NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 19-May-2016
Day Change Summary
Previous Current
18-May-2016 19-May-2016 Change Change % Previous Week
Open 49.19 48.45 -0.74 -1.5% 45.61
High 49.56 48.78 -0.78 -1.6% 47.73
Low 48.31 47.26 -1.05 -2.2% 43.65
Close 48.78 48.67 -0.11 -0.2% 46.90
Range 1.25 1.52 0.27 21.6% 4.08
ATR 1.69 1.67 -0.01 -0.7% 0.00
Volume 522,016 620,753 98,737 18.9% 1,380,119
Daily Pivots for day following 19-May-2016
Classic Woodie Camarilla DeMark
R4 52.80 52.25 49.51
R3 51.28 50.73 49.09
R2 49.76 49.76 48.95
R1 49.21 49.21 48.81 49.49
PP 48.24 48.24 48.24 48.37
S1 47.69 47.69 48.53 47.97
S2 46.72 46.72 48.39
S3 45.20 46.17 48.25
S4 43.68 44.65 47.83
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 49.56 46.53 3.03 6.2% 1.32 2.7% 71% False False 384,234
10 49.56 43.65 5.91 12.1% 1.68 3.4% 85% False False 335,155
20 49.56 43.43 6.13 12.6% 1.67 3.4% 85% False False 237,340
40 49.56 37.50 12.06 24.8% 1.67 3.4% 93% False False 162,720
60 49.56 35.44 14.12 29.0% 1.61 3.3% 94% False False 121,990
80 49.56 33.14 16.42 33.7% 1.71 3.5% 95% False False 100,386
100 49.56 31.61 17.95 36.9% 1.73 3.6% 95% False False 83,419
120 49.56 31.61 17.95 36.9% 1.64 3.4% 95% False False 71,085
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 0.44
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 55.24
2.618 52.76
1.618 51.24
1.000 50.30
0.618 49.72
HIGH 48.78
0.618 48.20
0.500 48.02
0.382 47.84
LOW 47.26
0.618 46.32
1.000 45.74
1.618 44.80
2.618 43.28
4.250 40.80
Fisher Pivots for day following 19-May-2016
Pivot 1 day 3 day
R1 48.45 48.58
PP 48.24 48.50
S1 48.02 48.41

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

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