NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 13-May-2016
Day Change Summary
Previous Current
12-May-2016 13-May-2016 Change Change % Previous Week
Open 46.77 47.22 0.45 1.0% 45.61
High 47.73 47.30 -0.43 -0.9% 47.73
Low 46.34 46.53 0.19 0.4% 43.65
Close 47.45 46.90 -0.55 -1.2% 46.90
Range 1.39 0.77 -0.62 -44.6% 4.08
ATR 1.81 1.75 -0.06 -3.5% 0.00
Volume 280,262 191,049 -89,213 -31.8% 1,380,119
Daily Pivots for day following 13-May-2016
Classic Woodie Camarilla DeMark
R4 49.22 48.83 47.32
R3 48.45 48.06 47.11
R2 47.68 47.68 47.04
R1 47.29 47.29 46.97 47.10
PP 46.91 46.91 46.91 46.82
S1 46.52 46.52 46.83 46.33
S2 46.14 46.14 46.76
S3 45.37 45.75 46.69
S4 44.60 44.98 46.48
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 58.33 56.70 49.14
R3 54.25 52.62 48.02
R2 50.17 50.17 47.65
R1 48.54 48.54 47.27 49.36
PP 46.09 46.09 46.09 46.50
S1 44.46 44.46 46.53 45.28
S2 42.01 42.01 46.15
S3 37.93 40.38 45.78
S4 33.85 36.30 44.66
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 8.7% 1.82 3.9% 80% False False 276,023
10 47.73 43.65 4.08 8.7% 1.81 3.9% 80% False False 231,409
20 47.73 39.80 7.93 16.9% 1.83 3.9% 90% False False 174,351
40 47.73 37.50 10.23 21.8% 1.65 3.5% 92% False False 124,775
60 47.73 34.74 12.99 27.7% 1.63 3.5% 94% False False 95,367
80 47.73 32.05 15.68 33.4% 1.77 3.8% 95% False False 79,906
100 47.73 31.61 16.12 34.4% 1.70 3.6% 95% False False 66,376
120 48.35 31.61 16.74 35.7% 1.64 3.5% 91% False False 56,929
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 93 trading days
Fibonacci Retracements and Extensions
4.250 50.57
2.618 49.32
1.618 48.55
1.000 48.07
0.618 47.78
HIGH 47.30
0.618 47.01
0.500 46.92
0.382 46.82
LOW 46.53
0.618 46.05
1.000 45.76
1.618 45.28
2.618 44.51
4.250 43.26
Fisher Pivots for day following 13-May-2016
Pivot 1 day 3 day
R1 46.92 46.67
PP 46.91 46.43
S1 46.91 46.20

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

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