NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 20-May-2016
Day Change Summary
Previous Current
19-May-2016 20-May-2016 Change Change % Previous Week
Open 48.45 48.72 0.27 0.6% 46.96
High 48.78 49.29 0.51 1.0% 49.56
Low 47.26 47.95 0.69 1.5% 46.84
Close 48.67 48.41 -0.26 -0.5% 48.41
Range 1.52 1.34 -0.18 -11.8% 2.72
ATR 1.67 1.65 -0.02 -1.4% 0.00
Volume 620,753 538,047 -82,706 -13.3% 2,268,169
Daily Pivots for day following 20-May-2016
Classic Woodie Camarilla DeMark
R4 52.57 51.83 49.15
R3 51.23 50.49 48.78
R2 49.89 49.89 48.66
R1 49.15 49.15 48.53 48.85
PP 48.55 48.55 48.55 48.40
S1 47.81 47.81 48.29 47.51
S2 47.21 47.21 48.16
S3 45.87 46.47 48.04
S4 44.53 45.13 47.67
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 56.43 55.14 49.91
R3 53.71 52.42 49.16
R2 50.99 50.99 48.91
R1 49.70 49.70 48.66 50.35
PP 48.27 48.27 48.27 48.59
S1 46.98 46.98 48.16 47.63
S2 45.55 45.55 47.91
S3 42.83 44.26 47.66
S4 40.11 41.54 46.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.56 46.84 2.72 5.6% 1.44 3.0% 58% False False 453,633
10 49.56 43.65 5.91 12.2% 1.63 3.4% 81% False False 364,828
20 49.56 43.43 6.13 12.7% 1.67 3.4% 81% False False 259,837
40 49.56 37.50 12.06 24.9% 1.67 3.4% 90% False False 174,762
60 49.56 36.47 13.09 27.0% 1.60 3.3% 91% False False 130,355
80 49.56 33.14 16.42 33.9% 1.70 3.5% 93% False False 106,721
100 49.56 31.61 17.95 37.1% 1.73 3.6% 94% False False 88,775
120 49.56 31.61 17.95 37.1% 1.64 3.4% 94% False False 75,531
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.99
2.618 52.80
1.618 51.46
1.000 50.63
0.618 50.12
HIGH 49.29
0.618 48.78
0.500 48.62
0.382 48.46
LOW 47.95
0.618 47.12
1.000 46.61
1.618 45.78
2.618 44.44
4.250 42.26
Fisher Pivots for day following 20-May-2016
Pivot 1 day 3 day
R1 48.62 48.41
PP 48.55 48.41
S1 48.48 48.41

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

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