-May-2016 Change Change % Previous Week
Open 45.30 46.77 1.47 3.2% 46.64
High 47.14 47.73 0.59 1.3% 46.84
Low 44.66 46.34 1.68 3.8% 43.92
Close 47.01 47.45 0.44 0.9% 45.32
Range 2.48 1.39 -1.09 -44.0% 2.92
ATR 1.85 1.81 -0.03 -1.8% 0.00
Volume 358,584 280,262 -78,322 -21.8% 933,973
Daily Pivots for day following 12-May-2016
Classic Woodie Camarilla DeMark
R4 51.34 50.79 48.21
R3 49.95 49.40 47.83
R2 48.56 48.56 47.70
R1 48.01 48.01 47.58 48.29
PP 47.17 47.17 47.17 47.31
S1 46.62 46.62 47.32 46.90
S2 45.78 45.78 47.20
S3 44.39 45.23 47.07
S4 43.00 43.84 46.69
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 47.73 43.65 4.08 8.6% 2.03 4.3% 93% True False 286,075
10 47.73 43.65 4.08 8.6% 1.88 4.0% 93% True False 225,712
20 47.73 39.80 7.93 16.7% 1.87 3.9% 96% True False 171,147
40 47.73 37.50 10.23 21.6% 1.67 3.5% 97% True False 121,023
60 47.73 34.74 12.99 27.4% 1.64 3.5% 98% True False 92,675
80 47.73 31.61 16.12 34.0% 1.78 3.8% 98% True False 77,821
100 47.73 31.61 16.12 34.0% 1.71 3.6% 98% True False 64,532
120 48.35 31.61 16.74 35.3% 1.64 3.5% 95% False False 55,424
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 53.64
2.618 51.37
1.618 49.98
1.000 49.12
0.618 48.59
HIGH 47.73
0.618 47.20
0.500 47.04
0.382 46.87
LOW 46.34
0.618 45.48
1.000 44.95
1.618 44.09
2.618 42.70
4.250 40.43
Fisher Pivots for day following 12-May-2016
Pivot 1 day 3 day
R1 47.31 46.86
PP 47.17 46.28
S1 47.04 45.69

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

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